# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-000465
**Filing Date:** 2026-1
**Character Count:** 391021
**Document Hash:** d4028932f107671685d9b04d6ce19dfb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000465.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000035402-26-000465

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 26555411

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® SAI Enhanced Core Bond Fund**

**November 30, 2025**

Offered exclusively to certain clients of the Adviser, or its affiliates, including Strategic Advisers LLC (Strategic Advisers) - not available for sale to the general public. Fidelity® SAI is a product name of Fidelity® funds dedicated to certain programs affiliated with Strategic Advisers.

ECB-NPRT1-0126

1.9918575.100 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 2.5%** | &nbsp;&nbsp;**Asset-Backed Securities - 2.5%** | &nbsp;&nbsp;**Asset-Backed Securities - 2.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 2.5%  |  |  |
| Ally Auto Receivables Trust Series 2022-3 Class A4, 5.07% 10/16/2028  | 221000 | 221833 |
| American Express Credit Account Master Trust Series 2023-4 Class A, 5.15% 9/16/2030  | 1500000 | 1555023 |
| American Express Credit Account Master Trust Series 2025-5 Class A, 4.51% 7/15/2032  | 2200000 | 2258253 |
| BMW Vehicle Lease Trust Series 2025-2 Class A3, 3.97% 9/25/2028  | 2500000 | 2502823 |
| BMW Vehicle Owner Trust Series 2023-A Class A4, 5.25% 11/26/2029  | 79000 | 80133 |
| Capital One Multi-Asset Execution Trust Series 2025-A2 Class A, 4.02% 9/15/2032  | 2300000 | 2311921 |
| Capital One Prime Auto Receivables Trust Series 2024-1 Class A3, 4.62% 7/16/2029  | 500000 | 504189 |
| CarMax Auto Owner Trust Series 2023-1 Class A4, 4.65% 1/16/2029  | 221000 | 222205 |
| CarMax Auto Owner Trust Series 2023-2 Class A4, 5.01% 11/15/2028  | 567000 | 572491 |
| CarMax Auto Owner Trust Series 2024-1 Class A3, 4.92% 10/16/2028  | 237324 | 238942 |
| CarMax Auto Owner Trust Series 2024-1 Class A4, 4.94% 8/15/2029  | 250000 | 253994 |
| CarMax Auto Owner Trust Series 2024-3 Class A3, 4.89% 7/16/2029  | 597000 | 603756 |
| CarMax Select Receivables Trust Series 2025-A Class A3, 4.77% 9/17/2029  | 225000 | 226947 |
| Citibank Credit Card Issuance Trust Series 2007-A3 Class A3, 6.15% 6/15/2039  | 1000000 | 1117088 |
| CNH Equipment Trust Series 2023-B Class A4, 5.46% 3/17/2031  | 350000 | 361374 |
| CNH Equipment Trust Series 2025-A Class A4, 4.54% 9/15/2032  | 740000 | 753539 |
| Daimler Trucks Retail Trust Series 2024-1 Class A4, 5.56% 7/15/2031  | 240000 | 245080 |
| DRIVE Series 2025-1 Class A3, 4.73% 9/15/2032  | 1750000 | 1758054 |
| Ford Cr Floorplan Mast Own Tr Series 2018-4 Class A, 4.06% 11/15/2030  | 2025000 | 2029748 |
| Ford Credit Auto Lease Trust Series 2025-A Class A3, 4.72% 6/15/2028  | 240000 | 241918 |
| Ford Credit Auto Owner Trust Series 2023-A Class A4, 4.56% 12/15/2028  | 250000 | 251549 |
| Ford Credit Auto Owner Trust Series 2024-C Class A4, 4.11% 7/15/2030  | 400000 | 402474 |
| Fordf Series 2025-1 Class A1, 4.63% 4/15/2030  | 1500000 | 1521272 |
| GM Financial Consumer Automobile Receivables Trust Series 2023-2 Class A4, 4.43% 10/16/2028  | 400000 | 401961 |
| GM Financial Consumer Automobile Receivables Trust Series 2023-2 Class B, 4.82% 10/16/2028  | 500000 | 504026 |
| GM Financial Consumer Automobile Receivables Trust Series 2024-2 Class A4, 5.04% 9/17/2029  | 160000 | 162763 |
| GM Financial Leasing Trust Series 2024-1 Class A4, 5.09% 2/22/2028  | 270000 | 271365 |
| Gmf Leasing LLC Series 2025-2 Class A3, 4.58% 5/22/2028  | 869000 | 876141 |
| Gmf Leasing LLC Series 2025-2 Class A4, 4.64% 4/20/2029  | 3750000 | 3796519 |
| Harley-Davidson Motorcycle Trust Series 2024-A Class A4, 5.29% 12/15/2031  | 180000 | 184511 |
| Honda Auto Receivables Owner Trust Series 2023-1 Class A4, 4.97% 6/21/2029  | 100000 | 100587 |
| Honda Auto Receivables Owner Trust Series 2024-1 Class A4, 5.17% 5/15/2030  | 120000 | 121968 |
| Hyundai Auto Receivables Trust Series 2023-A Class A4, 4.48% 7/17/2028  | 108000 | 108249 |
| Hyundai Auto Receivables Trust Series 2023-B Class A4, 5.31% 8/15/2029  | 75000 | 76106 |
| John Deere Owner Trust Series 2024-C Class A4, 4.15% 8/15/2031  | 45000 | 45160 |
| John Deere Owner Trust Series 2025-A Class A3, 4.23% 9/17/2029  | 245000 | 246889 |
| Mercedes-Benz Auto Receivables Trust Series 2023-2 Class A4, 6.01% 1/15/2031  | 800000 | 830690 |
| Nissan Auto Lease Trust Series 2024-A Class A4, 4.97% 9/15/2028  | 700000 | 703704 |
| Nissan Auto Receivables Owner Trust Series 2023-A Class A4, 4.85% 6/17/2030  | 500000 | 504234 |
| PSNH Funding LLC 3 Series 2018-1 Class A3, 3.814% 2/1/2035  | 500000 | 493796 |
| Santander Drive Auto Receivables Trust Series 2022-3 Class C, 4.49% 8/15/2029  | 483597 | 483684 |
| Santander Drive Auto Receivables Trust Series 2022-4 Class C, 5% 11/15/2029  | 225564 | 226603 |
| Santander Drive Auto Receivables Trust Series 2023-5 Class B, 6.16% 12/17/2029  | 150000 | 152110 |
| Synchrony Card Issuance Trust Series 2023-A1 Class A, 5.54% 7/15/2029  | 1500000 | 1513803 |
| Synchrony Card Issuance Trust Series 2024-A2 Class A, 4.93% 7/15/2030  | 2160000 | 2195402 |
| Synchrony Card Issuance Trust Series 2025-A1 Class A, 4.78% 2/15/2031  | 2000000 | 2036315 |
| Synchrony Card Issuance Trust Series 2025-A2 Class A, 4.49% 5/15/2031  | 1000000 | 1013594 |
| Verizon Master Trust Series 2024-3 Class B, 5.54% 4/22/2030  | 100000 | 101854 |
| Volkswagen Auto Lease Trust Series 2025-B Class A3, 4.01% 1/22/2029  | 2300000 | 2305340 |
| Volkswagen Auto Lease Trust Series 2025-B Class A4, 4% 5/20/2030  | 2980000 | 2987075 |
| Woart Series 2025-C Class A4, 4.19% 11/17/2031  | 1000000 | 1006621 |
| World Financial Network Credit Card Master Trust Series 2024-A Class A, 5.47% 2/15/2031  | 4000000 | 4079034 |
| World Financial Network Credit Card Master Trust Series 2024-B Class A, 4.62% 5/15/2031  | 2130000 | 2151161 |
| World Omni Auto Trust Series 2024-C Class A4, 4.44% 5/15/2030  | 130000 | 131139 |
| TOTAL UNITED STATES |  | 50047010 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $49,812,010) |  | <br> **50047010** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Truist Bank 4.42% 7/24/2028 (b)<br>(Cost $2,500,000)<br>| 2500000 | **2512059** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 1.6%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.6%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.6%  |  |  |
| BANK Series 2018-BN12 Class AS, 4.4726% 5/15/2061 (b) | 665000 | 655403 |
| BANK Series 2019-BN20 Class A3, 3.011% 9/15/2062  | 350000 | 331529 |
| BANK Series 2019-BN21 Class A5, 2.851% 10/17/2052  | 350000 | 331202 |
| BANK Series 2019-BN22 Class A4, 2.978% 11/15/2062  | 160000 | 152056 |
| BANK Series 2019-BN24 Class A3, 2.96% 11/15/2062  | 1127000 | 1070272 |
| BANK Series 2020-BN25 Class A5, 2.649% 1/15/2063  | 800000 | 744702 |
| BANK Series 2020-BN25 Class AS, 2.841% 1/15/2063  | 355000 | 327782 |
| BANK Series 2020-BN26 Class A4, 2.403% 3/15/2063  | 250000 | 229870 |
| BANK Series 2020-BN27 Class A5, 2.144% 4/15/2063  | 342000 | 308400 |
| BANK Series 2021-BN31 Class A4, 2.036% 2/15/2054  | 300000 | 267363 |
| BANK Series 2021-BN35 Class AS, 2.457% 6/15/2064  | 360000 | 313877 |
| BANK Series 2022-BNK42 Class A5, 4.493% 6/15/2055 (b) | 1230000 | 1222324 |
| BANK Series 2023-5YR4 Class A3, 6.5% 12/15/2056  | 1298420 | 1369771 |
| BBCMS Mortgage Trust Series 2023-C19 Class A2B, 5.753% 4/15/2056  | 350000 | 355305 |
| BBCMS Mortgage Trust Series 2025-5C33 Class AS, 6.168% 3/15/2058  | 400000 | 422035 |
| Benchmark Mortgage Trust Series 2019-B14 Class A4, 2.7946% 12/15/2062  | 400000 | 378208 |
| Benchmark Mortgage Trust Series 2019-B15 Class A5, 2.928% 12/15/2072  | 450000 | 422700 |
| Benchmark Mortgage Trust Series 2020-B22 Class A5, 1.973% 1/15/2054  | 1400000 | 1230738 |
| Benchmark Mortgage Trust Series 2021-B23 Class A5, 2.07% 2/15/2054  | 1500000 | 1326942 |
| Benchmark Mortgage Trust Series 2021-B24 Class A5, 2.5843% 3/15/2054  | 1500000 | 1355115 |
| Benchmark Mortgage Trust Series 2021-B29 Class A3, 2.284% 9/15/2054  | 710000 | 660443 |
| Benchmark Mortgage Trust Series 2022-B34 Class A5, 3.786% 4/15/2055  | 500000 | 469831 |
| Benchmark Mortgage Trust Series 2024-V10 Class AS, 5.7253% 9/15/2057 (b) | 145000 | 149592 |
| Benchmark Mortgage Trust Series 2024-V6 Class AS, 6.3843% 3/15/2057  | 420000 | 440249 |
| Benchmark Mortgage Trust Series 2024-V9 Class AS, 6.0641% 8/15/2057 (b) | 650000 | 678754 |
| BMO Mortgage Trust Series 2023-5C2 Class A3, 7.2963% 11/15/2056 (b) | 500000 | 535598 |
| CD Mortgage Trust Series 2017-CD5 Class A4, 3.431% 8/15/2050  | 400000 | 393680 |
| Citigroup Commercial Mortgage Trust Series 2016-C2 Class A4, 2.832% 8/10/2049  | 214594 | 212072 |
| COMM Mortgage Trust Series 2018-COR3 Class A3, 4.228% 5/10/2051  | 200000 | 195736 |
| CSAIL Commercial Mortgage Trust Series 2017-CX10 Class A5, 3.4578% 11/15/2050  | 450000 | 438766 |
| CSAIL Commercial Mortgage Trust Series 2019-C18 Class A4, 2.968% 12/15/2052  | 175000 | 166069 |
| CSAIL Commercial Mortgage Trust Series 2020-C19 Class A3, 2.5608% 3/15/2053  | 250000 | 228770 |
| CSAIL Commercial Mortgage Trust Series 2021-C20 Class A3, 2.8048% 3/15/2054  | 150000 | 139768 |
| Fannie Mae Guaranteed REMIC Series 2021-M11 Class A2, 1.5056% 3/25/2031 (b) | 200000 | 175118 |
| Fannie Mae Guaranteed REMIC Series 2024-M5 Class 1A2C, 4.45% 8/25/2034  | 1500000 | 1500191 |
| Fannie Mae Mortgage pass-thru certificates Series 2020-M42 Class A2, 1.27% 7/25/2030  | 250000 | 222086 |
| Fannie Mae-Aces Series 2021-M1 Class A2, 1.3858% 11/25/2030 (b) | 150000 | 133293 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K077 Class AM, 3.85% 5/25/2028  | 465000 | 465206 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K154 Class A3, 3.459% 11/25/2032  | 250000 | 240027 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-1512 Class A3, 3.059% 4/25/2034  | 750000 | 685173 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K115 Class A1, 0.743% 11/25/2029  | 85023 | 79789 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K118 Class A2, 1.493% 9/25/2030  | 700000 | 626821 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K140 Class A2, 2.25% 1/25/2032  | 1000000 | 901587 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K147 Class A1, 3.39% 2/25/2032  | 405101 | 395922 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-162 Class A2, 5.15% 12/25/2033  | 1500000 | 1589580 |
| GS Mortgage Securities Trust Series 2017-GS5 Class A4, 3.674% 3/10/2050  | 400000 | 394858 |
| GS Mortgage Securities Trust Series 2017-GS7 Class A4, 3.43% 8/10/2050  | 270000 | 266225 |
| GS Mortgage Securities Trust Series 2017-GS8 Class A4, 3.469% 11/10/2050  | 800000 | 789155 |
| GS Mortgage Securities Trust Series 2018-GS10 Class A5, 4.155% 7/10/2051  | 100000 | 98835 |
| GS Mortgage Securities Trust Series 2019-GC38 Class A4, 3.968% 2/10/2052  | 413000 | 406727 |
| GS Mortgage Securities Trust Series 2019-GC39 Class A4, 3.567% 5/10/2052  | 200000 | 192267 |
| GS Mortgage Securities Trust Series 2020-GSA2 Class A5, 2.012% 12/12/2053  | 1000000 | 885271 |
| GS Mortgage Securities Trust Series 2021-GSA3 Class A5, 2.6183% 12/15/2054  | 195000 | 174944 |
| JPMDB Commercial Mortgage Securities Trust Series 2016-C4 Class A3, 3.1413% 12/15/2049  | 300000 | 294671 |
| JPMDB Commercial Mortgage Securities Trust Series 2017-C5 Class A5, 3.6939% 3/15/2050  | 350000 | 345513 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30 Class A5, 2.86% 9/15/2049  | 900000 | 886996 |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 Class A5, 3.102% 11/15/2049  | 450000 | 444138 |
| Morgan Stanley Capital I Trust Series 2016-BNK2 Class A4, 3.049% 11/15/2049  | 500000 | 489261 |
| Morgan Stanley Capital I Trust Series 2017-H1 Class A5, 3.53% 6/15/2050  | 450000 | 445409 |
| UBS Commercial Mortgage Trust Series 2017-C3 Class A4, 3.426% 8/15/2050  | 150000 | 146817 |
| UBS Commercial Mortgage Trust Series 2018-C10 Class A4, 4.3134% 5/15/2051  | 350000 | 349173 |
| UBS Commercial Mortgage Trust Series 2018-C9 Class A4, 4.117% 3/15/2051  | 100000 | 98787 |
| UBS Commercial Mortgage Trust Series 2019-C17 Class A4, 2.921% 10/15/2052  | 150000 | 142520 |
| Wells Fargo Commercial Mortgage Trust Series 2017-C39 Class A5, 3.418% 9/15/2050  | 500000 | 490452 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C51 Class A4, 3.311% 6/15/2052  | 750000 | 715655 |
| Wells Fargo Commercial Mortgage Trust Series 2021-C59 Class A5, 2.626% 4/15/2054  | 500000 | 453631 |
| TOTAL UNITED STATES |  | 33051020 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $32,415,178) |  | <br> **33051020** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.9%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.9%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.9%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| HUNGARY - 0.1%  |  |  |
| Hungary Government 5.5% 3/26/2036 (c) | 600000 | 600149 |
| Hungary Government 6% 9/26/2035 (c) | 750000 | 780938 |
| Hungary Government 7.625% 3/29/2041  | 1000000 | 1178560 |
| TOTAL HUNGARY |  | 2559647 |
| ISRAEL - 0.2%  |  |  |
| Israel Government 2.75% 7/3/2030  | 2500000 | 2324220 |
| Israel Government 5.75% 3/12/2054  | 2000000 | 1950818 |
| TOTAL ISRAEL |  | 4275038 |
| MEXICO - 0.4%  |  |  |
| United Mexican States 4.75% 4/27/2032  | 3000000 | 2937000 |
| United Mexican States 5.375% 3/22/2033  | 2100000 | 2094750 |
| United Mexican States 5.85% 7/2/2032  | 1500000 | 1548000 |
| United Mexican States 6% 5/7/2036  | 1000000 | 1022188 |
| United Mexican States 6.625% 1/29/2038  | 300000 | 316500 |
| TOTAL MEXICO |  | 7918438 |
| PANAMA - 0.2%  |  |  |
| Panamanian Republic 3.16% 1/23/2030  | 2500000 | 2326250 |
| Panamanian Republic 6.4% 2/14/2035  | 1300000 | 1355653 |
| TOTAL PANAMA |  | 3681903 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $17,654,222) |  | <br> **18435026** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Municipal Securities - 0.1%** | &nbsp;&nbsp;**Municipal Securities - 0.1%** | &nbsp;&nbsp;**Municipal Securities - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| California - 0.1%  |  |  |
| General Obligations - 0.1% |  |  |
| State of California 7.55% 4/1/2039 <br>(Cost $1,654,430)<br>| 1400000 | **1723553** |
| <br> **TOTAL MUNICIPAL SECURITIES**<br> (Cost $1,654,430) |  | <br> **1723553** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 29.6%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 29.6%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 29.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.9%  |  |  |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Woodside Finance Ltd 4.9% 5/19/2028  | 2800000 | 2841728 |
| Woodside Finance Ltd 5.7% 5/19/2032  | 1100000 | 1147181 |
|  |  | 3988909 |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| Australia & New Zealand Banking Group Ltd/New York NY 4.362% 6/18/2028  | 2500000 | 2532273 |
| Westpac Banking Corp 4.11% 7/24/2034 (b) | 4000000 | 3941669 |
| Westpac Banking Corp 4.322% 11/23/2031 (b) | 800000 | 798850 |
| Westpac Banking Corp 6.82% 11/17/2033  | 3575000 | 4022218 |
|  |  | 11295010 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| AngloGold Ashanti Holdings PLC 3.375% 11/1/2028  | 1000000 | 969953 |
| AngloGold Ashanti Holdings PLC 3.75% 10/1/2030  | 1500000 | 1437637 |
|  |  | 2407590 |
| TOTAL AUSTRALIA |  | 17691509 |
| BERMUDA - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Insurance - 0.0% |  |  |
| RenaissanceRe Holdings Ltd 5.8% 4/1/2035  | 350000 | 367907 |
| BRAZIL - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Aerospace & Defense - 0.0% |  |  |
| Embraer Netherlands Finance BV 5.98% 2/11/2035  | 1350000 | 1434713 |
| CANADA - 2.5%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| Rogers Communications Inc 5.3% 2/15/2034  | 1500000 | 1520800 |
| Energy - 0.7% |  |  |
| Oil, Gas & Consumable Fuels - 0.7% |  |  |
| Canadian Natural Resources Ltd 5% 12/15/2029  | 500000 | 512079 |
| Cenovus Energy Inc 5.4% 3/20/2036  | 308000 | 311009 |
| Enbridge Inc 4.5% 2/15/2031  | 2300000 | 2307050 |
| Enbridge Inc 4.6% 6/20/2028  | 439000 | 443847 |
| Enbridge Inc 4.9% 6/20/2030  | 2300000 | 2353996 |
| Suncor Energy Inc 6.8% 5/15/2038  | 1500000 | 1668114 |
| TransCanada PipeLines Ltd 4.625% 3/1/2034  | 4250000 | 4171862 |
| TransCanada PipeLines Ltd 6.2% 10/15/2037  | 500000 | 539071 |
| TransCanada PipeLines Ltd 7.25% 8/15/2038  | 500000 | 580584 |
| TransCanada PipeLines Ltd 7.625% 1/15/2039  | 750000 | 901137 |
|  |  | 13788749 |
| Financials - 1.7% |  |  |
| Banks - 0.9% |  |  |
| Canadian Imperial Bank of Commerce 5.245% 1/13/2031 (b) | 2000000 | 2072577 |
| Canadian Imperial Bank of Commerce 5.926% 10/2/2026  | 1000000 | 1015879 |
| Royal Bank of Canada 3.995% 11/3/2028 (b) | 2500000 | 2495976 |
| Royal Bank of Canada 4.498% 8/6/2029 (b) | 2500000 | 2526007 |
| Royal Bank of Canada 4.65% 10/18/2030 (b) | 1500000 | 1522370 |
| Toronto Dominion Bank 3.625% 9/15/2031 (b) | 3450000 | 3428681 |
| Toronto Dominion Bank 4.574% 6/2/2028  | 2000000 | 2026155 |
| Toronto Dominion Bank 5.146% 9/10/2034 (b) | 3600000 | 3656088 |
|  |  | 18743733 |
| Capital Markets - 0.3% |  |  |
| Brookfield Finance Inc 4.35% 4/15/2030  | 750000 | 753069 |
| Brookfield Finance Inc 4.85% 3/29/2029  | 200000 | 203538 |
| Brookfield Finance Inc 5.675% 1/15/2035  | 2640000 | 2736992 |
| Brookfield Finance Inc 6.35% 1/5/2034  | 1300000 | 1413481 |
|  |  | 5107080 |
| Insurance - 0.5% |  |  |
| Fairfax Financial Holdings Ltd 5.75% 5/20/2035  | 1000000 | 1044698 |
| Fairfax Financial Holdings Ltd 6.5% 5/20/2055  | 1690000 | 1819750 |
| Manulife Financial Corp 4.061% 2/24/2032 (b) | 7000000 | 6969162 |
|  |  | 9833610 |
| TOTAL FINANCIALS |  | 33684423 |
| Industrials - 0.0% |  |  |
| Professional Services - 0.0% |  |  |
| TR Finance LLC 3.35% 5/15/2026  | 250000 | 248703 |
| Materials - 0.1% |  |  |
| Chemicals - 0.1% |  |  |
| Nutrien Ltd 5.4% 6/21/2034  | 1000000 | 1036349 |
| Metals & Mining - 0.0% |  |  |
| Kinross Gold Corp 6.25% 7/15/2033  | 750000 | 822032 |
| TOTAL MATERIALS |  | 1858381 |
| TOTAL CANADA |  | 51101056 |
| CHILE - 0.0%  |  |  |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| Enel Chile SA 4.875% 6/12/2028  | 200000 | 202600 |
| GERMANY - 0.6%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Deutsche Telekom International Finance BV 8.75% 6/15/2030 (b) | 1400000 | 1644764 |
| Consumer Discretionary - 0.1% |  |  |
| Automobiles - 0.1% |  |  |
| Mercedes-Benz Finance North America LLC 8.5% 1/18/2031  | 1025000 | 1221549 |
| Financials - 0.4% |  |  |
| Capital Markets - 0.4% |  |  |
| Deutsche Bank AG/New York NY 4.875% 12/1/2032 (b) | 1500000 | 1501920 |
| Deutsche Bank AG/New York NY 4.95% 8/4/2031 (b) | 1500000 | 1521750 |
| Deutsche Bank AG/New York NY 4.999% 9/11/2030 (b) | 750000 | 762837 |
| Deutsche Bank AG/New York NY 5.297% 5/9/2031 (b) | 1000000 | 1027691 |
| Deutsche Bank AG/New York NY 5.414% 5/10/2029  | 3450000 | 3593281 |
|  |  | 8407479 |
| TOTAL GERMANY |  | 11273792 |
| IRELAND - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Consumer Finance - 0.1% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.5% 1/31/2056 (b) | 950000 | 976575 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.95% 3/10/2055 (b) | 950000 | 996281 |
|  |  | 1972856 |
| Industrials - 0.0% |  |  |
| Transportation Infrastructure - 0.0% |  |  |
| Avolon Holdings Funding Ltd 5.375% 5/30/2030 (c) | 75000 | 77107 |
| TOTAL IRELAND |  | 2049963 |
| JAPAN - 0.9%  |  |  |
| Consumer Discretionary - 0.3% |  |  |
| Automobiles - 0.3% |  |  |
| Honda Motor Co Ltd 4.436% 7/8/2028  | 4500000 | 4540665 |
| Honda Motor Co Ltd 4.688% 7/8/2030  | 1300000 | 1316887 |
|  |  | 5857552 |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| Mitsubishi UFJ Financial Group Inc 2.048% 7/17/2030  | 1250000 | 1137547 |
| Mitsubishi UFJ Financial Group Inc 2.559% 2/25/2030  | 2250000 | 2109041 |
| Mitsubishi UFJ Financial Group Inc 3.195% 7/18/2029  | 1000000 | 968124 |
| Mizuho Financial Group Inc 4.711% 7/8/2031 (b) | 2448000 | 2484522 |
| Sumitomo Mitsui Financial Group Inc 4.66% 7/8/2031 (b) | 2800000 | 2842121 |
| Sumitomo Mitsui Financial Group Inc 5.316% 7/9/2029  | 2000000 | 2078652 |
| Sumitomo Mitsui Financial Group Inc 5.71% 1/13/2030  | 750000 | 792138 |
|  |  | 12412145 |
| TOTAL JAPAN |  | 18269697 |
| LUXEMBOURG - 0.3%  |  |  |
| Materials - 0.3% |  |  |
| Metals & Mining - 0.3% |  |  |
| ArcelorMittal SA 6.55% 11/29/2027  | 2000000 | 2081777 |
| ArcelorMittal SA 7% 10/15/2039 (b) | 3000000 | 3407408 |
| TOTAL LUXEMBOURG |  | 5489185 |
| MEXICO - 0.3%  |  |  |
| Communication Services - 0.3% |  |  |
| Media - 0.0% |  |  |
| Grupo Televisa SAB 6.125% 1/31/2046  | 750000 | 603015 |
| Wireless Telecommunication Services - 0.3% |  |  |
| America Movil SAB de CV 2.875% 5/7/2030  | 1500000 | 1412250 |
| America Movil SAB de CV 3.625% 4/22/2029  | 2000000 | 1962100 |
| America Movil SAB de CV 5% 1/20/2033  | 2000000 | 2045780 |
| America Movil SAB de CV 6.125% 3/30/2040  | 350000 | 376810 |
|  |  | 5796940 |
| TOTAL MEXICO |  | 6399955 |
| MULTI-NATIONAL - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Corp Andina de Fomento 4.125% 6/30/2028  | 1750000 | 1762285 |
| NETHERLANDS - 0.4%  |  |  |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| ING Groep NV 4.05% 4/9/2029  | 1500000 | 1496580 |
| ING Groep NV 5.066% 3/25/2031 (b) | 1750000 | 1799453 |
| ING Groep NV 5.335% 3/19/2030 (b) | 2750000 | 2848029 |
|  |  | 6144062 |
| Information Technology - 0.1% |  |  |
| Semiconductors & Semiconductor Equipment - 0.1% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.3% 8/19/2028  | 1019000 | 1021972 |
| TOTAL NETHERLANDS |  | 7166034 |
| NORWAY - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Equinor ASA 3.125% 4/6/2030  | 100000 | 96489 |
| SPAIN - 0.4%  |  |  |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| Banco Santander SA 1.722% 9/14/2027 (b) | 2200000 | 2157870 |
| Banco Santander SA 5.294% 8/18/2027  | 2000000 | 2035742 |
| Banco Santander SA 5.552% 3/14/2028 (b) | 1400000 | 1424514 |
| Banco Santander SA 5.565% 1/17/2030  | 600000 | 627130 |
| Banco Santander SA 6.033% 1/17/2035  | 1000000 | 1082417 |
| TOTAL SPAIN |  | 7327673 |
| UNITED KINGDOM - 3.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Media - 0.1% |  |  |
| RELX Capital Inc 4.75% 3/27/2030  | 1000000 | 1021278 |
| Consumer Staples - 0.4% |  |  |
| Beverages - 0.0% |  |  |
| Diageo Investment Corp 4.25% 5/11/2042  | 500000 | 436550 |
| Tobacco - 0.4% |  |  |
| BAT Capital Corp 4.625% 3/22/2033  | 2500000 | 2495777 |
| BAT Capital Corp 6.25% 8/15/2055  | 1000000 | 1050139 |
| BAT Capital Corp 7.079% 8/2/2043  | 4250000 | 4812571 |
|  |  | 8358487 |
| TOTAL CONSUMER STAPLES |  | 8795037 |
| Financials - 2.6% |  |  |
| Banks - 2.4% |  |  |
| Barclays PLC 3.564% 9/23/2035 (b) | 1000000 | 944414 |
| Barclays PLC 5.088% 6/20/2030 (b) | 1750000 | 1781454 |
| Barclays PLC 7.119% 6/27/2034 (b) | 6675000 | 7502547 |
| HSBC Holdings PLC 3.973% 5/22/2030 (b) | 5500000 | 5444099 |
| HSBC Holdings PLC 4.583% 6/19/2029 (b) | 1000000 | 1009065 |
| HSBC Holdings PLC 4.755% 6/9/2028 (b) | 625000 | 630390 |
| HSBC Holdings PLC 5.13% 3/3/2031 (b) | 1750000 | 1798400 |
| HSBC Holdings PLC 5.24% 5/13/2031 (b) | 1250000 | 1292461 |
| HSBC Holdings PLC 5.741% 9/10/2036 (b) | 1800000 | 1858648 |
| Lloyds Banking Group PLC 3.574% 11/7/2028 (b) | 5000000 | 4948872 |
| Lloyds Banking Group PLC 4.425% 11/4/2031 (b) | 1950000 | 1953970 |
| Lloyds Banking Group PLC 4.55% 8/16/2028  | 1250000 | 1264145 |
| Lloyds Banking Group PLC 4.818% 6/13/2029 (b) | 500000 | 508005 |
| Lloyds Banking Group PLC 5.59% 11/26/2035 (b) | 750000 | 787326 |
| Lloyds Banking Group PLC 5.721% 6/5/2030 (b) | 1100000 | 1154027 |
| NatWest Group PLC 4.445% 5/8/2030 (b) | 7000000 | 7041392 |
| NatWest Group PLC 5.115% 5/23/2031 (b) | 1000000 | 1029386 |
| NatWest Group PLC 6.475% 6/1/2034 (b) | 1950000 | 2049275 |
| Santander UK Group Holdings PLC 3.823% 11/3/2028 (b) | 1000000 | 992111 |
| Santander UK Group Holdings PLC 4.32% 9/22/2029 (b) | 2250000 | 2252479 |
| Santander UK Group Holdings PLC 5.694% 4/15/2031 (b) | 475000 | 497401 |
|  |  | 46739867 |
| Capital Markets - 0.2% |  |  |
| Marex Group PLC 5.829% 5/8/2028  | 2650000 | 2689231 |
| Marex Group PLC 6.404% 11/4/2029  | 1875000 | 1936335 |
|  |  | 4625566 |
| TOTAL FINANCIALS |  | 51365433 |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Astrazeneca Finance LLC 1.75% 5/28/2028  | 1025000 | 976413 |
| Industrials - 0.0% |  |  |
| Machinery - 0.0% |  |  |
| Weir Group Inc 5.35% 5/6/2030 (c) | 750000 | 773819 |
| TOTAL UNITED KINGDOM |  | 62931980 |
| UNITED STATES - 20.0%  |  |  |
| Communication Services - 0.7% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Verizon Communications Inc 5.875% 11/30/2045  | 2350000 | 2370349 |
| Entertainment - 0.0% |  |  |
| Netflix Inc 5.4% 8/15/2054  | 700000 | 696348 |
| Interactive Media & Services - 0.5% |  |  |
| Alphabet Inc 1.9% 8/15/2040  | 1750000 | 1211423 |
| Alphabet Inc 5.25% 5/15/2055  | 1500000 | 1490237 |
| Alphabet Inc 5.45% 11/15/2055  | 2000000 | 2033106 |
| Meta Platforms Inc 5.5% 11/15/2045  | 1200000 | 1200391 |
| Meta Platforms Inc 5.625% 11/15/2055  | 1150000 | 1147087 |
|  |  | 7082244 |
| Media - 0.1% |  |  |
| Fox Corp 4.709% 1/25/2029  | 1200000 | 1217924 |
| Paramount Global 7.875% 7/30/2030  | 1000000 | 1109461 |
|  |  | 2327385 |
| Wireless Telecommunication Services - 0.0% |  |  |
| T-Mobile USA Inc 3.375% 4/15/2029  | 1000000 | 974698 |
| TOTAL COMMUNICATION SERVICES |  | 13451024 |
| Consumer Discretionary - 0.8% |  |  |
| Automobile Components - 0.1% |  |  |
| Aptiv Swiss Holdings Ltd 5.75% 9/13/2054  | 2000000 | 1943966 |
| Automobiles - 0.3% |  |  |
| American Honda Finance Corp 4.45% 10/22/2027  | 1000000 | 1007971 |
| American Honda Finance Corp 4.55% 7/9/2027  | 1800000 | 1816342 |
| Ford Motor Co 4.346% 12/8/2026  | 1250000 | 1246624 |
| General Motors Co 5.35% 4/15/2028  | 1250000 | 1281789 |
| General Motors Financial Co Inc 2.7% 8/20/2027  | 1000000 | 975271 |
| General Motors Financial Co Inc 5.35% 1/7/2030  | 500000 | 516074 |
|  |  | 6844071 |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Las Vegas Sands Corp 3.5% 8/18/2026  | 1250000 | 1240591 |
| Las Vegas Sands Corp 5.625% 6/15/2028  | 1000000 | 1022849 |
| Las Vegas Sands Corp 6% 8/15/2029  | 1000000 | 1045923 |
|  |  | 3309363 |
| Leisure Products - 0.1% |  |  |
| Hasbro Inc 3.9% 11/19/2029  | 500000 | 491074 |
| Hasbro Inc 6.05% 5/14/2034  | 250000 | 265133 |
| Polaris Inc 5.6% 3/1/2031  | 1976000 | 2001481 |
|  |  | 2757688 |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |
| Tapestry Inc 5.1% 3/11/2030  | 750000 | 769887 |
| Tapestry Inc 5.5% 3/11/2035  | 1000000 | 1025134 |
|  |  | 1795021 |
| TOTAL CONSUMER DISCRETIONARY |  | 16650109 |
| Consumer Staples - 0.6% |  |  |
| Beverages - 0.0% |  |  |
| Coca-Cola Co/The 1.65% 6/1/2030  | 250000 | 226636 |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| Kroger Co/The 5.65% 9/15/2064  | 850000 | 828540 |
| Food Products - 0.1% |  |  |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co 5.5% 1/15/2036 (c) | 1750000 | 1791305 |
| Tyson Foods Inc 4.35% 3/1/2029  | 1000000 | 1002781 |
|  |  | 2794086 |
| Tobacco - 0.5% |  |  |
| Altria Group Inc 4.8% 2/14/2029  | 750000 | 762737 |
| Philip Morris International Inc 2.1% 5/1/2030  | 750000 | 687301 |
| Philip Morris International Inc 4.375% 4/30/2030  | 1500000 | 1510245 |
| Philip Morris International Inc 4.875% 2/13/2029  | 1250000 | 1279099 |
| Philip Morris International Inc 5.125% 11/17/2027  | 1900000 | 1939787 |
| Philip Morris International Inc 5.125% 2/15/2030  | 750000 | 777226 |
| Philip Morris International Inc 6.375% 5/16/2038  | 400000 | 450433 |
|  |  | 7406828 |
| TOTAL CONSUMER STAPLES |  | 11256090 |
| Energy - 1.4% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 4.08% 12/15/2047  | 1000000 | 808482 |
| Oil, Gas & Consumable Fuels - 1.4% |  |  |
| Enterprise Products Operating LLC 4.6% 1/15/2031  | 2500000 | 2536576 |
| Enterprise Products Operating LLC 5.25% 8/16/2077 (b) | 1525000 | 1521927 |
| EOG Resources Inc 4.4% 7/15/2028  | 3300000 | 3338395 |
| EQT Corp 7% 2/1/2030 (d) | 2000000 | 2174532 |
| EQT Corp 7.5% 6/1/2027  | 6000000 | 6094504 |
| HF Sinclair Corp 5.5% 9/1/2032  | 3000000 | 3065766 |
| Kinder Morgan Inc 4.8% 2/1/2033  | 500000 | 504207 |
| MPLX LP 4.5% 4/15/2038  | 1050000 | 963342 |
| Shell International Finance BV 3.125% 11/7/2049  | 250000 | 172689 |
| Shell International Finance BV 6.375% 12/15/2038  | 1750000 | 1954836 |
| Targa Resources Corp 4.35% 1/15/2029  | 497000 | 498672 |
| Targa Resources Corp 4.9% 9/15/2030  | 351000 | 358001 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 4% 1/15/2032  | 1400000 | 1337093 |
| Williams Cos Inc/The 4.625% 6/30/2030  | 707000 | 715071 |
| Williams Cos Inc/The 5.3% 9/30/2035  | 1500000 | 1536167 |
|  |  | 26771778 |
| TOTAL ENERGY |  | 27580260 |
| Financials - 6.6% |  |  |
| Banks - 2.9% |  |  |
| Bank of America Corp 2.482% 9/21/2036 (b) | 2500000 | 2200596 |
| Bank of America Corp 3.846% 3/8/2037 (b) | 3000000 | 2836673 |
| Bank of America Corp 4.623% 5/9/2029 (b) | 1250000 | 1267056 |
| Bank of America Corp 7.75% 5/14/2038  | 650000 | 798472 |
| Citigroup Inc 3.52% 10/27/2028 (b) | 1250000 | 1237070 |
| Citigroup Inc 3.668% 7/24/2028 (b) | 2650000 | 2631383 |
| Citigroup Inc 3.98% 3/20/2030 (b) | 4000000 | 3970055 |
| Citigroup Inc 4.643% 5/7/2028 (b) | 1000000 | 1007113 |
| Citigroup Inc 5.174% 9/11/2036 (b) | 2410000 | 2459429 |
| Citigroup Inc 5.592% 11/19/2034 (b) | 750000 | 772168 |
| Citigroup Inc 8.125% 7/15/2039  | 3250000 | 4203404 |
| Citizens Financial Group Inc 5.841% 1/23/2030 (b) | 200000 | 208388 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (b) | 4000000 | 3776510 |
| JPMorgan Chase & Co 3.54% 5/1/2028 (b) | 1250000 | 1241711 |
| JPMorgan Chase & Co 3.702% 5/6/2030 (b) | 1500000 | 1480190 |
| JPMorgan Chase & Co 4.995% 7/22/2030 (b) | 2750000 | 2829659 |
| JPMorgan Chase & Co 5.576% 7/23/2036 (b) | 2000000 | 2092476 |
| JPMorgan Chase & Co 5.717% 9/14/2033 (b) | 1500000 | 1601322 |
| PNC Bank NA 4.429% 7/21/2028 (b) | 2000000 | 2012846 |
| PNC Financial Services Group Inc/The 4.626% 6/6/2033 (b) | 3250000 | 3234123 |
| Santander Holdings USA Inc 5.353% 9/6/2030 (b) | 1250000 | 1279549 |
| Santander Holdings USA Inc 5.473% 3/20/2029 (b) | 3000000 | 3063599 |
| Santander Holdings USA Inc 5.741% 3/20/2031 (b) | 200000 | 207213 |
| Santander Holdings USA Inc 6.174% 1/9/2030 (b) | 500000 | 522050 |
| Santander Holdings USA Inc 6.565% 6/12/2029 (b) | 750000 | 784714 |
| Truist Financial Corp 5.435% 1/24/2030 (b) | 200000 | 207604 |
| Truist Financial Corp 7.161% 10/30/2029 (b) | 1125000 | 1218137 |
| US Bancorp 2.491% 11/3/2036 (b) | 400000 | 349497 |
| US Bancorp 4.967% 7/22/2033 (b) | 1000000 | 1010275 |
| US Bancorp 5.083% 5/15/2031 (b) | 1250000 | 1291020 |
| US Bancorp 6.787% 10/26/2027 (b) | 750000 | 767578 |
| Webster Financial Corp 5.784% 9/11/2035 (b) | 1700000 | 1702314 |
| Wells Fargo & Co 3.526% 3/24/2028 (b) | 1250000 | 1240930 |
| Wells Fargo & Co 3.584% 5/22/2028 (b) | 2000000 | 1985370 |
|  |  | 57490494 |
| Capital Markets - 1.5% |  |  |
| Ares Capital Corp 5.100% 1/15/2031  | 1800000 | 1779159 |
| Ares Capital Corp 7% 1/15/2027  | 1250000 | 1282544 |
| Ares Strategic Income Fund 4.85% 1/15/2029 (c) | 1900000 | 1875782 |
| Blackstone Private Credit Fund 5.05% 9/10/2030  | 2250000 | 2218115 |
| Blue Owl Capital Corp 3.4% 7/15/2026  | 1000000 | 992155 |
| Blue Owl Technology Finance Corp 6.1% 3/15/2028 (c) | 750000 | 751768 |
| Goldman Sachs Group Inc/The 1.542% 9/10/2027 (b) | 2000000 | 1960068 |
| Goldman Sachs Group Inc/The 2.64% 2/24/2028 (b) | 1000000 | 982031 |
| Goldman Sachs Group Inc/The 5.049% 7/23/2030 (b) | 1500000 | 1540943 |
| Goldman Sachs Group Inc/The 5.218% 4/23/2031 (b) | 2000000 | 2072061 |
| LPL Holdings Inc 4.9% 4/3/2028  | 1000000 | 1014249 |
| LPL Holdings Inc 5.2% 3/15/2030  | 1500000 | 1536749 |
| LPL Holdings Inc 6% 5/20/2034  | 1000000 | 1049159 |
| Main Street Capital Corp 5.4% 8/15/2028  | 2000000 | 2004967 |
| Morgan Stanley 2.475% 1/21/2028 (b) | 2000000 | 1962926 |
| Morgan Stanley 5.23% 1/15/2031 (b) | 750000 | 775742 |
| S&P Global Inc 2.7% 3/1/2029  | 850000 | 815791 |
| State Street Corp 3.031% 11/1/2034 (b) | 3000000 | 2835509 |
| Voya Global Funding 4.6% 11/24/2030 (c) | 2300000 | 2318958 |
|  |  | 29768676 |
| Consumer Finance - 1.3% |  |  |
| Ally Financial Inc 5.548% 7/31/2033 (b) | 1600000 | 1611196 |
| Ally Financial Inc 5.737% 5/15/2029 (b) | 136000 | 139070 |
| Ally Financial Inc 6.992% 6/13/2029 (b) | 1800000 | 1895692 |
| American Express Co 4.351% 7/20/2029 (b) | 2700000 | 2722079 |
| American Express Co 5.016% 4/25/2031 (b) | 1054000 | 1089241 |
| American Express Co 5.389% 7/28/2027 (b) | 1000000 | 1008867 |
| Capital One Financial Corp 5.247% 7/26/2030 (b) | 200000 | 206107 |
| Capital One Financial Corp 5.7% 2/1/2030 (b) | 1700000 | 1770212 |
| Capital One Financial Corp 6.183% 1/30/2036 (b) | 250000 | 262232 |
| Ford Motor Credit Co LLC 3.815% 11/2/2027  | 4700000 | 4612897 |
| Ford Motor Credit Co LLC 5.113% 5/3/2029  | 1500000 | 1495709 |
| Ford Motor Credit Co LLC 5.303% 9/6/2029  | 500000 | 502349 |
| Ford Motor Credit Co LLC 7.35% 11/4/2027  | 700000 | 730811 |
| John Deere Capital Corp 4.5% 1/16/2029  | 1000000 | 1017346 |
| Synchrony Financial 5.019% 7/29/2029 (b) | 1800000 | 1817775 |
| Synchrony Financial 5.935% 8/2/2030 (b) | 1500000 | 1557574 |
| Synchrony Financial 6% 7/29/2036 (b) | 2650000 | 2724331 |
|  |  | 25163488 |
| Financial Services - 0.5% |  |  |
| Enact Holdings Inc 6.25% 5/28/2029  | 3600000 | 3773525 |
| Essent Group Ltd 6.25% 7/1/2029  | 750000 | 783943 |
| Fidelity National Information Services Inc 1.65% 3/1/2028  | 1000000 | 945890 |
| Global Payments Inc 4.5% 11/15/2028  | 2800000 | 2809351 |
| HA Sustainable Infrastructure Capital Inc 6.15% 1/15/2031  | 1700000 | 1741369 |
| Visa Inc 4.3% 12/14/2045  | 1000000 | 885286 |
|  |  | 10939364 |
| Insurance - 0.4% |  |  |
| Berkshire Hathaway Fin Corp 3.85% 3/15/2052  | 2450000 | 1931290 |
| Brown & Brown Inc 4.2% 3/17/2032  | 500000 | 484077 |
| Brown & Brown Inc 4.7% 6/23/2028  | 628000 | 634078 |
| Brown & Brown Inc 4.9% 6/23/2030  | 1284000 | 1300782 |
| Chubb INA Holdings LLC 4.65% 8/15/2029  | 250000 | 255665 |
| Lincoln National Corp 5.35% 11/15/2035  | 1250000 | 1254167 |
| Unum Group 5.25% 12/15/2035  | 2250000 | 2245446 |
|  |  | 8105505 |
| TOTAL FINANCIALS |  | 131467527 |
| Health Care - 1.8% |  |  |
| Biotechnology - 0.5% |  |  |
| AbbVie Inc 4.875% 3/15/2030  | 1500000 | 1550116 |
| Amgen Inc 3.2% 11/2/2027  | 500000 | 493135 |
| Amgen Inc 4.563% 6/15/2048  | 4000000 | 3487550 |
| Gilead Sciences Inc 5.1% 6/15/2035  | 1400000 | 1448392 |
| Gilead Sciences Inc 5.25% 10/15/2033  | 2000000 | 2111749 |
| Gilead Sciences Inc 5.55% 10/15/2053  | 450000 | 457995 |
|  |  | 9548937 |
| Health Care Equipment & Supplies - 0.0% |  |  |
| Solventum Corp 5.6% 3/23/2034  | 1500000 | 1567544 |
| Health Care Providers & Services - 0.5% |  |  |
| Ascension Health 4.923% 11/15/2035  | 498000 | 505883 |
| Cencora Inc 4.85% 12/15/2029  | 1000000 | 1025487 |
| CommonSpirit Health 5.318% 12/1/2034  | 1250000 | 1285361 |
| CVS Health Corp 1.3% 8/21/2027  | 450000 | 429087 |
| CVS Health Corp 6% 6/1/2044  | 1000000 | 1020582 |
| CVS Health Corp 6.2% 9/15/2055  | 2000000 | 2072157 |
| HCA Inc 4.125% 6/15/2029  | 1000000 | 997781 |
| HCA Inc 5.25% 3/1/2030  | 500000 | 517740 |
| Quest Diagnostics Inc 4.625% 12/15/2029  | 250000 | 254435 |
| Sabra Health Care LP 3.9% 10/15/2029  | 1000000 | 977967 |
|  |  | 9086480 |
| Life Sciences Tools & Services - 0.1% |  |  |
| Illumina Inc 4.75% 12/12/2030  | 2250000 | 2262098 |
| Pharmaceuticals - 0.7% |  |  |
| GlaxoSmithKline Capital Inc 6.375% 5/15/2038  | 5900000 | 6714137 |
| Johnson & Johnson 4.8% 6/1/2029  | 250000 | 258628 |
| Novartis Capital Corp 2.2% 8/14/2030  | 250000 | 231621 |
| Royalty Pharma PLC 5.15% 9/2/2029  | 2600000 | 2671668 |
| Royalty Pharma PLC 5.4% 9/2/2034  | 500000 | 514500 |
| Royalty Pharma PLC 5.9% 9/2/2054  | 2950000 | 2956643 |
| Utah Acquisition Sub Inc 3.95% 6/15/2026  | 1250000 | 1245637 |
|  |  | 14592834 |
| TOTAL HEALTH CARE |  | 37057893 |
| Industrials - 1.3% |  |  |
| Aerospace & Defense - 0.4% |  |  |
| General Dynamics Corp 4.95% 8/15/2035  | 700000 | 719249 |
| Huntington Ingalls Industries Inc 5.353% 1/15/2030  | 2500000 | 2591088 |
| RTX Corp 4.625% 11/16/2048  | 4000000 | 3557831 |
|  |  | 6868168 |
| Building Products - 0.0% |  |  |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA 5.5% 4/19/2029  | 750000 | 782465 |
| Johnson Controls International plc 4.625% 7/2/2044 (d) | 100000 | 89903 |
|  |  | 872368 |
| Commercial Services & Supplies - 0.2% |  |  |
| Republic Services Inc 2.3% 3/1/2030  | 1000000 | 931080 |
| Republic Services Inc 5% 11/15/2029  | 750000 | 779561 |
| Waste Management Inc 3.875% 1/15/2029  | 3250000 | 3245278 |
|  |  | 4955919 |
| Construction & Engineering - 0.2% |  |  |
| MasTec Inc 5.9% 6/15/2029  | 3950000 | 4130408 |
| Ground Transportation - 0.0% |  |  |
| Burlington Northern Santa Fe LLC 4.15% 4/1/2045  | 550000 | 469944 |
| Industrial Conglomerates - 0.1% |  |  |
| 3M Co 2.375% 8/26/2029  | 500000 | 471155 |
| 3M Co 3.05% 4/15/2030  | 750000 | 718205 |
| Honeywell International Inc 4.7% 2/1/2030  | 300000 | 307233 |
|  |  | 1496593 |
| Machinery - 0.2% |  |  |
| Caterpillar Inc 5.2% 5/15/2035  | 1000000 | 1046960 |
| Cummins Inc 4.7% 2/15/2031  | 900000 | 922531 |
| Cummins Inc 5.3% 5/9/2035  | 2000000 | 2086621 |
|  |  | 4056112 |
| Passenger Airlines - 0.2% |  |  |
| Delta Air Lines 1991 Series J Pass Through Trust equipment trust certificate 2% 12/10/2029  | 1051546 | 1009671 |
| Southwest Airlines Co 4.375% 11/15/2028  | 1250000 | 1250021 |
| United Airlines 2020-1 Class A Pass Through Trust 5.875% 4/15/2029  | 637609 | 651543 |
| United Airlines 2023-1 Class A Pass Through Trust equipment trust certificate 5.8% 7/15/2037  | 373188 | 393877 |
|  |  | 3305112 |
| Professional Services - 0.0% |  |  |
| Equifax Inc 4.8% 9/15/2029  | 500000 | 508149 |
| TOTAL INDUSTRIALS |  | 26662773 |
| Information Technology - 2.3% |  |  |
| Electronic Equipment, Instruments & Components - 0.5% |  |  |
| Corning Inc 5.45% 11/15/2079  | 1750000 | 1618353 |
| Dell International LLC / EMC Corp 5.1% 2/15/2036  | 1800000 | 1797578 |
| Dell International LLC / EMC Corp 8.1% 7/15/2036  | 1500000 | 1829040 |
| Dell International LLC / EMC Corp 8.35% 7/15/2046  | 1000000 | 1290549 |
| Flex Ltd 4.875% 6/15/2029  | 2200000 | 2230430 |
| Flex Ltd 5.375% 11/13/2035  | 1800000 | 1808582 |
| TD SYNNEX Corp 1.75% 8/9/2026  | 200000 | 196583 |
|  |  | 10771115 |
| IT Services - 0.1% |  |  |
| IBM Corporation 1.7% 5/15/2027  | 1250000 | 1212212 |
| IBM Corporation 2.85% 5/15/2040  | 500000 | 381158 |
| IBM Corporation 3.5% 5/15/2029  | 1500000 | 1474278 |
|  |  | 3067648 |
| Semiconductors & Semiconductor Equipment - 0.3% |  |  |
| Marvell Technology Inc 4.75% 7/15/2030  | 324000 | 328815 |
| Micron Technology Inc 4.663% 2/15/2030  | 1000000 | 1012785 |
| Micron Technology Inc 6.05% 11/1/2035  | 3500000 | 3756209 |
|  |  | 5097809 |
| Software - 1.2% |  |  |
| AppLovin Corp 5.125% 12/1/2029  | 1850000 | 1892389 |
| AppLovin Corp 5.375% 12/1/2031  | 500000 | 520187 |
| AppLovin Corp 5.5% 12/1/2034  | 1000000 | 1035067 |
| AppLovin Corp 5.95% 12/1/2054  | 4800000 | 4825610 |
| Cadence Design Systems Inc 4.3% 9/10/2029  | 1000000 | 1005069 |
| Oracle Corp 6.125% 7/8/2039  | 1500000 | 1515048 |
| Oracle Corp 6.125% 8/3/2065  | 2750000 | 2565391 |
| Oracle Corp 6.9% 11/9/2052  | 7500000 | 7789878 |
| Roper Technologies Inc 2.95% 9/15/2029  | 1000000 | 956636 |
| VMware LLC 1.8% 8/15/2028  | 1750000 | 1651501 |
|  |  | 23756776 |
| Technology Hardware, Storage & Peripherals - 0.2% |  |  |
| Apple Inc 2.375% 2/8/2041  | 750000 | 546366 |
| Apple Inc 3.2% 5/11/2027  | 250000 | 248430 |
| Western Digital Corp 2.85% 2/1/2029  | 2500000 | 2372962 |
|  |  | 3167758 |
| TOTAL INFORMATION TECHNOLOGY |  | 45861106 |
| Materials - 0.4% |  |  |
| Chemicals - 0.2% |  |  |
| Albemarle Corp 5.05% 6/1/2032  | 250000 | 250887 |
| EIDP Inc 4.8% 5/15/2033  | 750000 | 753701 |
| EIDP Inc 5.125% 5/15/2032  | 1500000 | 1545066 |
| Sherwin-Williams Co/The 2.95% 8/15/2029  | 1250000 | 1198713 |
|  |  | 3748367 |
| Construction Materials - 0.2% |  |  |
| CRH America Finance Inc 4.4% 2/9/2031  | 2858000 | 2864464 |
| CRH America Finance Inc 5.6% 2/9/2056  | 1910000 | 1914589 |
|  |  | 4779053 |
| Containers & Packaging - 0.0% |  |  |
| WRKCo Inc 4% 3/15/2028  | 1000000 | 999009 |
| TOTAL MATERIALS |  | 9526429 |
| Real Estate - 1.5% |  |  |
| Diversified REITs - 0.1% |  |  |
| VICI Properties LP 4.95% 2/15/2030  | 2000000 | 2023866 |
| Health Care REITs - 0.6% |  |  |
| National Health Investors Inc 5.35% 2/1/2033  | 1300000 | 1294019 |
| Omega Healthcare Investors Inc 3.625% 10/1/2029  | 2000000 | 1929633 |
| Omega Healthcare Investors Inc 5.2% 7/1/2030  | 2000000 | 2037972 |
| Ventas Realty LP 5.1% 7/15/2032  | 1000000 | 1028078 |
| Ventas Realty LP 5.625% 7/1/2034  | 500000 | 524228 |
| Welltower OP LLC 2.05% 1/15/2029  | 1250000 | 1177823 |
| Welltower OP LLC 4.5% 7/1/2030  | 2300000 | 2330698 |
|  |  | 10322451 |
| Office REITs - 0.0% |  |  |
| Kilroy Realty LP 5.875% 10/15/2035  | 539000 | 546779 |
| Real Estate Management & Development - 0.2% |  |  |
| Extra Space Storage LP 3.9% 4/1/2029  | 350000 | 345969 |
| Host Hotels & Resorts LP 3.375% 12/15/2029  | 3250000 | 3111791 |
|  |  | 3457760 |
| Residential REITs - 0.0% |  |  |
| Camden Property Trust 3.15% 7/1/2029  | 750000 | 724985 |
| Retail REITs - 0.3% |  |  |
| Brixmor Operating Partnership LP 4.85% 2/15/2033  | 1348000 | 1352333 |
| Realty Income Corp 4% 7/15/2029  | 1400000 | 1396715 |
| Simon Property Group LP 4.375% 10/1/2030  | 3000000 | 3024124 |
|  |  | 5773172 |
| Specialized REITs - 0.3% |  |  |
| American Tower Corp 3.95% 3/15/2029  | 2200000 | 2181656 |
| American Tower Corp 5.2% 2/15/2029  | 250000 | 257163 |
| Crown Castle Inc 5.6% 6/1/2029  | 1000000 | 1039147 |
| Public Storage Operating Co 4.375% 7/1/2030  | 3000000 | 3035093 |
|  |  | 6513059 |
| TOTAL REAL ESTATE |  | 29362072 |
| Utilities - 2.6% |  |  |
| Electric Utilities - 2.2% |  |  |
| American Electric Power Co Inc 3.875% 2/15/2062 (b) | 5000000 | 4865902 |
| Avangrid Inc 3.8% 6/1/2029  | 1200000 | 1184780 |
| CenterPoint Energy Houston Electric LLC 5.15% 3/1/2034  | 500000 | 517087 |
| Commonwealth Edison Co 2.2% 3/1/2030  | 1500000 | 1391133 |
| Duke Energy Corp 3.25% 1/15/2082 (b) | 5100000 | 4920511 |
| Duke Energy Progress LLC 6.3% 4/1/2038  | 500000 | 562231 |
| Entergy Corp 7.125% 12/1/2054 (b) | 1500000 | 1577558 |
| Entergy Louisiana LLC 3.1% 6/15/2041  | 1250000 | 954837 |
| Entergy Tex Inc 5.25% 4/15/2035  | 750000 | 775016 |
| Evergy Inc 6.65% 6/1/2055 (b) | 500000 | 509364 |
| NextEra Energy Capital Holdings Inc 3.8% 3/15/2082 (b) | 5150000 | 5035692 |
| NextEra Energy Capital Holdings Inc 4.685% 9/1/2027  | 700000 | 707409 |
| NextEra Energy Capital Holdings Inc 4.8% 12/1/2077 (b) | 200000 | 195712 |
| NextEra Energy Capital Holdings Inc 5.25% 2/28/2053  | 4000000 | 3767933 |
| PacifiCorp 4.1% 2/1/2042  | 1000000 | 803956 |
| PacifiCorp 4.15% 2/15/2050  | 2400000 | 1829074 |
| PacifiCorp 5.1% 2/15/2029  | 500000 | 509557 |
| PacifiCorp 6% 1/15/2039  | 2500000 | 2560971 |
| PacifiCorp 6.25% 10/15/2037  | 750000 | 790371 |
| PacifiCorp 7.375% 9/15/2055 (b) | 650000 | 660947 |
| Public Service Co of Colorado 5.35% 5/15/2034  | 1750000 | 1815165 |
| Sierra Pacific Power Co 6.2% 12/15/2055 (b) | 1600000 | 1586091 |
| Southern California Edison Co 5.3% 3/1/2028  | 1750000 | 1784583 |
| Southern California Edison Co 5.85% 11/1/2027  | 1250000 | 1283474 |
| Southern Co/The 3.75% 9/15/2051 (b) | 2075000 | 2047907 |
| Wisconsin Electric Power Co 5% 5/15/2029  | 1250000 | 1287694 |
|  |  | 43924955 |
| Gas Utilities - 0.1% |  |  |
| Atmos Energy Corp 5.75% 10/15/2052  | 250000 | 259169 |
| National Fuel Gas Co 2.95% 3/1/2031  | 1000000 | 914305 |
| National Fuel Gas Co 5.5% 3/15/2030  | 750000 | 776532 |
|  |  | 1950006 |
| Multi-Utilities - 0.3% |  |  |
| Berkshire Hathaway Energy Co 6.125% 4/1/2036  | 1000000 | 1092376 |
| CenterPoint Energy Inc 6.7% 5/15/2055 (b) | 1000000 | 1026336 |
| Dominion Energy Inc 6.625% 5/15/2055 (b) | 1000000 | 1034915 |
| NiSource Inc 5.4% 6/30/2033  | 1150000 | 1196951 |
| NiSource Inc 6.95% 11/30/2054 (b) | 625000 | 651146 |
| Sempra 4.125% 4/1/2052 (b) | 500000 | 486992 |
| Sempra 6.625% 4/1/2055 (b) | 500000 | 505349 |
|  |  | 5994065 |
| TOTAL UTILITIES |  | 51869026 |
| TOTAL UNITED STATES |  | 400744309 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $583,579,895) |  | <br> **594309147** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 35.1%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 35.1%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 35.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 35.1%  |  |  |
| Fannie Mae 5.5% 1/1/2055  | 22990906 | 23294609 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2036  | 528459 | 490128 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2036  | 567554 | 526387 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2036  | 1499395 | 1389233 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2036  | 3504469 | 3245897 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2050  | 669730 | 571459 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 14906117 | 12695626 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 16816068 | 14348618 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 119723 | 101968 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051  | 1931697 | 1645238 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2037  | 3790313 | 3589005 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2037  | 757974 | 717717 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2037  | 428735 | 406367 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2052  | 9019562 | 7682014 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2036  | 8215707 | 7797333 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2036  | 8495620 | 8062992 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 3811817 | 3246547 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2037  | 3338291 | 3216822 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2051  | 2030283 | 1805573 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2053  | 727405 | 715564 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052  | 467533 | 460361 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2053  | 888445 | 872317 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2054  | 7562802 | 7408967 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2054  | 4021494 | 4033063 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2053  | 340739 | 341400 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2054  | 4602977 | 4600397 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2053  | 290586 | 291149 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2054  | 2326660 | 2323901 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 4627786 | 4681665 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2054  | 771537 | 771587 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2054  | 9324230 | 9324831 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2055  | 744170 | 753847 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2053  | 4117004 | 4179546 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2054  | 6620227 | 6706313 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2055  | 3582853 | 3668220 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2055  | 5395453 | 5523166 |
| Freddie Mac Gold Pool 1.5% 10/1/2050  | 3419631 | 2664594 |
| Freddie Mac Gold Pool 2% 10/1/2036  | 1204252 | 1115022 |
| Freddie Mac Gold Pool 2% 6/1/2036  | 2122603 | 1968643 |
| Freddie Mac Gold Pool 2% 7/1/2036  | 3392991 | 3143704 |
| Freddie Mac Gold Pool 2.5% 1/1/2037  | 617340 | 583973 |
| Freddie Mac Gold Pool 3% 5/1/2037  | 1592356 | 1532985 |
| Freddie Mac Gold Pool 3% 5/1/2051  | 1728758 | 1537420 |
| Freddie Mac Gold Pool 4.5% 1/1/2053  | 843766 | 830031 |
| Freddie Mac Gold Pool 4.5% 10/1/2054  | 3431053 | 3361262 |
| Freddie Mac Gold Pool 4.5% 11/1/2053  | 902752 | 887492 |
| Freddie Mac Gold Pool 4.5% 11/1/2054  | 6731176 | 6594257 |
| Freddie Mac Gold Pool 4.5% 5/1/2054  | 10387601 | 10186046 |
| Freddie Mac Gold Pool 4.5% 7/1/2053  | 686419 | 674816 |
| Freddie Mac Gold Pool 4.5% 9/1/2053  | 423396 | 416239 |
| Freddie Mac Gold Pool 5% 10/1/2054  | 9206121 | 9200960 |
| Freddie Mac Gold Pool 5.5% 1/1/2054  | 422189 | 428470 |
| Freddie Mac Gold Pool 5.5% 1/1/2055  | 9601518 | 9726371 |
| Freddie Mac Gold Pool 5.5% 12/1/2053  | 1247261 | 1266208 |
| Freddie Mac Gold Pool 5.5% 12/1/2054  | 1322662 | 1339862 |
| Freddie Mac Gold Pool 5.5% 3/1/2054  | 3394931 | 3445442 |
| Freddie Mac Gold Pool 5.5% 7/1/2053  | 560518 | 569383 |
| Freddie Mac Gold Pool 5.5% 9/1/2055  | 2424876 | 2456408 |
| Freddie Mac Gold Pool 6% 12/1/2054  | 812324 | 831679 |
| Freddie Mac Gold Pool 6% 3/1/2054  | 1030091 | 1056969 |
| Freddie Mac Gold Pool 6% 7/1/2054  | 352579 | 362440 |
| Freddie Mac Non Gold Pool 6% 5/1/2055  | 2697736 | 2766777 |
| Ginnie Mae I Pool 6% 11/20/2052  | 229026 | 235449 |
| Ginnie Mae II Pool 2% 10/20/2050  | 1644912 | 1372529 |
| Ginnie Mae II Pool 2% 11/20/2050  | 3586238 | 2993060 |
| Ginnie Mae II Pool 2% 12/1/2055 (e) | 25000 | 20831 |
| Ginnie Mae II Pool 2% 12/20/2050  | 5422911 | 4522127 |
| Ginnie Mae II Pool 2% 2/20/2051  | 6032496 | 5029278 |
| Ginnie Mae II Pool 2% 8/20/2050  | 8639432 | 7218536 |
| Ginnie Mae II Pool 2% 9/20/2050  | 10476479 | 8753450 |
| Ginnie Mae II Pool 2.5% 1/20/2050  | 464535 | 404280 |
| Ginnie Mae II Pool 2.5% 10/20/2050  | 593156 | 515848 |
| Ginnie Mae II Pool 2.5% 11/20/2050  | 8081378 | 7028097 |
| Ginnie Mae II Pool 2.5% 12/20/2050  | 238347 | 207020 |
| Ginnie Mae II Pool 2.5% 5/20/2051  | 1573313 | 1366290 |
| Ginnie Mae II Pool 2.5% 6/20/2050  | 1172336 | 1020273 |
| Ginnie Mae II Pool 2.5% 7/20/2050  | 5499018 | 4782307 |
| Ginnie Mae II Pool 2.5% 8/20/2050  | 9994428 | 8687646 |
| Ginnie Mae II Pool 3% 4/20/2051  | 684256 | 618499 |
| Ginnie Mae II Pool 3.5% 12/1/2055 (e) | 2350000 | 2155391 |
| Ginnie Mae II Pool 4% 12/1/2055 (e) | 36350000 | 34481385 |
| Ginnie Mae II Pool 4.5% 8/20/2054  | 4824434 | 4727296 |
| Ginnie Mae II Pool 5% 1/1/2056 (e) | 2950000 | 2943547 |
| Ginnie Mae II Pool 5% 11/20/2054  | 4736918 | 4738946 |
| Ginnie Mae II Pool 5% 12/1/2055 (e) | 5900000 | 5893547 |
| Ginnie Mae II Pool 5% 12/20/2054  | 2856950 | 2857281 |
| Ginnie Mae II Pool 5% 2/20/2055  | 1291038 | 1291188 |
| Ginnie Mae II Pool 5% 3/20/2055  | 7048339 | 7049153 |
| Ginnie Mae II Pool 5.5% 11/20/2054  | 9357466 | 9461500 |
| Ginnie Mae II Pool 6% 1/1/2056 (e) | 6500000 | 6625683 |
| Ginnie Mae II Pool 6% 12/1/2055 (e) | 10650000 | 10852184 |
| Ginnie Mae II Pool 6% 2/1/2056 (e) | 2000000 | 2037266 |
| Ginnie Mae II Pool 6.5% 1/1/2056 (e) | 4000000 | 4115156 |
| Ginnie Mae II Pool 6.5% 12/1/2055 (e) | 4000000 | 4122188 |
| Uniform Mortgage Backed Securities 1.5% 12/1/2040 (e) | 850000 | 766261 |
| Uniform Mortgage Backed Securities 2% 1/1/2056 (e) | 26350000 | 21459812 |
| Uniform Mortgage Backed Securities 2% 12/1/2040 (e) | 1600000 | 1479375 |
| Uniform Mortgage Backed Securities 2% 12/1/2055 (e) | 38250000 | 31137891 |
| Uniform Mortgage Backed Securities 2.5% 1/1/2056 (e) | 34000000 | 28945155 |
| Uniform Mortgage Backed Securities 2.5% 12/1/2055 (e) | 68000000 | 57874378 |
| Uniform Mortgage Backed Securities 3% 12/1/2055 (e) | 21000000 | 18652265 |
| Uniform Mortgage Backed Securities 3.5% 1/1/2056 (e) | 29700000 | 27465538 |
| Uniform Mortgage Backed Securities 3.5% 12/1/2055 (e) | 59400000 | 54945000 |
| Uniform Mortgage Backed Securities 4% 12/1/2040 (e) | 15000000 | 14796093 |
| Uniform Mortgage Backed Securities 4% 12/1/2055 (e) | 30000000 | 28579686 |
| Uniform Mortgage Backed Securities 4.5% 1/1/2056 (e) | 2500000 | 2445410 |
| Uniform Mortgage Backed Securities 4.5% 12/1/2040 (e) | 2000000 | 2000469 |
| Uniform Mortgage Backed Securities 4.5% 12/1/2055 (e) | 5000000 | 4894922 |
| Uniform Mortgage Backed Securities 5% 12/1/2040 (e) | 3500000 | 3540469 |
| Uniform Mortgage Backed Securities 5% 12/1/2055 (e) | 6240000 | 6228300 |
| Uniform Mortgage Backed Securities 6% 1/1/2056 (e) | 1950000 | 1996389 |
| Uniform Mortgage Backed Securities 6% 12/1/2055 (e) | 3600000 | 3686344 |
| Uniform Mortgage Backed Securities 6.5% 1/1/2056 (e) | 4250000 | 4404561 |
| Uniform Mortgage Backed Securities 6.5% 12/1/2055 (e) | 8500000 | 8804805 |
| TOTAL UNITED STATES |  | 702667634 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $696,913,168) |  | <br> **702667634** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.3%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.3%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.3%  |  |  |
| Financials - 0.1% |  |  |
| Financial Services - 0.1% |  |  |
| Fannie Mae 5.625% 7/15/2037  | 1250000 | 1396154 |
| Utilities - 0.2% |  |  |
| Independent Power and Renewable Electricity Producers - 0.2% |  |  |
| Tennessee Valley Authority 4.375% 8/1/2034  | 1500000 | 1533384 |
| Tennessee Valley Authority 4.625% 9/15/2060  | 150000 | 136530 |
| Tennessee Valley Authority 5.25% 2/1/2055  | 2500000 | 2536452 |
| Tennessee Valley Authority 6.15% 1/15/2038  | 500000 | 590520 |
|  |  | 4796886 |
| TOTAL UNITED STATES |  | 6193040 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $5,983,745) |  | <br> **6193040** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 42.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 42.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 42.4%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 42.4%** |
|  | Yield (%) (f) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 2.25% 8/15/2049  | 4.63 to 5.11 | 50000000 | 32267578 |
| US Treasury Bonds 2.875% 5/15/2043  | 4.51 to 5.03 | 21000000 | 16638398 |
| US Treasury Bonds 3.125% 5/15/2048  | 4.69 to 5.15 | 50000000 | 38982422 |
| US Treasury Bonds 4.125% 8/15/2044  | 4.86 to 4.88 | 8900000 | 8344098 |
| US Treasury Bonds 4.375% 5/15/2040  | 4.58 to 4.82 | 12500000 | 12474121 |
| US Treasury Bonds 4.375% 8/15/2043  | 4.48 to 4.65 | 3950000 | 3850479 |
| US Treasury Bonds 4.5% 11/15/2054  | 4.55 to 5.00 | 65000000 | 63131250 |
| US Treasury Bonds 4.625% 11/15/2044  | 4.64 to 5.02 | 40000000 | 40015625 |
| US Treasury Bonds 4.625% 5/15/2044  | 4.61 to 4.91 | 10000000 | 10028125 |
| US Treasury Bonds 4.75% 11/15/2043  | 4.46 to 4.88 | 5300000 | 5408898 |
| US Treasury Notes 0.625% 8/15/2030  | 3.61 to 3.79 | 10000000 | 8722266 |
| US Treasury Notes 0.75% 8/31/2026  | 3.84 to 4.11 | 47500000 | 46473554 |
| US Treasury Notes 2.875% 5/15/2028  | 3.49 to 4.01 | 55000000 | 54202930 |
| US Treasury Notes 3.5% 9/30/2026  | 3.69 to 4.09 | 45000000 | 44936015 |
| US Treasury Notes 3.75% 10/31/2032  | 3.77 to 3.78 | 3500000 | 3491797 |
| US Treasury Notes 3.75% 8/15/2027  | 3.56 to 4.04 | 50000000 | 50177735 |
| US Treasury Notes 3.875% 7/31/2030  | 3.68 to 3.70 | 7750000 | 7842637 |
| US Treasury Notes 3.875% 8/31/2032  | 3.78 to 3.89 | 6325000 | 6362308 |
| US Treasury Notes 3.875% 9/30/2032  | 3.87 | 2000000 | 2010938 |
| US Treasury Notes 4% 1/31/2031  | 3.99 to 4.26 | 20500000 | 20852344 |
| US Treasury Notes 4% 4/30/2032  | 3.74 to 4.03 | 10000000 | 10146875 |
| US Treasury Notes 4% 7/31/2032  | 3.75 to 3.96 | 13500000 | 13684043 |
| US Treasury Notes 4.125% 11/15/2032  | 3.77 to 4.26 | 6000000 | 6123516 |
| US Treasury Notes 4.125% 11/30/2031  | 3.71 to 3.91 | 3000000 | 3067148 |
| US Treasury Notes 4.125% 2/28/2027  | 3.63 to 3.80 | 45000000 | 45284765 |
| US Treasury Notes 4.125% 3/31/2032  | 3.95 to 4.22 | 17500000 | 17880762 |
| US Treasury Notes 4.125% 5/31/2032  | 3.76 to 3.99 | 16250000 | 16600371 |
| US Treasury Notes 4.25% 1/31/2030  | 3.72 to 4.05 | 17000000 | 17444258 |
| US Treasury Notes 4.25% 5/15/2035  | 3.96 to 4.23 | 31000000 | 31639375 |
| US Treasury Notes 4.375% 12/31/2029  | 3.56 to 3.80 | 30000000 | 30915234 |
| US Treasury Notes 4.375% 5/15/2034  | 4.15 to 4.44 | 50000000 | 51691406 |
| US Treasury Notes 4.375% 8/31/2028  | 3.72 | 10000000 | 10228125 |
| US Treasury Notes 4.5% 5/31/2029  | 3.71 to 4.10 | 55000000 | 56742383 |
| US Treasury Notes 4.625% 11/15/2026  | 3.63 to 3.80 | 14750000 | 14884709 |
| US Treasury Notes 4.625% 5/31/2031  | 3.67 to 4.19 | 43000000 | 45054258 |
| US Treasury Notes 4.75% 2/15/2045  | 4.87 | 700000 | 711046 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $837,807,464) |  |  | **848311792** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 6.5%** | &nbsp;&nbsp;**Money Market Funds - 6.5%** | &nbsp;&nbsp;**Money Market Funds - 6.5%** | &nbsp;&nbsp;**Money Market Funds - 6.5%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (g)<br>(Cost $129,858,867)<br>| 4.02 | 129832900 | **129858867** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 119.1%**<br> (Cost $2,358,178,979)<br>| <br>**2387109148** |
| **NET OTHER ASSETS (LIABILITIES) - (19.1)%**  | **(382009538)** |
| **NET ASSETS - 100.0%** | **2005099610** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a) | Value ($) |
| U.S. Government Agency - Mortgage Securities |  |  |
| Ginnie Mae II Pool 5% 12/1/2055 | (5900000) | (5893547) |
| Ginnie Mae II Pool 6% 1/1/2056 | (2000000) | (2038671) |
| Ginnie Mae II Pool 6% 12/1/2055 | (10650000) | (10852184) |
| Ginnie Mae II Pool 6.5% 12/1/2055 | (4000000) | (4122188) |
| Uniform Mortgage Backed Securities 2% 12/1/2055 | (26350000) | (21450547) |
| Uniform Mortgage Backed Securities 2.5% 12/1/2055 | (68000000) | (57874378) |
| Uniform Mortgage Backed Securities 3.5% 12/1/2055 | (59400000) | (54945000) |
| Uniform Mortgage Backed Securities 4.5% 12/1/2055 | (5000000) | (4894922) |
| Uniform Mortgage Backed Securities 6% 12/1/2055 | (3225000) | (3302350) |
| Uniform Mortgage Backed Securities 6.5% 12/1/2055 | (8500000) | (8804805) |
| TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES  |  | (174178592) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $173,924,103) |  | <br> **(174178592)** |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(c) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $8,969,826 or 0.4% of net assets.

(d) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(e) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

(f) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(g) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 181211509 | 162911375 | 214264997 | 1722327 | 980 | - | 129858867 | 129832900 | 0.2% |
| Total | 181211509 | 162911375 | 214264997 | 1722327 | 980 | - | 129858867 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

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

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations, Bank Notes, Foreign Government and Government Agency Obligations, Municipal Securities, Non-Convertible Corporate Bonds and U.S. Government Agency Obligations are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset-Backed Securities, Commercial Mortgage Securities and U.S. Government Agency - Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-11-30

**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:** $2572849035.76

**Total Liabilities:** $574505573.62

**Net Assets:** $1998343462.14

**Delayed Delivery Securities:** $394955214.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 26624.58669243 | **1-Year:** 175417.46831920 | **5-Year:** 329890.94338719 | **10-Year:** 366156.85284676 | **30-Year:** 198541.53701542

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

- **3-Month:** 0.04411500 | **1-Year:** 2.83068000 | **5-Year:** 59.55628500 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000257875 | 1.13%                | 0.57%                | 0.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2508136.74              | $8405044.15                                |
| Month 2  | $3248245.65              | $1317599.98                                |
| Month 3  | $1333260.37              | $4279000.67                                |

**Designated Index Information**

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

- **Index Identifier:** 19808143

### Schedule of Portfolio Investments

| Name                                                                          | Title                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMERICA MOVIL SAB DE CV                                                       | AMERICA MOVIL SAB DE CV 6.125% 03/30/2040                                                          | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    350000 | PA      | $376810.00    | 0.02%             | 2040-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                   | ARCELORMITTAL SA LUXEMBOURG VAR 10/15/2039                                                         | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   3000000 | PA      | $3407407.23   | 0.17%             | 2039-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                | BURLINGTON NORTHN SANTA FE LLC 4.15% 04/01/2045                                                    | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $469944.09    | 0.02%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                 | CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA                                                       | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1723553.44   | 0.09%             | 2039-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                      | DUKE ENERGY PROGRESS LLC 6.3% 04/01/2038                                                           | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $562230.93    | 0.03%             | 2038-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC 8.125% 07/15/2039                                                                    | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $4203403.62   | 0.21%             | 2039-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIBANK CR CARD ISSUANCE TR                                                  | CITIBANK CR CARD ISSUANCE TR 2007-A3 A3 6.15% 06/15/2039                                           | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1117088.60   | 0.06%             | 2039-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                       | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 8.5% 01/18/2031                                            | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1221548.58   | 0.06%             | 2031-01-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTL FIN BV                                                  | DEUTSCHE TELEKOM INTL FIN BV VAR 06/15/2030                                                        | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1644764.37   | 0.08%             | 2030-06-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVT CORP                                                              | DIAGEO INVT CORP 4.25% 05/11/2042                                                                  | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436549.94    | 0.02%             | 2042-05-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                    | FANNIE MAE 5.625% 07/15/2037                                                                       | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1250000 | PA      | $1396153.94   | 0.07%             | 2037-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                  | Fidelity Cash Central Fund                                                                         | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 133865400 | NS      | $133892172.92 | 6.70%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC                                                   | GLAXOSMITHKLINE CAPITAL INC 6.375% 05/15/2038                                                      | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $6714136.75   | 0.34%             | 2038-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB DE CV                                                      | GRUPO TELEVISA SAB DE CV 6.125% 01/31/2046                                                         | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    750000 | PA      | $603015.00    | 0.03%             | 2046-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                           | HUNGARY REPUBLIC OF 7.625% 03/29/2041                                                              | CUSIP: 445545AF3<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |   1000000 | PA      | $1178560.00   | 0.06%             | 2041-03-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORPORATION 7.75% 05/14/2038                                                       | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    650000 | PA      | $798472.51    | 0.04%             | 2038-05-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                             | BERKSHIRE HATHAWAY ENERGY COMPANY 6.125% 04/01/2036                                                | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1092375.88   | 0.05%             | 2036-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | ORACLE CORP 6.125% 07/08/2039                                                                      | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1515047.96   | 0.08%             | 2039-07-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 6.25% 10/15/2037                                                                        | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    750000 | PA      | $790370.63    | 0.04%             | 2037-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 6% 01/15/2039                                                                           | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2560971.45   | 0.13%             | 2039-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 4.1% 02/01/2042                                                                         | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $803955.75    | 0.04%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                             | SUNCOR ENERGY INC 6.8% 05/15/2038                                                                  | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1668114.30   | 0.08%             | 2038-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC 6.375% 05/16/2038                                                           | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $450433.03    | 0.02%             | 2038-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                | SHELL INTL FIN B V 6.375% 12/15/2038                                                               | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1750000 | PA      | $1954836.31   | 0.10%             | 2038-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                    | TENNESSEE VALLEY AUTHORITY 6.15% 01/15/2038                                                        | CUSIP: 880591CP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $590520.30    | 0.03%             | 2038-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                    | TENNESSEE VALLEY AUTHORITY 4.625% 09/15/2060                                                       | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    150000 | PA      | $136530.18    | 0.01%             | 2060-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                     | TRANSCANADA PIPELINES LTD 7.625% 01/15/2039                                                        | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $901136.71    | 0.05%             | 2039-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                     | TRANSCANADA PIPELINES LTD 6.2% 10/15/2037                                                          | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $539071.14    | 0.03%             | 2037-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                     | TRANSCANADA PIPELINES LTD 7.25% 08/15/2038                                                         | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $580584.26    | 0.03%             | 2038-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                     | TRANSCANADA PIPELINES LTD 4.625% 03/01/2034                                                        | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   4250000 | PA      | $4171861.84   | 0.21%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                   | UNITED STATES TREASURY BOND 4.375% 05/15/2040                                                      | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12474121.13  | 0.62%             | 2040-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                   | UNITED STATES TREASURY BOND 2.875% 05/15/2043                                                      | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $16638398.49  | 0.83%             | 2043-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | PARAMOUNT GLOBAL 7.875% 07/30/2030                                                                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1109461.48   | 0.06%             | 2030-07-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                      | VISA INC 4.3% 12/14/2045                                                                           | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $885286.32    | 0.04%             | 2045-12-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2                                   | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C2 2.832% 08/10/2049                                      | CUSIP: 17291CBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214594 | PA      | $212072.31    | 0.01%             | 2049-08-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                     | TORONTO DOMINION BANK 3.625%/VAR 09/15/2031                                                        | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3450000 | PA      | $3428680.93   | 0.17%             | 2031-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C30                              | MSBAM 2016-C30 A5 2.86% 09/15/49                                                                   | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $886996.35    | 0.04%             | 2049-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C31                              | MORGAN STANLEY BK AMER MERRILL LYNCH TR 2016-C31 A5 3.102% 10/15/2026                              | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $444138.26    | 0.02%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2016-C4                                                | JPMDB COML MTG SECS TR 2016-C4 A3 3.1413% 12/15/2049                                               | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $294671.43    | 0.01%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2016-BNK2                                             | MORGAN STANLEY CAP I TR 2016-BNK2 3.049% 11/15/2049                                                | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $489260.80    | 0.02%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                          | WESTPAC BANKING CORP 4.322%/VAR 11/23/2031                                                         | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $798850.46    | 0.04%             | 2031-11-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                 | FORD MOTOR CO 4.346% 12/08/2026                                                                    | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1246624.30   | 0.06%             | 2026-12-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                            | JOHNSON CTLS INTL PLC STEP 07/02/2044                                                              | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $89902.94     | 0.00%             | 2044-07-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC 4.563% 06/15/2048                                                                        | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3487549.80   | 0.17%             | 2048-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                      | UTAH ACQUISITION SUB INC 3.95% 06/15/2026                                                          | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1245636.99   | 0.06%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                       | MANULIFE FINANCIAL CORP 4.061%/VAR 02/24/2032                                                      | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   7000000 | PA      | $6969161.57   | 0.35%             | 2032-02-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2017-C5                                                | JPMDB 2017-C5 A5 3.6939% 03/50                                                                     | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $345512.65    | 0.02%             | 2050-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2017-GS5                                                       | GS MTG SECS TR 2017-GS5 3.674% 03/10/2050                                                          | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $394858.44    | 0.02%             | 2050-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                         | JPMORGAN CHASE and CO 3.54%/VAR 05/01/2028                                                         | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1241710.50   | 0.06%             | 2028-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | APPLE INC 3.2% 05/11/2027                                                                          | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248430.18    | 0.01%             | 2027-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                            | WELLS FARGO and CO NEW 3.584%/VAR 05/22/2028                                                       | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1985369.92   | 0.10%             | 2028-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-H1                                        | MORGAN STANLEY CAPITAL I TRUST 2017-H1 3.53% 06/15/2050                                            | CUSIP: 61691JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $445409.01    | 0.02%             | 2050-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC 3.668%/VAR 07/24/2028                                                                | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2631382.58   | 0.13%             | 2028-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODS OPER LLC 5.25%/VAR 08/16/2077                                                     | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1521927.43   | 0.08%             | 2077-08-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017-C39                                              | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39 3.418% 09/15/2050                                   | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $490451.95    | 0.02%             | 2050-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2017-GS7                                                       | GS MTG SECS TR 2017-GS7 A4 3.43% 08/10/2050                                                        | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $266225.02    | 0.01%             | 2050-08-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 MTG TR                                                            | CD 2017-CD5 MTG TR A4 3.431% 08/15/2050                                                            | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $393679.56    | 0.02%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2017-C3                                                       | UBS COML MTG TR 2017-C3 3.426% 08/15/2050                                                          | CUSIP: 90276GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $146817.24    | 0.01%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC 3.52%/VAR 10/27/2028                                                                 | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1237069.60   | 0.06%             | 2028-10-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                               | SANTANDER UK GROUP HOLDINGS PLC 3.823%/VAR 11/03/2028                                              | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $992110.57    | 0.05%             | 2028-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | FORD MOTOR CREDIT CO LLC 3.815% 11/02/2027                                                         | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4612897.06   | 0.23%             | 2027-11-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC 3.574%/VAR 11/07/2028                                                     | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4948871.95   | 0.25%             | 2028-11-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                  | NEXTERA ENERGY CAP HLDGS INC 4.8%/VAR 12/01/2077                                                   | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195712.30    | 0.01%             | 2077-12-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC 3.2% 11/02/2027                                                                          | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493135.13    | 0.02%             | 2027-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                | DEUTSCHE BANK AG NEW YORK BNCH 4.875%/VAR 12/01/2032                                               | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501920.36   | 0.08%             | 2032-12-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2017-GS8                                                       | GS MTG SECS CORP TR 2017-GS8 A4 3.469% 11/10/2050                                                  | CUSIP: 36254KAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $789155.44    | 0.04%             | 2050-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 COML MTG TR                                                   | CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST 3.4578% 11/15/2027                                       | CUSIP: 12595JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $438766.25    | 0.02%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                        | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 4.08% 12/15/2047                                         | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $808482.31    | 0.04%             | 2047-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP 4.5% 04/15/2038                                                                            | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $963341.65    | 0.05%             | 2038-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2018-C9                                                       | UBS COML MTG TR 2018-C9 A4 4.117% 03/15/2051                                                       | CUSIP: 90291JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98786.53     | 0.00%             | 2051-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PSNH FUNDING LLC 3                                                            | PSNH FUNDING LLC 3 2018-1 A3 3.81% 02/01/2035                                                      | CUSIP: 69363PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $493796.35    | 0.02%             | 2035-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 2.875% 05/15/2028                                                                        | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $54202929.55  | 2.71%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                   | UNITED STATES TREASURY BOND 3.125% 05/15/2048                                                      | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $38982422.00  | 1.95%             | 2048-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MORTGAGE TRUST                                                 | COMM 2018-COR3 MORTGAGE TRUST 4.228% 05/10/2051                                                    | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $195735.58    | 0.01%             | 2051-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2018-C10                                                      | UBS COML MTG TR 2018-C10 A4 4.3134% 05/15/2051                                                     | CUSIP: 90276FAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $349173.16    | 0.02%             | 2051-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                                                 | ENEL CHILE SA 4.875% 06/12/2028                                                                    | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $202600.00    | 0.01%             | 2028-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC 4.583%/VAR 06/19/2029                                                            | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1009064.61   | 0.05%             | 2029-06-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                               | BANK 2018-BNK12 VAR 05/15/2061                                                                     | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665000 | PA      | $655403.32    | 0.03%             | 2061-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                         | FEDERAL HOME LN MTG MLT CTF GT 3.85% 05/25/2028                                                    | CUSIP: 3137FG6Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    465000 | PA      | $465206.32    | 0.02%             | 2028-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC 4.55% 08/16/2028                                                          | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1264144.74   | 0.06%             | 2028-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                      | RTX CORP 4.625% 11/16/2048                                                                         | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3557831.00   | 0.18%             | 2048-11-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                         | FEDERAL HOME LN MTG MLT CTF GT 3.459% 11/25/2032                                                   | CUSIP: 3137FDET5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $240026.73    | 0.01%             | 2032-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2018-GS10                                                      | GS MTG SECS TR 2018-GS10 A5 4.155% 07/10/2051                                                      | CUSIP: 36250SAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98835.45     | 0.00%             | 2051-07-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLAN MAST OWN TR                                                 | FORD CR FLOORPLAN MAST OWN TR 4.06% 11/15/2030                                                     | CUSIP: 34528PAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2025000 | PA      | $2029747.61   | 0.10%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                            | BROOKFIELD FIN INC 4.85% 03/29/2029                                                                | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203538.40    | 0.01%             | 2029-03-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                              | ALTRIA GROUP INC 4.8% 02/14/2029                                                                   | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762737.75    | 0.04%             | 2029-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                               | TYSON FOODS INC 4.35% 03/01/2029                                                                   | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002781.16   | 0.05%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                     | WRKCO INC 4% 03/15/2028                                                                            | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999010.34    | 0.05%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 4.15% 02/15/2050                                                                        | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $1829074.27   | 0.09%             | 2050-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2019-GC38                                                      | GS MTG SECS TR 2019-GC38 3.968% 02/10/2052                                                         | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413000 | PA      | $406727.11    | 0.02%             | 2052-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                           | AMERICAN TOWER CORP 3.95% 03/15/2029                                                               | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2181656.20   | 0.11%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC 3.98%/VAR 03/20/2030                                                                 | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3970055.24   | 0.20%             | 2030-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                  | ING GROEP NV 4.05% 04/09/2029                                                                      | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1496580.08   | 0.07%             | 2029-04-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                       | AMERICA MOVIL SAB DE CV 3.625% 04/22/2029                                                          | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $1962100.00   | 0.10%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                         | JPMORGAN CHASE and CO 3.702%/VAR 05/06/2030                                                        | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1480189.97   | 0.07%             | 2030-05-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | FORD MOTOR CREDIT CO LLC 5.113% 05/03/2029                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495709.06   | 0.07%             | 2029-05-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NATWEST GROUP PLC 4.445%/VAR 05/08/2030                                                            | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $7041391.77   | 0.35%             | 2030-05-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                               | IBM CORPORATION 3.5% 05/15/2029                                                                    | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1474277.42   | 0.07%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC 3.973%/VAR 05/22/2030                                                            | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5500000 | PA      | $5444098.99   | 0.27%             | 2030-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                                  | AVANGRID INC 3.8% 06/01/2029                                                                       | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1184780.35   | 0.06%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                      | FLEX LTD 4.875% 06/15/2029                                                                         | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   2200000 | PA      | $2230429.39   | 0.11%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC 4.125% 06/15/2029                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997780.78    | 0.05%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                         | CAMDEN PROPERTY TRUST 3.15% 07/01/2029                                                             | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    750000 | PA      | $724985.09    | 0.04%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2019-GC39                                                      | GS MTG SECS TR 2019-GC39 3.567% 05/10/2052                                                         | CUSIP: 36260JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $192266.78    | 0.01%             | 2052-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC 5.088%/VAR 06/20/2030                                                                 | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1781453.75   | 0.09%             | 2030-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C51                                              | WELLS FARGO COML MTG TR 2019-C51 3.311% 06/15/2052                                                 | CUSIP: 95001VAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $715654.58    | 0.04%             | 2052-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                            | MITSUBISHI UFJ FIN GRP INC 3.195% 07/18/2029                                                       | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $968124.21    | 0.05%             | 2029-07-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                         | MICRON TECHNOLOGY INC 4.663% 02/15/2030                                                            | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012785.02   | 0.05%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                          | WESTPAC BANKING CORP 4.11%/VAR 07/24/2034                                                          | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4000000 | PA      | $3941669.16   | 0.20%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                            | PANAMA REPUBLIC OF 3.16% 01/23/2030                                                                | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2500000 | PA      | $2326250.00   | 0.12%             | 2030-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP 3.5% 08/18/2026                                                               | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1240590.13   | 0.06%             | 2026-08-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                   | UNITED STATES TREASURY BOND 2.25% 08/15/2049                                                       | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $32267578.00  | 1.61%             | 2049-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                           | SHERWIN WILLIAMS CO 2.95% 08/15/2029                                                               | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1198713.24   | 0.06%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                         | 3M CO 2.375% 08/26/2029                                                                            | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471155.84    | 0.02%             | 2029-08-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                        | ROPER TECHNOLOGIES INC 2.95% 09/15/2029                                                            | CUSIP: 776743AG1<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956636.68    | 0.05%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                         | FEDERAL HOME LN MTG MLT CTF GT 3.059% 04/25/2034                                                   | CUSIP: 3137FMTT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $685173.45    | 0.03%             | 2034-04-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS and RESORTS LP                                                    | HOST HOTELS and RESORTS LP 3.375% 12/15/2029                                                       | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3111790.79   | 0.16%             | 2029-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                               | BANK 2019-BNK20 3.011% 09/15/2062                                                                  | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $331529.17    | 0.02%             | 2062-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                | OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029                                                   | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1929632.34   | 0.10%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                          | SABRA HEALTH CARE LP 3.9% 10/15/2029                                                               | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977966.79    | 0.05%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                               | BANK 2019-BN21 A5 2.851% 10/17/2052                                                                | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $331201.85    | 0.02%             | 2052-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2019 C-17                                       | UBS COMMERCIAL MORTGAGE TRUST 2019 C-17 2.921% 10/15/2052                                          | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $142519.94    | 0.01%             | 2052-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                               | BANK 2019-BNK22 2.978% 11/15/2062                                                                  | CUSIP: 06540XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $152056.48    | 0.01%             | 2062-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                             | STATE STREET CORP 3.031%/VAR 11/01/2034                                                            | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2835508.77   | 0.14%             | 2034-11-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                | SHELL INTL FIN B V 3.125% 11/07/2049                                                               | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $172689.16    | 0.01%             | 2049-11-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                    | HASBRO INC 3.9% 11/19/2029                                                                         | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491074.32    | 0.02%             | 2029-11-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                   | CORNING INC 5.45% 11/15/2079                                                                       | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1618352.96   | 0.08%             | 2079-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C18 COML MTG TR                                                    | CSAIL 2019-C18 COML MTG TR 2.968% 12/15/2052                                                       | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $166068.51    | 0.01%             | 2052-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B14 MTG TR                                                     | BENCHMARK 2019-B14 MTG TR 2.7946% 12/15/2062                                                       | CUSIP: 08162YAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $378208.48    | 0.02%             | 2062-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BN24                                                                | BANK 2019-BN24 2.96% 11/15/2062                                                                    | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1127000 | PA      | $1070271.67   | 0.05%             | 2062-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MTG TR                                                      | BENCHMARK 2019-B9 MTG TR 2.928% 12/15/2072                                                         | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $422699.90    | 0.02%             | 2072-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                      | EQT CORP STEP 02/01/2030                                                                           | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2174531.62   | 0.11%             | 2030-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2.5% 01/20/2050#MA6408                                                                     | CUSIP: 36179VDM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    464535 | PA      | $404280.69    | 0.02%             | 2050-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                               | BANK 2020-BNK25 2.649% 01/15/2063                                                                  | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $744701.68    | 0.04%             | 2063-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                             | NOVARTIS CAP CORP 2.2% 08/14/2030                                                                  | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231620.81    | 0.01%             | 2030-08-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                            | MITSUBISHI UFJ FIN GRP INC 2.559% 02/25/2030                                                       | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2250000 | PA      | $2109040.54   | 0.11%             | 2030-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                        | COMMONWEALTH EDISON CO 2.2% 03/01/2030                                                             | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1391132.73   | 0.07%             | 2030-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                         | REPUBLIC SERVICES INC 2.3% 03/01/2030                                                              | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $931080.26    | 0.05%             | 2030-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                               | BANK 2020-BNK25 2.841% 01/15/2063                                                                  | CUSIP: 06539WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $327781.87    | 0.02%             | 2063-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES PASS THROUGH TRUST                                            | DELTA AIR LINES PASS THROUGH TRUST 2% 12/10/2029                                                   | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1051546 | PA      | $1009670.88   | 0.05%             | 2029-12-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                         | 3M CO 3.05% 04/15/2030                                                                             | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    750000 | PA      | $718204.64    | 0.04%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                               | BANK 2020-BNK26 2.403% 03/15/2063                                                                  | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $229870.13    | 0.01%             | 2063-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                               | FOX CORP 4.709% 01/25/2029                                                                         | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1217923.02   | 0.06%             | 2029-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                              | ISRAEL STATE OF 2.75% 07/03/2030                                                                   | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2500000 | PA      | $2324219.53   | 0.12%             | 2030-07-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                   | EQUINOR ASA 3.125% 04/06/2030                                                                      | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $96490.24     | 0.00%             | 2030-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                            | BROOKFIELD FIN INC 4.35% 04/15/2030                                                                | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $753068.76    | 0.04%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST                                      | CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST 2.5608% 03/15/2053                                        | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $228769.95    | 0.01%             | 2053-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                  | MEXICO UNITED MEXICAN STATES 4.75% 04/27/2032                                                      | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3000000 | PA      | $2937000.00   | 0.15%             | 2032-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC 2.1% 05/01/2030                                                             | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $687301.38    | 0.03%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                  | COCA COLA CO 1.65% 06/01/2030                                                                      | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226636.26    | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                               | IBM CORPORATION 2.85% 05/15/2040                                                                   | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $381158.16    | 0.02%             | 2040-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                               | IBM CORPORATION 1.7% 05/15/2027                                                                    | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1212212.30   | 0.06%             | 2027-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                       | AMERICA MOVIL SAB DE CV 2.875% 05/07/2030                                                          | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $1412250.00   | 0.07%             | 2030-05-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                         | JPMORGAN CHASE and CO 2.956%/VAR 05/13/2031                                                        | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3776508.80   | 0.19%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK27                                                               | BANK 2020-BNK27 2.144% 04/15/2063                                                                  | CUSIP: 06539XAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342000 | PA      | $308400.07    | 0.02%             | 2063-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                            | MITSUBISHI UFJ FIN GRP INC 2.048% 07/17/2030                                                       | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1250000 | PA      | $1137546.78   | 0.06%             | 2030-07-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2.5% 06/20/2050#MA6709                                                                     | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1172336 | PA      | $1020272.87   | 0.05%             | 2050-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                  | ALPHABET INC 1.9% 08/15/2040                                                                       | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1211424.06   | 0.06%             | 2040-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 0.625% 08/15/2030                                                                        | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8722265.60   | 0.44%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS HEALTH CORP 1.3% 08/21/2027                                                                    | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $429087.41    | 0.02%             | 2027-08-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                      | GENERAL MTRS FINL CO INC 2.7% 08/20/2027                                                           | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975271.08    | 0.05%             | 2027-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2.5% 07/20/2050#MA6765                                                                     | CUSIP: 36179VQS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5499018 | PA      | $4782306.92   | 0.24%             | 2050-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2.5% 08/20/2050#MA6819                                                                     | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9994428 | PA      | $8687645.76   | 0.43%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC 3.564%/VAR 09/23/2035                                                                 | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $944414.22    | 0.05%             | 2035-09-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                         | FEDERAL HOME LN MTG MLT CTF GT 0.743% 11/25/2029                                                   | CUSIP: 3137FVYT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85023 | PA      | $79789.43     | 0.00%             | 2029-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HLDGS PLC                                                   | ANGLOGOLD ASHANTI HLDGS PLC 3.75% 10/01/2030                                                       | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |   1500000 | PA      | $1437636.63   | 0.07%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2.5% 10/20/2050#MA6931                                                                     | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    593156 | PA      | $515847.51    | 0.03%             | 2050-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA GTD MTG PASS THRU CTF 1.27% 07/25/2030                                                        | CUSIP: 3136BBN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $222086.38    | 0.01%             | 2030-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                         | FEDERAL HOME LN MTG MLT CTF GT 1.493% 09/25/2030                                                   | CUSIP: 3137F62M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $626820.67    | 0.03%             | 2030-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                             | UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST 5.875% 04/15/2029                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    637609 | PA      | $651542.91    | 0.03%             | 2029-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2.5% 11/20/2050#MA6995                                                                     | CUSIP: 36179VXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8081378 | PA      | $7028096.60   | 0.35%             | 2050-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2% 11/20/2050#MA6994                                                                       | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3586238 | PA      | $2993060.05   | 0.15%             | 2050-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2% 10/20/2050#MA6930                                                                       | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1644912 | PA      | $1372528.75   | 0.07%             | 2050-10-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2.5% 12/20/2050#MA7052                                                                     | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    238347 | PA      | $207021.20    | 0.01%             | 2050-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                         | BLUE OWL CAPITAL CORP 3.4% 07/15/2026                                                              | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992154.72    | 0.05%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2% 12/20/2050#MA7051                                                                       | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5422911 | PA      | $4522127.16   | 0.23%             | 2050-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 2.5% 11/01/2050#FM4862                                                                   | CUSIP: 3140X8ML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669730 | PA      | $571459.30    | 0.03%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2020-GSA2                                                      | GS MTG SECS TR 2020-GSA2 2.012% 12/12/2053                                                         | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $885271.40    | 0.04%             | 2053-12-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020 MORTGAGE TRUST                                                 | BENCHMARK 2020 MORTGAGE TRUST 1.973% 01/15/2054                                                    | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1230737.62   | 0.06%             | 2054-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                     | TARGA RES P LP/TARGA RES P FIN 4% 01/15/2032                                                       | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1337092.82   | 0.07%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                               | BANK 2021-BNK31 2.036% 02/15/2054                                                                  | CUSIP: 06541ABG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $267362.67    | 0.01%             | 2054-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B23 MTG TR                                                     | BENCHMARK 2021-B23 MORTGAGE TRUST 2.07% 02/15/2054                                                 | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1326942.00   | 0.07%             | 2054-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                     | APPLE INC 2.375% 02/08/2041                                                                        | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    750000 | PA      | $546365.93    | 0.03%             | 2041-02-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-ACES                                                               | FANNIE MAE-ACES VAR 11/25/2030                                                                     | CUSIP: 3136BDUC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $133292.61    | 0.01%             | 2030-11-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                                                       | NATIONAL FUEL GAS CO NJ 2.95% 03/01/2031                                                           | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $914305.21    | 0.05%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2% 02/20/2051#MA7192                                                                       | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6032496 | PA      | $5029278.04   | 0.25%             | 2051-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 2% 03/01/2036#MA4279                                                                     | CUSIP: 31418DXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    528459 | PA      | $490128.32    | 0.02%             | 2036-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                    | FIDELITY NATL INFORMN SVCS INC 1.65% 03/01/2028                                                    | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945889.69    | 0.05%             | 2028-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B24 MTG TR                                                     | BENCHMARK 2021-B24 MTG TR 2.5843% 03/15/2054                                                       | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1355115.30   | 0.07%             | 2054-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                         | ENTERGY LOUISIANA LLC 3.1% 06/15/2041                                                              | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $954837.19    | 0.05%             | 2041-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T-MOBILE USA INC 3.375% 04/15/2029                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974698.10    | 0.05%             | 2029-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C20                                                                | CSAIL 2021-C20 2.8048% 03/15/2054                                                                  | CUSIP: 22945EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $139768.08    | 0.01%             | 2054-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 2% 05/01/2036#MA4329                                                                     | CUSIP: 31418DY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    567554 | PA      | $526387.49    | 0.03%             | 2036-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 3% 04/20/2051#MA7313                                                                       | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    684256 | PA      | $618498.64    | 0.03%             | 2051-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                         | WELLS FARGO COMMERCIAL MORTGAGE TRUST 21-C59 A5 2.626% 04/15/2054                                  | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $453630.65    | 0.02%             | 2054-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2% 09/20/2050#MA6864                                                                       | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10476479 | PA      | $8753450.28   | 0.44%             | 2050-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2% 08/20/2050#MA6818                                                                       | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8639432 | PA      | $7218536.08   | 0.36%             | 2050-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2.5% 05/20/2051#MA7367                                                                     | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1573313 | PA      | $1366289.59   | 0.07%             | 2051-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                              | SOUTHERN COMPANY 3.75%/VAR 09/15/2051                                                              | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2047907.14   | 0.10%             | 2051-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 15YR 2% 06/01/2036#SB8107                                                                     | CUSIP: 3132D6AG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2122603 | PA      | $1968643.14   | 0.10%             | 2036-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                       | ASTRAZENECA FINANCE LLC 1.75% 05/28/2028                                                           | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $976412.78    | 0.05%             | 2028-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 3% 05/01/2051#RA5152                                                                     | CUSIP: 3133KLWM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1728758 | PA      | $1537420.13   | 0.08%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                | FEDERAL NAT MTG ASN GTD REM PA VAR 03/25/2031                                                      | CUSIP: 3136BF4D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $175118.34    | 0.01%             | 2031-03-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                 | GOLDMAN SACHS GROUP INC (THE) 1.542%/VAR 09/10/2027                                                | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1960067.50   | 0.10%             | 2027-09-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 2% 07/01/2036#MA4383                                                                     | CUSIP: 31418D2R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1499395 | PA      | $1389232.86   | 0.07%             | 2036-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                             | DELL INTL/EMC CORP 8.1% 07/15/2036                                                                 | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1829040.20   | 0.09%             | 2036-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                             | DELL INTL/EMC CORP 8.35% 07/15/2046                                                                | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1290549.33   | 0.06%             | 2046-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                              | WELLTOWER OP LLC 2.05% 01/15/2029                                                                  | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1177822.83   | 0.06%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 15YR 2% 07/36#SB8111                                                                          | CUSIP: 3132D6AL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3392991 | PA      | $3143703.92   | 0.16%             | 2036-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 2% 08/01/2036#MA4403                                                                     | CUSIP: 31418D3M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3504469 | PA      | $3245896.50   | 0.16%             | 2036-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                    | VMWARE LLC 1.8% 08/15/2028                                                                         | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1651500.53   | 0.08%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 0.75% 08/31/2026                                                                         | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47500000 | PA      | $46473554.45  | 2.33%             | 2026-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN35                                                                | BANK 2021-BN35 2.457% 06/15/2064                                                                   | CUSIP: 06540CCL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $313877.12    | 0.02%             | 2064-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | BANCO SANTANDER SA 1.722%/VAR 09/14/2027                                                           | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2200000 | PA      | $2157869.49   | 0.11%             | 2027-09-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 15YR 2% 10/01/2036#                                                                           | CUSIP: 3132D6AY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1204252 | PA      | $1115021.56   | 0.06%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORPORATION 2.482%/VAR 09/21/2036                                                  | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2200595.68   | 0.11%             | 2036-09-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                          | DUKE ENERGY CORP NEW 3.25%/VAR 01/15/2082                                                          | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4920511.11   | 0.25%             | 2082-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B29 MORTGAGE TRUST                                             | BENCHMARK 2021-B29 MORTGAGE TRUST 2.284% 09/15/2054                                                | CUSIP: 08163JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710000 | PA      | $660443.28    | 0.03%             | 2054-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HLDGS PLC                                                   | ANGLOGOLD ASHANTI HLDGS PLC 3.375% 11/01/2028                                                      | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |   1000000 | PA      | $969953.26    | 0.05%             | 2028-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                | US BANCORP DEL 2.491%/VAR 11/03/2036                                                               | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349496.69    | 0.02%             | 2036-11-03      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                | AMERICAN ELECTRIC POWER INC 3.875%/VAR 02/15/2062                                                  | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4865901.50   | 0.24%             | 2062-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                        | SEMPRA 4.125%/VAR 04/01/2052                                                                       | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486992.35    | 0.02%             | 2052-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                          | WESTERN DIGITAL CORP 2.85% 02/01/2029                                                              | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2372961.50   | 0.12%             | 2029-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                  | NEXTERA ENERGY CAP HLDGS INC 3.8%/VAR 03/15/2082                                                   | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5035692.15   | 0.25%             | 2082-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2021-GSA3                                                      | GS MTG SECS TR 2021-GSA3 2.6183% 12/15/2054                                                        | CUSIP: 36263UAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $174944.09    | 0.01%             | 2054-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                 | GOLDMAN SACHS GROUP INC (THE) 2.64%/VAR 02/24/2028                                                 | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982031.99    | 0.05%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY 2.475%/VAR 01/21/2028                                                               | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1962926.02   | 0.10%             | 2028-01-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 2.5% 07/36#MA4384                                                                        | CUSIP: 31418D2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8215707 | PA      | $7797333.39   | 0.39%             | 2036-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORPORATION T5Y+NA 03/08/2037                                                      | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2836672.98   | 0.14%             | 2037-03-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                   | BERKSHIRE HATHAWAY FIN CORP 3.85% 03/15/2052                                                       | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $1931290.14   | 0.10%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                         | FEDERAL HOME LN MTG MLT CTF GT 2.25% 01/25/2032                                                    | CUSIP: 3137H6LZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $901586.90    | 0.05%             | 2032-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                           | BROWN and BROWN INC 4.2% 03/17/2032                                                                | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484077.60    | 0.02%             | 2032-03-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                            | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                                                       | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1240930.44   | 0.06%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                        | EXTRA SPACE STORAGE LP 3.9% 04/01/2029                                                             | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345969.02    | 0.02%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B34 MORTGAGE TRUST                                             | BENCHMARK 2022-B34 MORTGAGE TRUST 3.786% 04/15/2055                                                | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $469831.15    | 0.02%             | 2055-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                            | VICI PROPERTIES LP 4.95% 02/15/2030                                                                | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023866.20   | 0.10%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBEMARL CORP                                                                 | ALBEMARLE CORP US 5.05% 06/01/2032                                                                 | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250887.29    | 0.01%             | 2032-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2022-3                                    | SANTANDER DRIVE AUTO RECEIVABLES TR 2022-3 4.49% 08/15/2029                                        | CUSIP: 80285UAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    483597 | PA      | $483684.11    | 0.02%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK42                                                               | BANK 2022-BNK42 A5 CSTR 06/15/2055                                                                 | CUSIP: 06541MBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230000 | PA      | $1222324.06   | 0.06%             | 2055-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC 4.755%/VAR 06/09/2028                                                            | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    625000 | PA      | $630391.12    | 0.03%             | 2028-06-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                | PNC FINANCIAL SERVICES GRP INC 4.626%/VAR 06/06/2033                                               | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3234123.49   | 0.16%             | 2033-06-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2022-4                                    | SANTANDER DRIVE AUTO RECEIVABLES TR 2022-4 5% 11/15/2029                                           | CUSIP: 80286FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225564 | PA      | $226602.77    | 0.01%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                | TD SYNNEX CORP 1.75% 08/09/2026                                                                    | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196582.57    | 0.01%             | 2026-08-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                | US BANCORP DEL 4.967%/VAR 07/22/2033                                                               | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010274.59   | 0.05%             | 2033-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                    | CAPITAL ONE FIN CORP 5.247%/VAR 07/26/2030                                                         | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206107.24    | 0.01%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                         | KINDER MORGAN INC DEL 4.8% 02/01/2033                                                              | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504207.13    | 0.03%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                         | FEDERAL HOME LN MTG MLT CTF GT 3.39% 02/25/2032                                                    | CUSIP: 3137H8BH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    405101 | PA      | $395921.59    | 0.02%             | 2032-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | BANCO SANTANDER SA 5.294% 08/18/2027                                                               | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2035742.18   | 0.10%             | 2027-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 15YR 3% 05/01/2037#SB8155                                                                     | CUSIP: 3132D6BY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1592356 | PA      | $1532985.09   | 0.08%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                         | JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033                                                        | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1601321.94   | 0.08%             | 2033-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 4.5% 10/01/2052#MA4784                                                                   | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    467533 | PA      | $460360.72    | 0.02%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                             | ATMOS ENERGY CORP 5.75% 10/15/2052                                                                 | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259169.10    | 0.01%             | 2052-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | FORD MOTOR CREDIT CO LLC 7.35% 11/04/2027                                                          | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $730811.08    | 0.04%             | 2027-11-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.125% 11/15/2032                                                                        | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6123515.64   | 0.31%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | ORACLE CORP 6.9% 11/09/2052                                                                        | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7789878.38   | 0.39%             | 2052-11-09      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                 | SOUTHERN CALIFORNIA EDISON CO 5.85% 11/01/2027                                                     | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1283473.79   | 0.06%             | 2027-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                            | PANAMA REPUBLIC OF 6.4% 02/14/2035                                                                 | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1300000 | PA      | $1355653.00   | 0.07%             | 2035-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC 5.125% 11/17/2027                                                           | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1939786.61   | 0.10%             | 2027-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                   | ARCELORMITTAL SA LUXEMBOURG 6.55% 11/29/2027                                                       | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $2081777.48   | 0.10%             | 2027-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TR 2022-3                                               | ALLY AUTO RECEIVABLES TR 2022-3 5.07% 10/16/2028                                                   | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    221000 | PA      | $221833.19    | 0.01%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 4.5% 01/01/2053#                                                                         | CUSIP: 31418EMR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    727405 | PA      | $715563.69    | 0.04%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 4.5% 01/01/2053#                                                                         | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    843766 | PA      | $830031.14    | 0.04%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                           | SUMITOMO MITSUI FINL GRP INC 5.71% 01/13/2030                                                      | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $792138.97    | 0.04%             | 2030-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX OWNER TR 2023-1                                                        | CARMAX OWNER TR 2023-1 4.65% 01/16/2029                                                            | CUSIP: 14318DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    221000 | PA      | $222204.85    | 0.01%             | 2029-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                  | NEXTERA ENERGY CAP HLDGS INC 5.25% 02/28/2053                                                      | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3767932.76   | 0.19%             | 2053-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC 5.125% 02/15/2030                                                           | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    750000 | PA      | $777225.85    | 0.04%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2023-1 OWNER TRUST                                     | HONDA AUTO RECEIVABLES 2023-1 A4 OWNER TRUST 4.97% 06/21/2029                                      | CUSIP: 43815JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100587.07    | 0.01%             | 2029-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                 | SOUTHERN CALIFORNIA EDISON CO 5.3% 03/01/2028                                                      | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1784582.75   | 0.09%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                            | S and P GLOBAL INC 2.7% 03/01/2029                                                                 | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    850000 | PA      | $815790.64    | 0.04%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                | GNMA II 6% 11/20/2052#MA8430                                                                       | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    229026 | PA      | $235449.52    | 0.01%             | 2052-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-A                                         | HYUNDAI AUTO RECEIVABLES TRUST 2023-A 4.48% 07/17/2028                                             | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    108000 | PA      | $108249.34    | 0.01%             | 2028-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                                           | FORD CREDIT AUTO OWNER TRUST 2023-A 4.56% 12/15/2028                                               | CUSIP: 344928AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251548.73    | 0.01%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2023-C19                                                         | BBCMS MTG TR 2023-C19 5.753% 04/15/2056                                                            | CUSIP: 05553RAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $355304.71    | 0.02%             | 2056-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2                             | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.82% 10/16/2028                                 | CUSIP: 362583AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $504026.30    | 0.03%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2                             | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.43% 10/16/2028                                 | CUSIP: 362583AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $401961.04    | 0.02%             | 2028-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2023-A OWNER TRUST                                    | NISSAN AUTO RECEIVABLES 2023-A A4 OWNER TRUST 4.85% 06/17/2030                                     | CUSIP: 65480WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $504233.80    | 0.03%             | 2030-06-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-2                                                   | CARMAX AUTO OWNER TR 2023-2 5.01% 11/15/2028                                                       | CUSIP: 142921AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    567000 | PA      | $572490.71    | 0.03%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                      | EIDP INC 4.8% 05/15/2033                                                                           | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753701.28    | 0.04%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                  | NISOURCE INC 5.4% 06/30/2033                                                                       | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1196951.25   | 0.06%             | 2033-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | ALLY FINL INC 6.992%/VAR 06/13/2029                                                                | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1895692.37   | 0.09%             | 2029-06-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                       | SANTANDER HLDGS USA INC 6.565%/VAR 06/12/2029                                                      | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    750000 | PA      | $784714.01    | 0.04%             | 2029-06-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 4.5% 07/01/2053#SD8340                                                                   | CUSIP: 3132DWHR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    686419 | PA      | $674816.06    | 0.03%             | 2053-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST                             | UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.8% 07/15/2037                                  | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373188 | PA      | $393876.89    | 0.02%             | 2037-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC 7.119%/VAR 06/27/2034                                                                 | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6675000 | PA      | $7502546.88   | 0.38%             | 2034-06-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 5.5% 07/01/2053#SD8342                                                                   | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    560518 | PA      | $569383.02    | 0.03%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 2.5% 08/01/2036#MA4404                                                                   | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8495620 | PA      | $8062992.49   | 0.40%             | 2036-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMW VECHILE OWNER TRUST 2023-A                                                | BMW VECHILE OWNER TRUST 2023-A 5.25% 11/26/2029                                                    | CUSIP: 05592XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79000 | PA      | $80133.02     | 0.00%             | 2029-11-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-B                                         | HYUNDAI AUTO RECEIVABLES TRUST 2023-B 5.31% 08/15/2029                                             | CUSIP: 44933XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75000 | PA      | $76105.77     | 0.00%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | AMERICAN EXPRESS CO 5.389%/VAR 07/28/2027                                                          | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008867.15   | 0.05%             | 2027-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                             | ARES CAPITAL CORP 7% 01/15/2027                                                                    | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1282544.43   | 0.06%             | 2027-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT CAPITAL CORP 7.079% 08/02/2043                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4812569.95   | 0.24%             | 2043-08-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                                 | SYNCHRONY CARD ISSUANCE TRUST 23-A1 A 5.54% 07/15/2029                                             | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1513803.45   | 0.08%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 2.5% 02/01/2052#FS2660                                                                   | CUSIP: 3140XH5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16816068 | PA      | $14348617.80  | 0.72%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                   | UNITED STATES TREASURY BOND 4.375% 08/15/2043                                                      | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $2680712.90   | 0.13%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.375% 08/31/2028                                                                        | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10228125.00  | 0.51%             | 2028-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                           | GILEAD SCIENCES INC 5.55% 10/15/2053                                                               | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457994.67    | 0.02%             | 2053-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                           | GILEAD SCIENCES INC 5.25% 10/15/2033                                                               | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2111748.44   | 0.11%             | 2033-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 4.5% 09/01/2053#SD8360                                                                   | CUSIP: 3132DWJD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    423396 | PA      | $416239.19    | 0.02%             | 2053-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                  | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 5.15% 09/15/2030                                      | CUSIP: 02589BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1555023.30   | 0.08%             | 2030-09-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                            | CANADIAN IMPERIAL BK OF COMM 5.926% 10/02/2026                                                     | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1015878.77   | 0.05%             | 2026-10-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST 2023-B                                                    | CNH EQUIPMENT TRUST 2023-B 5.46% 03/17/2031                                                        | CUSIP: 12666DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $361373.88    | 0.02%             | 2031-03-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 5% 10/01/2053#MA5164                                                                     | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    340739 | PA      | $341399.77    | 0.02%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                | US BANCORP DEL 6.787%/VAR 10/26/2027                                                               | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    750000 | PA      | $767578.45    | 0.04%             | 2027-10-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C2 MORTGAGE TRUST                                                   | BMO 2023-5C2 MORTGAGE TRUST VAR 11/15/2056                                                         | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $535597.65    | 0.03%             | 2056-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2023-5                                    | SANTANDER DRIVE AUTO RECEIVABLES TR 2023-5 6.16% 12/17/2029                                        | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $152109.89    | 0.01%             | 2029-12-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                         | TRUIST FINANCIAL CORP 7.161%/VAR 10/30/2029                                                        | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1218137.13   | 0.06%             | 2029-10-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2                                      | MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2 6.01% 01/15/2031                                          | CUSIP: 58769FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $830690.00    | 0.04%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.625% 11/15/2026                                                                        | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14750000 | PA      | $14884708.95  | 0.74%             | 2026-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                          | WESTPAC BANKING CORP 6.82% 11/17/2033                                                              | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3575000 | PA      | $4022217.45   | 0.20%             | 2033-11-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 5% 11/01/2053#MA5189                                                                     | CUSIP: 31418EXT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290586 | PA      | $291149.20    | 0.01%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 5.5% 12/01/2053#SD8383                                                                   | CUSIP: 3132DWJ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1247261 | PA      | $1266207.90   | 0.06%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                   | UNITED STATES TREASURY BOND 4.75% 11/15/2043                                                       | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $5408898.46   | 0.27%             | 2043-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                            | BROOKFIELD FIN INC 6.35% 01/05/2034                                                                | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1413480.74   | 0.07%             | 2034-01-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                                               | BANK5 2023-5YR4 6.5% 12/15/2056                                                                    | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1298420 | PA      | $1369770.66   | 0.07%             | 2056-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                              | CROWN CASTLE INC 5.6% 06/01/2029                                                                   | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1039147.09   | 0.05%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 5% 01/01/2054#                                                                           | CUSIP: 31418EZK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4021494 | PA      | $4033063.08   | 0.20%             | 2054-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 5.5% 01/01/2054#SD8395                                                                   | CUSIP: 3132DWKG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    422189 | PA      | $428470.14    | 0.02%             | 2054-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                  | MEXICO UNITED MEXICAN STATES 6% 05/07/2036                                                         | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $1022187.50   | 0.05%             | 2036-05-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                       | SANTANDER HLDGS USA INC 6.174%/VAR 01/09/2030                                                      | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522050.41    | 0.03%             | 2030-01-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                           | HUNGARY REPUBLIC OF 5.5% 03/26/2036 144A                                                           | CUSIP: 445545AU0<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    600000 | PA      | $600150.00    | 0.03%             | 2036-03-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                       | DEERE JOHN CAPITAL CORP 4.5% 01/16/2029                                                            | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017346.47   | 0.05%             | 2029-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 5.1% 02/15/2029                                                                         | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509557.15    | 0.03%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                                | CARMAX AUTO OWNER TRUST 2024-1 4.92% 10/16/2028                                                    | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    237324 | PA      | $238941.89    | 0.01%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                                | CARMAX AUTO OWNER TRUST 2024-1 4.94% 08/15/2029                                                    | CUSIP: 14318WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $253994.35    | 0.01%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2024-A                                                | NISSAN AUTO LEASE TRUST 2024-A 4.97% 09/15/2028                                                    | CUSIP: 65481CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $703704.12    | 0.04%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                    | CITIZENS FINANCIAL GRP INC 5.841%/VAR 01/23/2030                                                   | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208388.18    | 0.01%             | 2030-01-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4% 01/31/2031                                                                            | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20500000 | PA      | $20852343.75  | 1.04%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                         | TRUIST FINANCIAL CORP 5.435%/VAR 01/24/2030                                                        | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207604.28    | 0.01%             | 2030-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                            | REALTY INCOME CORP 4% 07/15/2029                                                                   | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1396715.00   | 0.07%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                    | CAPITAL ONE FIN CORP 5.7%/VAR 02/01/2030                                                           | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1770211.62   | 0.09%             | 2030-02-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                         | FEDERAL HOME LN MTG MLT CTF GT 5.15% 12/25/2033                                                    | CUSIP: 3137HBP73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1589578.95   | 0.08%             | 2033-12-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 3% 05/01/2037#MA4604                                                                     | CUSIP: 31418EDJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3338291 | PA      | $3216821.71   | 0.16%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                     | ROGERS COMMUNICATIONS INC 5.3% 02/15/2034                                                          | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1520800.44   | 0.08%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC 4.875% 02/13/2029                                                           | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1279098.98   | 0.06%             | 2029-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2024-1 OWNER TR                                        | HONDA AUTO RECEIVABLES 2024-1 OWNER TR 5.17% 05/15/2030                                            | CUSIP: 437918AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $121968.07    | 0.01%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL LEASING TRUST 2024-1                                             | GM FINANCIAL LEASING TRUST 2024-1 5.09% 02/22/2028                                                 | CUSIP: 36269FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $271365.15    | 0.01%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                       | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 5.15% 03/01/2034                                           | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517087.04    | 0.03%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NATWEST GROUP PLC 6.475%/VAR 06/01/2034                                                            | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1950000 | PA      | $2049275.03   | 0.10%             | 2034-06-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                              | ISRAEL STATE OF 5.75% 03/12/2054                                                                   | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2000000 | PA      | $1950818.66   | 0.10%             | 2054-03-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                           | AMERICAN TOWER CORP 5.2% 02/15/2029                                                                | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257162.97    | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                  | ING GROEP NV 5.335%/VAR 03/19/2030                                                                 | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2750000 | PA      | $2848027.99   | 0.14%             | 2030-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | BANCO SANTANDER SA 5.552%/VAR 03/14/2028                                                           | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1424514.22   | 0.07%             | 2028-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 5.5% 03/01/2054#SD8408                                                                   | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3394931 | PA      | $3445442.45   | 0.17%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                           | COMMONSPIRIT HEALTH 5.318% 12/01/2034                                                              | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1285361.04   | 0.06%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 4.5% 10/01/2053#MA5163                                                                   | CUSIP: 31418EWZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    888445 | PA      | $872316.80    | 0.04%             | 2053-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 5.5% 11/01/2053#MA5190                                                                   | CUSIP: 31418EXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4117004 | PA      | $4179545.66   | 0.21%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V6 MTG TR                                                      | BENCHMARK 2024-V6 MTG TR 6.38427% 03/15/2057                                                       | CUSIP: 081927AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $440249.25    | 0.02%             | 2057-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2                     | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2 5.04% 09/17/2029                         | CUSIP: 379931AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $162763.31    | 0.01%             | 2029-09-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF COLORADO                                                 | PUBLIC SERVICE CO OF COLORADO 5.35% 05/15/2034                                                     | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1815164.73   | 0.09%             | 2034-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 4.5% 05/01/2054#SD8429                                                                   | CUSIP: 3132DWLJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10387601 | PA      | $10186045.32  | 0.51%             | 2054-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                      | JOHNSON CONTROLS/TYCO FI 5.5% 04/19/2029                                                           | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    750000 | PA      | $782465.24    | 0.04%             | 2029-04-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2024-1                                            | DAIMLER TRUCKS RETAIL TRUST 2024-1 5.56% 07/15/2031                                                | CUSIP: 233874AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $245080.22    | 0.01%             | 2031-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                          | VERIZON MASTER TRUST 5.54% 04/22/2030                                                              | CUSIP: 92348KCS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101854.28    | 0.01%             | 2030-04-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.375% 05/15/2034                                                                        | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $51691406.00  | 2.59%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                                             | KINROSS GOLD CORP 6.25% 07/15/2033                                                                 | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $822031.82    | 0.04%             | 2033-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS HEALTH CORP 6% 06/01/2044                                                                      | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020582.27   | 0.05%             | 2044-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                | DEUTSCHE BANK AG NEW YORK BNCH 5.414% 05/10/2029                                                   | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3593281.09   | 0.18%             | 2029-05-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP 6% 08/15/2029                                                                 | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1045923.41   | 0.05%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELEC PWR CO                                                         | WISCONSIN ELEC PWR CO 5% 05/15/2029                                                                | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1287694.31   | 0.06%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD FINL NETWORK CC MASTR TR                                                | WORLD FINL NETWORK CC MASTR TR 5.47% 02/15/2031                                                    | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4079034.00   | 0.20%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                    | HASBRO INC 6.05% 05/14/2034                                                                        | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265132.54    | 0.01%             | 2034-05-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                   | VENTAS RLTY LTD PARTNERSHIP 5.625% 07/01/2034                                                      | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524228.78    | 0.03%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                  | NISOURCE INC 6.95%/VAR 11/30/2054                                                                  | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    625000 | PA      | $651145.63    | 0.03%             | 2054-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                           | JOHNSON and JOHNSON 4.8% 06/01/2029                                                                | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258628.11    | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                              | LPL HOLDINGS INC 6% 05/20/2034                                                                     | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1049158.94   | 0.05%             | 2034-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                   | UNITED STATES TREASURY BOND 4.625% 05/15/2044                                                      | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10028125.00  | 0.50%             | 2044-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                              | ENTERGY CORP NEW 7.125%/VAR 12/01/2054                                                             | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1577557.50   | 0.08%             | 2054-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.5% 05/31/2029                                                                          | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $56742382.95  | 2.84%             | 2029-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.625% 05/31/2031                                                                        | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43000000 | PA      | $45054257.92  | 2.25%             | 2031-05-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                            | ENACT HOLDINGS INC 6.25% 05/28/2029                                                                | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3773524.86   | 0.19%             | 2029-05-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A                                       | HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A 5.29% 12/15/2031                                           | CUSIP: 412922AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $184511.48    | 0.01%             | 2031-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC 5.721%/VAR 06/05/2030                                                     | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1154027.00   | 0.06%             | 2030-06-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | ROYALTY PHARMA PLC 5.15% 09/02/2029                                                                | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2671668.19   | 0.13%             | 2029-09-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | ROYALTY PHARMA PLC 5.9% 09/02/2054                                                                 | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2950000 | PA      | $2956642.63   | 0.15%             | 2054-09-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | ROYALTY PHARMA PLC 5.4% 09/02/2034                                                                 | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $514500.38    | 0.03%             | 2034-09-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                    | MASTEC INC 5.9% 06/15/2029                                                                         | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   3950000 | PA      | $4130407.72   | 0.21%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 5% 07/01/2054#MA5419                                                                     | CUSIP: 31418FAV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    771537 | PA      | $771587.10    | 0.04%             | 2054-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                         | REPUBLIC SERVICES INC 5% 11/15/2029                                                                | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $779561.21    | 0.04%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                   | NUTRIEN LTD 5.4% 06/21/2034                                                                        | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1036348.96   | 0.05%             | 2034-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                            | BROOKFIELD FIN INC 5.675% 01/15/2035                                                               | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   2640000 | PA      | $2736992.07   | 0.14%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                              | ESSENT GROUP LTD 6.25% 07/01/2029                                                                  | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    750000 | PA      | $783943.32    | 0.04%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                           | SUMITOMO MITSUI FINL GRP INC 5.316% 07/09/2029                                                     | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2078651.62   | 0.10%             | 2029-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                     | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.95%/VAR 03/10/2055                            | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    950000 | PA      | $996280.77    | 0.05%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 4.5% 08/01/2054#                                                                         | CUSIP: 31418FBL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7562802 | PA      | $7408967.46   | 0.37%             | 2054-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                         | JPMORGAN CHASE and CO 4.995%/VAR 07/22/2030                                                        | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2829659.42   | 0.14%             | 2030-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                 | GOLDMAN SACHS GROUP INC (THE) 5.049%/VAR 07/23/2030                                                | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1540943.33   | 0.08%             | 2030-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-3                                                | CARMAX AUTO OWNER TRUST 2024-3 4.89% 07/16/2029                                                    | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    597000 | PA      | $603755.65    | 0.03%             | 2029-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                                 | SYNCHRONY CARD ISSUANCE TRUST 4.93% 07/15/2030                                                     | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2160000 | PA      | $2195400.67   | 0.11%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                   | HONEYWELL INTL INC 4.7% 02/01/2030                                                                 | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307232.91    | 0.02%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                        | CHUBB INA HOLDINGS INC 4.65% 08/15/2029                                                            | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255665.40    | 0.01%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                   | NETFLIX INC 5.4% 08/15/2054                                                                        | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    700000 | PA      | $696347.74    | 0.03%             | 2054-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | SYNCHRONY FINANCIAL 5.935%/VAR 08/02/2030                                                          | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1557573.98   | 0.08%             | 2030-08-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 3.75% 08/15/2027                                                                         | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $50177734.50  | 2.51%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD FINL NETWORK CC MASTR TR                                                | WORLD FINL NETWORK CC MASTR TR 4.62% 05/15/2031                                                    | CUSIP: 981464HU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2130000 | PA      | $2151160.91   | 0.11%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                    | TENNESSEE VALLEY AUTHORITY 4.375% 08/01/2034                                                       | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1533383.51   | 0.08%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 6% 03/01/2054#SD8409                                                                     | CUSIP: 3132DWKW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1030091 | PA      | $1056968.54   | 0.05%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                   | EQUIFAX INC 4.8% 09/15/2029                                                                        | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508149.35    | 0.03%             | 2029-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                              | BENCHMARK MORTGAGE TRUST 2024-V9 AS 6.06412% 08/15/2057                                            | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $678754.38    | 0.03%             | 2057-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                   | UNITED STATES TREASURY BOND 4.125% 08/15/2044                                                      | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8900000 | PA      | $8344097.63   | 0.42%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                         | QUEST DIAGNOSTICS INC 4.625% 12/15/2029                                                            | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254434.68    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                     | KROGER CO 5.65% 09/15/2064                                                                         | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    850000 | PA      | $828540.06    | 0.04%             | 2064-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO TRUST 2024-C                                                  | WORLD OMNI AUTO TRUST 2024-C 4.44% 05/15/2030                                                      | CUSIP: 98164NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $131138.64    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | FORD MOTOR CREDIT CO LLC 5.303% 09/06/2029                                                         | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502349.10    | 0.03%             | 2029-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                       | SANTANDER HLDGS USA INC 5.353%/VAR 09/06/2030                                                      | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1279549.31   | 0.06%             | 2030-09-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                     | TORONTO DOMINION BANK 5.146%/VAR 09/10/2034                                                        | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3600000 | PA      | $3656088.00   | 0.18%             | 2034-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                | DEUTSCHE BANK AG NEW YORK BNCH 4.999%/VAR 09/11/2030                                               | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762836.60    | 0.04%             | 2030-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                                    | CADENCE DESIGN SYSTEMS INC 4.3% 09/10/2029                                                         | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005069.64   | 0.05%             | 2029-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                      | APTIV SWISS HOLDINGS LTD 5.75% 09/13/2054                                                          | CUSIP: 03837AAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   2000000 | PA      | $1943965.70   | 0.10%             | 2054-09-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 3.5% 09/30/2026                                                                          | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $44936015.40  | 2.25%             | 2026-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TR 2024-C                                                    | JOHN DEERE OWNER TR 2024-C 4.15% 08/15/2031                                                        | CUSIP: 477911AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45000 | PA      | $45160.33     | 0.00%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-C                                           | FORD CREDIT AUTO OWNER TRUST 2024-C 4.11% 07/15/2030                                               | CUSIP: 34532UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $402474.12    | 0.02%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V10 COML MTG TR                                                | BENCHMARK 2024-V10 COML MTG TR 5.7253% 10/15/2029                                                  | CUSIP: 08163UAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $149591.95    | 0.01%             | 2057-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                          | ROYAL BANK OF CANADA 4.65%/VAR 10/18/2030                                                          | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1522369.71   | 0.08%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 15YR 2.5% 01/01/2037#SB8138                                                                   | CUSIP: 3132D6BF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    617340 | PA      | $583973.46    | 0.03%             | 2037-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                   | AMERICAN HONDA FINANCE CORP 4.45% 10/22/2027                                                       | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007971.33   | 0.05%             | 2027-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                        | CENTERPOINT ENERGY INC 6.7%/VAR 05/15/2055                                                         | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026336.00   | 0.05%             | 2055-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                   | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                                        | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65000000 | PA      | $63131250.00  | 3.16%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                               | MAREX GROUP PLC 6.404% 11/04/2029                                                                  | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   1875000 | PA      | $1936335.41   | 0.10%             | 2029-11-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                | FEDERAL NAT MTG ASN GTD REM PA 4.45% 08/25/2034                                                    | CUSIP: 3136BTHF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1500189.90   | 0.08%             | 2034-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 5.5% 11/01/2054#MA5531                                                                   | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6620227 | PA      | $6706313.02   | 0.34%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 5.5% 12/01/2054#SD8493                                                                   | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1322662 | PA      | $1339861.66   | 0.07%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 5% 11/01/2054#MA5530                                                                     | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2326660 | PA      | $2323901.27   | 0.12%             | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 5% 10/01/2054#MA5496                                                                     | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4602977 | PA      | $4600397.02   | 0.23%             | 2054-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 5% 10/01/2054#SD8468                                                                     | CUSIP: 3132DWMR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9206120 | PA      | $9200959.55   | 0.46%             | 2054-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 5% 08/01/2054#MA5443                                                                     | CUSIP: 31418FBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9324230 | PA      | $9324830.58   | 0.47%             | 2054-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                           | GILEAD SCIENCES INC 5.1% 06/15/2035                                                                | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1448392.37   | 0.07%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                             | HUNTINGTON INGALLS INDUSTRIES INC 5.353% 01/15/2030                                                | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2591088.40   | 0.13%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                           | DOMINION ENERGY INC 6.625%/VAR 05/15/2055                                                          | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034915.00   | 0.05%             | 2055-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                   | UNITED STATES TREASURY BOND 4.625% 11/15/2044                                                      | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $40015624.80  | 2.00%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC 5.592%/VAR 11/19/2034                                                                | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $772168.49    | 0.04%             | 2034-11-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                        | SEMPRA 6.625%/VAR 04/01/2055                                                                       | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505348.50    | 0.03%             | 2055-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1                                  | CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.62% 07/16/2029                                      | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $504189.10    | 0.03%             | 2029-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC 5.59%/VAR 11/26/2035                                                      | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $787326.44    | 0.04%             | 2035-11-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                 | APPLOVIN CORP 5.125% 12/01/2029                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1892388.83   | 0.09%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                 | APPLOVIN CORP 5.375% 12/01/2031                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520187.07    | 0.03%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                 | APPLOVIN CORP 5.5% 12/01/2034                                                                      | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1035067.43   | 0.05%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                 | APPLOVIN CORP 5.95% 12/01/2054                                                                     | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4825609.20   | 0.24%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.125% 11/30/2031                                                                        | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3067148.43   | 0.15%             | 2031-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 2.5% 12/01/2051#FS6925                                                                   | CUSIP: 3140XNVT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14906117 | PA      | $12695626.45  | 0.64%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 1.5% 10/01/2050#SD8082                                                                   | CUSIP: 3132DV6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3419631 | PA      | $2664594.44   | 0.13%             | 2050-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                   | CENCORA INC 4.85% 12/15/2029                                                                       | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025487.15   | 0.05%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                    | EVERGY INC 6.65%/VAR 06/01/2055                                                                    | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509365.00    | 0.03%             | 2055-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                  | TAPESTRY INC 5.1% 03/11/2030                                                                       | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    750000 | PA      | $769887.49    | 0.04%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                  | TAPESTRY INC 5.5% 03/11/2035                                                                       | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025133.96   | 0.05%             | 2035-03-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 5% 12/20/2054#MB0091                                                                       | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2856950 | PA      | $2857280.63   | 0.14%             | 2054-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 5% 11/20/2054#MB0025                                                                       | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4736918 | PA      | $4738945.97   | 0.24%             | 2054-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.375% 12/31/2029                                                                        | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $30915234.30  | 1.55%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 5.5% 01/01/2055#MA5586                                                                   | CUSIP: 31418FF44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    744170 | PA      | $753846.55    | 0.04%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                | SOLVENTUM CORP 5.6% 03/23/2034                                                                     | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1567544.13   | 0.08%             | 2034-03-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                      | GENERAL MTRS FINL CO INC 5.35% 01/07/2030                                                          | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516074.24    | 0.03%             | 2030-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                            | CANADIAN IMPERIAL BK OF COMM 5.245%/VAR 01/13/2031                                                 | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2072577.36   | 0.10%             | 2031-01-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | BANCO SANTANDER SA 5.565% 01/17/2030                                                               | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $627130.03    | 0.03%             | 2030-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | BANCO SANTANDER SA 6.033% 01/17/2035                                                               | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1082416.78   | 0.05%             | 2035-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                               | SANTANDER UK GROUP HOLDINGS PLC 5.694%/VAR 04/15/2031                                              | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $497401.09    | 0.02%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                                              | BLUE OWL TECHNOLOGY FINANCE CORP 6.1% 03/15/2028 144A                                              | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751768.88    | 0.04%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY 5.23%/VAR 01/15/2031                                                                | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    750000 | PA      | $775741.72    | 0.04%             | 2031-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2025-A                                           | FORD CREDIT AUTO LEASE TRUST 2025-A 4.72% 06/15/2028                                               | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $241917.86    | 0.01%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.25% 01/31/2030                                                                         | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $17444257.77  | 0.87%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 6% 12/01/2054#SD8495                                                                     | CUSIP: 3132DWNL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    812324 | PA      | $831678.73    | 0.04%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                    | CAPITAL ONE FIN CORP 6.183%/VAR 01/30/2036                                                         | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262231.90    | 0.01%             | 2036-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                   | ORACLE CORP 6.125% 08/03/2065                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2565390.63   | 0.13%             | 2065-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 6% 07/01/2054#RJ1974                                                                     | CUSIP: 3142GSFQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    352579 | PA      | $362439.75    | 0.02%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO NJ                                                       | NATIONAL FUEL GAS CO NJ 5.5% 03/15/2030                                                            | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    750000 | PA      | $776531.83    | 0.04%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINANCE BV                                                | EMBRAER NETHERLANDS FINANCE BV 5.98% 02/11/2035                                                    | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   1350000 | PA      | $1434712.50   | 0.07%             | 2035-02-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                                 | SYNCHRONY CARD ISSUANCE TRUST 4.78% 02/15/2031                                                     | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2036315.00   | 0.10%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                    | TENNESSEE VALLEY AUTHORITY 5.25% 02/01/2055                                                        | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2536452.40   | 0.13%             | 2055-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.75% 02/15/2045                                                                         | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $711046.88    | 0.04%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                                    | RENAISSANCERE HOLDINGS LTD 5.8% 04/01/2035                                                         | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $367907.01    | 0.02%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | ABBVIE INC 4.875% 03/15/2030                                                                       | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1550116.46   | 0.08%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC 5.25% 03/01/2030                                                                           | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517740.71    | 0.03%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 5% 02/20/2055#MB0204                                                                       | CUSIP: 3618N5GN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1291038 | PA      | $1291187.71   | 0.06%             | 2055-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 5.5% 11/20/2054#MB0026                                                                     | CUSIP: 3618N5A41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9357466 | PA      | $9461500.40   | 0.47%             | 2054-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.125% 02/28/2027                                                                        | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $45284765.40  | 2.27%             | 2027-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                              | LPL HOLDINGS INC 5.2% 03/15/2030                                                                   | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1536749.46   | 0.08%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                               | ENTERGY TEX INC 5.25% 04/15/2035                                                                   | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    750000 | PA      | $775016.27    | 0.04%             | 2035-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC 5.13%/VAR 03/03/2031                                                             | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1798399.87   | 0.09%             | 2031-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2025                                                   | JOHN DEERE OWNER TRUST 2025 4.23% 09/17/2029                                                       | CUSIP: 47800DAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    245000 | PA      | $246889.42    | 0.01%             | 2029-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-5C33                                                        | BBCMS MTG TR 2025-5C33 6.168% 03/15/2058                                                           | CUSIP: 072924AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $422035.44    | 0.02%             | 2058-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT CAPITAL CORP 6.25% 08/15/2055                                                                  | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1050139.27   | 0.05%             | 2055-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TR 2025-A                                           | CARMAX SELECT RECEIVABLES TR 2025-A 4.77% 09/17/2029                                               | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225000 | PA      | $226947.22    | 0.01%             | 2029-09-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                       | SANTANDER HLDGS USA INC 5.741%/VAR 03/20/2031                                                      | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207212.61    | 0.01%             | 2031-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                       | SANTANDER HLDGS USA INC 5.473%/VAR 03/20/2029                                                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3063598.86   | 0.15%             | 2029-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                  | ING GROEP NV 5.066%/VAR 03/25/2031                                                                 | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1750000 | PA      | $1799453.46   | 0.09%             | 2031-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 7.375%/VAR 09/15/2055                                                                   | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    650000 | PA      | $660946.65    | 0.03%             | 2055-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CNH EQUIP TR 2025-A                                                           | CNH EQUIP TR 2025-A 4.54% 09/15/2032                                                               | CUSIP: 12674BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    740000 | PA      | $753538.60    | 0.04%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                | TR FINANCE LLC 3.35% 05/15/2026                                                                    | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248702.84    | 0.01%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.125% 03/31/2032                                                                        | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17500000 | PA      | $17880761.68  | 0.89%             | 2032-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 4.5% 11/01/2053#SD6736                                                                   | CUSIP: 3132DUPV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    902752 | PA      | $887492.16    | 0.04%             | 2053-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 2.5% 09/01/2051#FM8745                                                                   | CUSIP: 3140XCWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3811817 | PA      | $3246546.52   | 0.16%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 2.5% 02/01/2052#FS6380                                                                   | CUSIP: 3140XNCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119723 | PA      | $101968.91    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 2.5% 06/01/2052#FS7944                                                                   | CUSIP: 3140XPZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9019562 | PA      | $7682013.52   | 0.38%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                   | AVOLON HOLDINGS FUNDING LTD 5.375% 05/30/2030 144A                                                 | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     75000 | PA      | $77107.13     | 0.00%             | 2030-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                              | RELX CAPITAL INC 4.75% 03/27/2030                                                                  | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021277.75   | 0.05%             | 2030-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                     | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5%/VAR 01/31/2056                             | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    950000 | PA      | $976575.30    | 0.05%             | 2056-01-31      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 2.5% 05/01/2037#FS6377                                                                   | CUSIP: 3140XNCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    757974 | PA      | $717716.71    | 0.04%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                              | LPL HOLDINGS INC 4.9% 04/03/2028                                                                   | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014248.50   | 0.05%             | 2028-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 2.5% 05/01/37 #FS9492                                                                    | CUSIP: 3140XRRN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    428735 | PA      | $406366.76    | 0.02%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 5.5% 01/01/2055#SL0019                                                                   | CUSIP: 31427MAV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9601518 | PA      | $9726371.19   | 0.49%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                    | FANNIEMAE 30YR 5.5% 01/01/2055#FA0445                                                              | CUSIP: 3140W0P74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22990906 | PA      | $23294608.75  | 1.17%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                 | GOLDMAN SACHS GROUP INC (THE) 5.218%/VAR 04/23/2031                                                | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2072060.62   | 0.10%             | 2031-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4% 04/30/2032                                                                            | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10146875.00  | 0.51%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | AMERICAN EXPRESS CO 5.016%/VAR 04/25/2031                                                          | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1089241.24   | 0.05%             | 2031-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                         | MICRON TECHNOLOGY INC 6.05% 11/01/2035                                                             | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3756209.03   | 0.19%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                  | ALPHABET INC 5.25% 05/15/2055                                                                      | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1490236.59   | 0.07%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC 4.375% 04/30/2030                                                           | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1510244.87   | 0.08%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                         | GENERAL DYNAMICS CORP 4.95% 08/15/2035                                                             | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    700000 | PA      | $719248.50    | 0.04%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 3% 05/01/2051#FS3235                                                                     | CUSIP: 3140XJSZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2030283 | PA      | $1805572.95   | 0.09%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                                | WEIR GROUP INC 5.35% 05/06/2030 144A                                                               | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    750000 | PA      | $773820.26    | 0.04%             | 2030-05-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP 5.625% 06/15/2028                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022849.37   | 0.05%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.25% 05/15/2035                                                                         | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31000000 | PA      | $31639375.00  | 1.58%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC 4.643%/VAR 05/07/2028                                                                | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007112.79   | 0.05%             | 2028-05-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                               | MAREX GROUP PLC 5.829% 05/08/2028                                                                  | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   2650000 | PA      | $2689230.47   | 0.13%             | 2028-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 2.5% 05/01/2037#FS6376                                                                   | CUSIP: 3140XNCN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3790313 | PA      | $3589005.26   | 0.18%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                             | GENERAL MOTORS CO 5.35% 04/15/2028                                                                 | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1281788.55   | 0.06%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                  | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1267056.29   | 0.06%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                | DEUTSCHE BANK AG NEW YORK BNCH 5.297%/VAR 05/09/2031                                               | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027691.09   | 0.05%             | 2031-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                   | CUMMINS INC 4.7% 02/15/2031                                                                        | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    900000 | PA      | $922531.09    | 0.05%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                   | CUMMINS INC 5.3% 05/09/2035                                                                        | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2086620.64   | 0.10%             | 2035-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC 5.24%/VAR 05/13/2031                                                             | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1292460.81   | 0.06%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 6% 04/01/2055#FA1377                                                                     | CUSIP: 3140W1Q71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3582853 | PA      | $3668220.33   | 0.18%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                               | CATERPILLAR INC 5.2% 05/15/2035                                                                    | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1046960.28   | 0.05%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | ALLY FINL INC 5.737%/VAR 05/15/2029                                                                | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    136000 | PA      | $139070.26    | 0.01%             | 2029-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                      | EIDP INC 5.125% 05/15/2032                                                                         | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1545064.76   | 0.08%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                | US BANCORP DEL 5.083%/VAR 05/15/2031                                                               | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1291020.03   | 0.06%             | 2031-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN LTD                                                              | WOODSIDE FIN LTD 4.9% 05/19/2028                                                                   | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   2800000 | PA      | $2841727.36   | 0.14%             | 2028-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN LTD                                                              | WOODSIDE FIN LTD 5.7% 05/19/2032                                                                   | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $1147181.15   | 0.06%             | 2032-05-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1 A1                                                               | FORDF 2025-1 A1 4.63% 04/15/2030                                                                   | CUSIP: 34529BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1521272.25   | 0.08%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NATWEST GROUP PLC 5.115%/VAR 05/23/2031                                                            | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1029386.57   | 0.05%             | 2031-05-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF LEASING LLC                                                               | GMF LEASING LLC 2025-2 A3 4.58% 05/22/2028                                                         | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    869000 | PA      | $876141.09    | 0.04%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4.125% 05/31/2032                                                                        | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16250000 | PA      | $16600371.13  | 0.83%             | 2032-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                     | TORONTO DOMINION BANK 4.574% 06/02/2028                                                            | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2026155.18   | 0.10%             | 2028-06-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                   | VENTAS RLTY LTD PARTNERSHIP 5.1% 07/15/2032                                                        | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028077.69   | 0.05%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 A2                                                               | DRIVE 2025-1 A2 4.73% 09/15/2032                                                                   | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1758053.68   | 0.09%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                                 | SYNCHRONY CARD ISSUANCE TRUST 2025-A2 A 4.49% 05/15/2031                                           | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1013593.60   | 0.05%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GMF LEASING LLC                                                               | GMF LEASING LLC 4.64% 04/20/2029                                                                   | CUSIP: 362962AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $3796518.75   | 0.19%             | 2029-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                | TARGA RES CORP 4.9% 09/15/2030                                                                     | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    351000 | PA      | $358001.26    | 0.02%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA and NEW ZEALAND BANKING GROUP LTD NEW YORK BRANCH                   | AUSTRALIA and NZ BKG GRP LTD NEW YORK BRH 4.362% 06/18/2028                                        | CUSIP: 05253JB75<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2532273.23   | 0.13%             | 2028-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC 4.818%/VAR 06/13/2029                                                     | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $508005.32    | 0.03%             | 2029-06-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                | OMEGA HEALTHCARE INVESTORS INC 5.2% 07/01/2030                                                     | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2037971.18   | 0.10%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                           | BROWN and BROWN INC 4.7% 06/23/2028                                                                | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    628000 | PA      | $634077.61    | 0.03%             | 2028-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                           | BROWN and BROWN INC 4.9% 06/23/2030                                                                | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1300781.75   | 0.07%             | 2030-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                     | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 6.15% 01/15/2031                                         | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1741368.55   | 0.09%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                           | HUNGARY REPUBLIC OF 6% 09/26/2035 144A                                                             | CUSIP: 445545AW6<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    750000 | PA      | $780937.50    | 0.04%             | 2035-09-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | ENBRIDGE INC 4.6% 06/20/2028                                                                       | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    439000 | PA      | $443846.88    | 0.02%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | ENBRIDGE INC 4.9% 06/20/2030                                                                       | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2300000 | PA      | $2353996.36   | 0.12%             | 2030-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                       | AMERICA MOVIL SAB DE CV 5% 01/20/2033                                                              | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $2045780.00   | 0.10%             | 2033-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                             | EOG RESOURCES INC 4.4% 07/15/2028                                                                  | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3338394.97   | 0.17%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODS OPER LLC 4.6% 01/15/2031                                                          | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2536575.30   | 0.13%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                        | MARVELL TECHNOLOGY INC 4.75% 07/15/2030                                                            | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $328815.40    | 0.02%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                  | MEXICO UNITED MEXICAN STATES 5.85% 07/02/2032                                                      | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1500000 | PA      | $1548000.00   | 0.08%             | 2032-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                  | MEXICO UNITED MEXICAN STATES 6.625% 01/29/2038                                                     | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $316500.00    | 0.02%             | 2038-01-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL / JBS USA FOODS GROUP HOLDINGS INC / JBS USA FOOD CO | JBS USA HOLDING LUX SARL / JBS USA FOODS GROUP HOLDINGS INC / JBS USA FOOD CO 5.5% 01/15/2036 144A | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1791304.55   | 0.09%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                      | WASTE MANAGEMENT INC DEL 3.875% 01/15/2029                                                         | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3245277.43   | 0.16%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                        | CORP ANDINA DE FOMENTO 4.125% 06/30/2028                                                           | CUSIP: 219868CN4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |   1750000 | PA      | $1762285.00   | 0.09%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                            | HONDA MOTOR CO LTD 4.436% 07/08/2028                                                               | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   4500000 | PA      | $4540664.57   | 0.23%             | 2028-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                            | HONDA MOTOR CO LTD 4.688% 07/08/2030                                                               | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1300000 | PA      | $1316888.12   | 0.07%             | 2030-07-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                              | WELLTOWER OP LLC 4.5% 07/01/2030                                                                   | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2330698.03   | 0.12%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                    | MIZUHO FINL GROUP INC 4.711%/VAR 07/08/2031                                                        | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2448000 | PA      | $2484521.57   | 0.12%             | 2031-07-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                              | WILLIAMS COS INC 4.625% 06/30/2030                                                                 | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    707000 | PA      | $715071.38    | 0.04%             | 2030-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                              | WILLIAMS COS INC 5.3% 09/30/2035                                                                   | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1536166.62   | 0.08%             | 2035-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                | PUBLIC STORAGE 4.375% 07/01/2030                                                                   | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3035092.83   | 0.15%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 2.5% 04/01/2051#FM6799                                                                   | CUSIP: 3140XARV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1931697 | PA      | $1645237.91   | 0.08%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 5% 03/20/2055#MB0258                                                                       | CUSIP: 3618N5JC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7048339 | PA      | $7049153.32   | 0.35%             | 2055-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                           | SUMITOMO MITSUI FINL GRP INC 4.66%/VAR 07/08/2031                                                  | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2800000 | PA      | $2842120.90   | 0.14%             | 2031-07-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 2% 12/01/2055 #TBA                                                                         | CUSIP: 21H0206C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $20832.03     | 0.00%             | 2055-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 3.5% 12/01/2055 #TBA                                                                       | CUSIP: 21H0326C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2350000 | PA      | $2155390.63   | 0.11%             | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 4% 12/01/2055 #TBA                                                                         | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  36350000 | PA      | $34481384.63  | 1.73%             | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 5% 12/01/2055 #TBA                                                                         | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5900000 | PA      | $5893546.58   | 0.29%             | 2055-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 5% 12/01/2055 #TBA                                                                         | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -5900000 | PA      | $-5893546.58  | -0.29%            | 2055-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 6% 12/01/2055 #TBA                                                                         | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -8975000 | PA      | $-9145384.99  | -0.46%            | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 6% 12/01/2055 #TBA                                                                         | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8975000 | PA      | $9145384.99   | 0.46%             | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 6.5% 12/01/2055 #TBA                                                                       | CUSIP: 21H0626C6<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -4000000 | PA      | $-4122187.60  | -0.21%            | 2055-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 6.5% 12/01/2055 #TBA                                                                       | CUSIP: 21H0626C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $4122187.60   | 0.21%             | 2055-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 15YR 1.5% 12/01/2040 #TBA                                                                     | CUSIP: 01F0124C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    850000 | PA      | $766261.74    | 0.04%             | 2040-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 15YR 2% 12/01/2040 #TBA                                                                       | CUSIP: 01F0204C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1600000 | PA      | $1479375.04   | 0.07%             | 2040-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 15YR 4% 12/01/2040 #TBA                                                                       | CUSIP: 01F0404C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15000000 | PA      | $14796093.00  | 0.74%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 15YR 4.5% 12/01/2040 #TBA                                                                     | CUSIP: 01F0424C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $2000468.80   | 0.10%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 15YR 5% 12/01/2040 #TBA                                                                       | CUSIP: 01F0504C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3500000 | PA      | $3540468.75   | 0.18%             | 2040-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 2% 12/01/2055 #TBA                                                                       | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  38250000 | PA      | $31137890.63  | 1.56%             | 2055-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 2% 12/01/2055 #TBA                                                                       | CUSIP: 01F0206C8<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -26350000 | PA      | $-21450546.88 | -1.07%            | 2055-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 2.5% 12/01/2055 #TBA                                                                     | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  68000000 | PA      | $57874378.40  | 2.90%             | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 2.5% 12/01/2055 #TBA                                                                     | CUSIP: 01F0226C4<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -68000000 | PA      | $-57874378.40 | -2.90%            | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 3% 12/01/2055 #TBA                                                                       | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  21000000 | PA      | $18652265.10  | 0.93%             | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 3.5% 12/01/2055 #TBA                                                                     | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  59400000 | PA      | $54945000.00  | 2.75%             | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 3.5% 12/01/2055 #TBA                                                                     | CUSIP: 01F0326C3<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -59400000 | PA      | $-54945000.00 | -2.75%            | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 4% 12/01/2055 #TBA                                                                       | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  30000000 | PA      | $28579686.00  | 1.43%             | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 4.5% 12/01/2055 #TBA                                                                     | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $4894922.00   | 0.24%             | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 4.5% 12/01/2055 #TBA                                                                     | CUSIP: 01F0426C2<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -5000000 | PA      | $-4894922.00  | -0.24%            | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 5% 12/01/2055 #TBA                                                                       | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6240000 | PA      | $6228300.00   | 0.31%             | 2055-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 6% 12/01/2055 #TBA                                                                       | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3600000 | PA      | $3686343.84   | 0.18%             | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 6% 12/01/2055 #TBA                                                                       | CUSIP: 01F0606C4<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -3225000 | PA      | $-3302349.69  | -0.17%            | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 6.5% 12/01/2055 #TBA                                                                     | CUSIP: 01F0626C0<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -8500000 | PA      | $-8804804.90  | -0.44%            | 2055-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 6.5% 12/01/2055 #TBA                                                                     | CUSIP: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8500000 | PA      | $8804804.90   | 0.44%             | 2055-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                   | AMERICAN HONDA FINANCE CORP 4.55% 07/09/2027                                                       | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1816341.10   | 0.09%             | 2027-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR ACC MST TR                                                | AMERICAN EXPRESS CR ACC MST TR 4.51% 07/15/2032                                                    | CUSIP: 02582JKT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $2258252.70   | 0.11%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                         | JPMORGAN CHASE and CO 5.615%/VAR 07/23/2036                                                        | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2092476.00   | 0.10%             | 2036-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                                                     | PNC BANK NA PITTSBURGH PA 4.429%/VAR 07/21/2028                                                    | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012846.16   | 0.10%             | 2028-07-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                           | AMERICAN EXPRESS CO 4.351%/VAR 07/20/2029                                                          | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2722078.60   | 0.14%             | 2029-07-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                   | TRUIST BANK 4.42%/VAR 07/24/2028                                                                   | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2512059.10   | 0.13%             | 2028-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | SYNCHRONY FINANCIAL 5.019%/VAR 07/29/2029                                                          | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1817775.04   | 0.09%             | 2029-07-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | SYNCHRONY FINANCIAL 6%/VAR 07/29/2036                                                              | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2724330.70   | 0.14%             | 2036-07-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 3.875% 07/31/2030                                                                        | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7750000 | PA      | $7842636.68   | 0.39%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 4% 07/31/2032                                                                            | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $13684042.94  | 0.68%             | 2032-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | ALLY FINL INC 5.548%/VAR 07/31/2033                                                                | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1611195.55   | 0.08%             | 2033-07-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                          | ROYAL BANK OF CANADA 4.498%/VAR 08/06/2029                                                         | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2526007.35   | 0.13%             | 2029-08-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                | DEUTSCHE BANK AG NEW YORK BNCH 4.95%/VAR 08/04/2031                                                | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1521749.99   | 0.08%             | 2031-08-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                  | NEXTERA ENERGY CAP HLDGS INC 4.685% 09/01/2027                                                     | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707408.87    | 0.04%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 15YR 5% 07/01/2040#MA5771                                                                     | CUSIP: 31418FMV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4627786 | PA      | $4681665.42   | 0.23%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 5% 01/01/2056 #TBA                                                                         | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2950000 | PA      | $2943546.88   | 0.15%             | 2056-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 6% 01/01/2056 #TBA                                                                         | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6500000 | PA      | $6625683.35   | 0.33%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 6% 01/01/2056 #TBA                                                                         | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -2000000 | PA      | $-2038671.80  | -0.10%            | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 6.5% 01/01/2056 #TBA                                                                       | CUSIP: 21H062610<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $4115156.40   | 0.21%             | 2056-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 2% 01/01/2056 #TBA                                                                       | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  26350000 | PA      | $21459811.54  | 1.07%             | 2056-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 2.5% 01/01/2056 #TBA                                                                     | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  34000000 | PA      | $28945155.40  | 1.45%             | 2056-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 3.5% 01/01/2056 #TBA                                                                     | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  29700000 | PA      | $27465538.32  | 1.37%             | 2056-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 4.5% 01/01/2056 #TBA                                                                     | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2500000 | PA      | $2445410.25   | 0.12%             | 2056-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 6% 01/01/2056 #TBA                                                                       | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1950000 | PA      | $1996388.75   | 0.10%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                          | UMBS 30YR 6.5% 01/01/2056 #TBA                                                                     | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4250000 | PA      | $4404560.60   | 0.22%             | 2056-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                              | KILROY REALTY LP 5.875% 10/15/2035                                                                 | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    539000 | PA      | $546779.42    | 0.03%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WOART 2025-C                                                                  | WOART 2025-C A4 4.19% 11/17/2031                                                                   | CUSIP: 981936AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1006620.60   | 0.05%             | 2031-11-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 4.5% 11/01/2054#SL0454                                                                   | CUSIP: 31427MQG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6731176 | PA      | $6594257.21   | 0.33%             | 2054-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS HEALTH CORP 6.2% 09/15/2055                                                                    | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2072156.60   | 0.10%             | 2055-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                              | HF SINCLAIR CORP 5.5% 09/01/2032                                                                   | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3065766.48   | 0.15%             | 2032-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                               | NXP B V/NXP FDG LLC/NXP USA INC 4.3% 08/19/2028                                                    | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1019000 | PA      | $1021972.00   | 0.05%             | 2028-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                       | SIMON PROPERTY GROUP LP 4.375% 10/01/2030                                                          | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3024123.75   | 0.15%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                      | MAIN STR CAP CORP 5.4% 08/15/2028                                                                  | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004967.30   | 0.10%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                       | FHLM 30YR 6% 05/01/2055#SL1194                                                                     | CUSIP: 31427NKG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2697736 | PA      | $2766776.80   | 0.14%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                      | EQT CORP 7.5% 06/01/2027                                                                           | CUSIP: 26884LBH1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6094503.72   | 0.30%             | 2027-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 3.875% 08/31/2032                                                                        | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6325000 | PA      | $6362307.63   | 0.32%             | 2032-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 6% 02/01/2056 #TBA                                                                         | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $2037265.60   | 0.10%             | 2056-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                             | ARES CAPITAL CORP 5.1% 01/15/2031                                                                  | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1779158.77   | 0.09%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC 5.741%/VAR 09/10/2036                                                            | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1858647.60   | 0.09%             | 2036-09-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                | BLACKSTONE PRIVATE CREDIT FUND 5.05% 09/10/2030                                                    | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2218114.71   | 0.11%             | 2030-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2025-B                                            | VOLKSWAGEN AUTO LEASE TRUST 2025-B 4.01% 01/22/2029 144A                                           | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2305339.91   | 0.12%             | 2029-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC 5.174%/VAR 09/11/2036                                                                | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2459428.91   | 0.12%             | 2036-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                              | BRIXMOR OPERATING PARTNERSHIP LP 4.85% 02/15/2033                                                  | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1352333.00   | 0.07%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                       | SIERRA PACIFIC POWER CO 6.375%/VAR 12/15/2055                                                      | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1586090.72   | 0.08%             | 2055-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                        | WEBSTER FINANCIAL CORP 5.784%/VAR 09/11/2035                                                       | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1702313.70   | 0.09%             | 2035-09-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                    | ARES STRATEGIC INCOME FUND 4.85% 01/15/2029 144A                                                   | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1875781.95   | 0.09%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                                                | CAPITAL ONE MULTI-ASST EXEC TR 4.02% 09/15/2032                                                    | CUSIP: 14041NGG0<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2311921.13   | 0.12%             | 2032-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 4.5% 10/01/2054#SD8467                                                                   | CUSIP: 3132DWMQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3431053 | PA      | $3361262.41   | 0.17%             | 2054-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                     | GNII II 4.5% 08/20/2054#MA9849                                                                     | CUSIP: 36179Y5J9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4824434 | PA      | $4727296.29   | 0.24%             | 2054-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                               | SANTANDER UK GROUP HOLDINGS PLC 4.32%/VAR 09/22/2029                                               | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2250000 | PA      | $2252478.98   | 0.11%             | 2029-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                  | MEXICO UNITED MEXICAN STATES 5.375% 03/22/2033                                                     | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2100000 | PA      | $2094750.00   | 0.10%             | 2033-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                              | BAT CAPITAL CORP 4.625% 03/22/2033                                                                 | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2495777.35   | 0.12%             | 2033-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 3.875% 09/30/2032                                                                        | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2010937.50   | 0.10%             | 2032-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2025-B                                            | VOLKSWAGEN AUTO LEASE TRUST 2025-B 4% 05/20/2030                                                   | CUSIP: 92868BAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2980000 | PA      | $2987075.41   | 0.15%             | 2030-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                             | DELL INTL/EMC CORP 5.1% 02/15/2036                                                                 | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1797577.85   | 0.09%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTORS INC                                                 | NATIONAL HEALTH INVESTORS INC 5.35% 02/01/2033                                                     | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1294019.29   | 0.06%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                    | FNMA 30YR 6% 06/01/2055#MA5736                                                                     | CUSIP: 31418FLS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5395453 | PA      | $5523165.71   | 0.28%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2025-2                                                | BMW VEHICLE LEASE TRUST 2025-2 3.97% 09/25/2028                                                    | CUSIP: 05594HAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2502822.75   | 0.13%             | 2028-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                       | CRH AMER FIN INC 4.4% 02/09/2031                                                                   | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   2858000 | PA      | $2864463.97   | 0.14%             | 2031-02-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                       | CRH AMER FIN INC 5.6% 02/09/2056                                                                   | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1914589.14   | 0.10%             | 2056-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                 | FHLG 30YR 5.5% 09/01/2055#SL2817                                                                   | CUSIP: 31427QDX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2424876 | PA      | $2456407.74   | 0.12%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                     | UST NOTES 3.75% 10/31/2032                                                                         | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3491796.88   | 0.17%             | 2032-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                         | SOUTHWEST AIRLINES CO 4.375% 11/15/2028                                                            | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250021.21   | 0.06%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC 4.425%/VAR 11/04/2031                                                     | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1950000 | PA      | $1953969.67   | 0.10%             | 2031-11-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                          | ROYAL BANK OF CANADA 3.995%/VAR 11/03/2028                                                         | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2495975.98   | 0.12%             | 2028-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                            | META PLATFORMS INC 5.5% 11/15/2045                                                                 | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1200391.48   | 0.06%             | 2045-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                            | META PLATFORMS INC 5.625% 11/15/2055                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1147086.65   | 0.06%             | 2055-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                  | ALPHABET INC 5.45% 11/15/2055                                                                      | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2033105.50   | 0.10%             | 2055-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                     | LINCOLN NATIONAL CORP IND 5.35% 11/15/2035                                                         | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1254166.88   | 0.06%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                                                   | POLARIS INC 5.6% 03/01/2031                                                                        | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   1976000 | PA      | $2001481.47   | 0.10%             | 2031-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                           | GLOBAL PAYMENTS INC 4.5% 11/15/2028                                                                | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2809351.02   | 0.14%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                | TARGA RES CORP 4.35% 01/15/2029                                                                    | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    497000 | PA      | $498672.10    | 0.02%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                    | UNUM GROUP 5.25% 12/15/2035                                                                        | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2245445.89   | 0.11%             | 2035-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                | FAIRFAX FINANCIAL HLDGS LTD 5.75% 05/20/2035                                                       | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1044697.91   | 0.05%             | 2035-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                | FAIRFAX FINANCIAL HLDGS LTD 6.5% 05/20/2055                                                        | CUSIP: 303901BY7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1690000 | PA      | $1819750.21   | 0.09%             | 2055-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                    | VERIZON COMMUNICATIONS INC 5.875% 11/30/2045                                                       | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2370348.93   | 0.12%             | 2045-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                      | FLEX LTD 5.375% 11/13/2035                                                                         | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   1800000 | PA      | $1808582.22   | 0.09%             | 2035-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                  | ILLUMINA INC 4.75% 12/12/2030                                                                      | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2262097.53   | 0.11%             | 2030-12-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                | CANADIAN NATL RESOURCES LTD 5% 12/15/2029                                                          | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $512078.57    | 0.03%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | ENBRIDGE INC 4.5% 02/15/2031                                                                       | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2300000 | PA      | $2307049.80   | 0.12%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL FUNDING                                                           | VOYA GLOBAL FUNDING 4.6% 11/24/2030 144A                                                           | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2318957.57   | 0.12%             | 2030-11-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                            | CENOVUS ENERGY INC 5.4% 03/20/2036                                                                 | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    308000 | PA      | $311008.80    | 0.02%             | 2036-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                              | ASCENSION HEALTH 4.923% 11/15/2035                                                                 | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    498000 | PA      | $505882.85    | 0.03%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer