# EDGAR Filing Document

**Accession Number:** 0000914036
**File Stem:** 0001752724-23-020378
**Filing Date:** 2023-2
**Character Count:** 244582
**Document Hash:** abb9a62b9724d1438bb78a61cbb16347
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-020378.hdr.sgml**: 20230208

**ACCESSION NUMBER**: 0001752724-23-020378

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230208

**DATE AS OF CHANGE**: 20230208

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **CENTRAL INDEX KEY:** 0000914036
- **IRS NUMBER:** 521835648
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08090
- **FILM NUMBER:** 23598267

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802
- **BUSINESS PHONE:** 260-455-2000

**MAIL ADDRESS:**
- **STREET 1:** 1301 SOUTH HARRISON STREET
- **CITY:** FORT WAYNE
- **STATE:** IN
- **ZIP:** 46802

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AGGRESSIVE GROWTH FUND /
- **DATE OF NAME CHANGE:** 20031001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST
- **DATE OF NAME CHANGE:** 20030910

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LINCOLN NATIONAL AGGRESSIVE GROWTH FUND INC
- **DATE OF NAME CHANGE:** 19931025

## Series and Classes Contracts Data

### LVIP Delaware Wealth Builder Fund (Series ID: S000025133)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000074974 | Standard Class |  |
| C000074975 | Service Class  |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

- **b. Investment Company Act file number:** 811-08090

- **c. CIK number of Registrant:** 0000914036

- **d. LEI of Registrant:** 3EICVM5HD7FVBIM8WO57

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

  - **Street Address 1:** 1301 S. Harrison Street

  - **City:** FORT WAYNE

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46802

  - **Telephone number:** 260-455-2000

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

- **a. Name of Series:** LVIP Delaware Wealth Builder Fund

- **b. EDGAR series identifier (if any):** S000025133

- **c. LEI of Series:** 3Y6BP5A2QPZ3SM05XC85

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $126705791.02

**Total Liabilities:** $511073.12

**Net Assets:** $126194717.90

**Cash Not Reported:** $168211.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -36.86000000 | **1-Year:** -1361.25000000 | **5-Year:** -5013.32000000 | **10-Year:** -6951.46000000 | **30-Year:** -5174.04000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000074974 | 4.38%                | 5.21%                | -2.45%               |
| Class ID C000074975 | 4.35%                | 5.19%                | -2.47%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-426176.79              | $5453597.69                                |
| Month 2  | $-895826.81              | $7104325.67                                |
| Month 3  | $-290418.12              | $-3230662.69                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X5FW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34391 | PA      | $30760.73     | 0.02%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                            | Xcel Energy Inc                                                                 | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21344.32     | 0.02%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                | Honeywell International Inc                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      3922 | NS      | $840484.60    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                                | Discover Financial Services                                                     | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      8593 | NS      | $840653.19    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QQLR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212306 | PA      | $211450.41    | 0.17%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    195000 | PA      | $195274.22    | 0.15%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    182000 | PA      | $131973.89    | 0.10%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                              | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167579 | PA      | $149736.03    | 0.12%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                    | Jefferies Financial Group Inc                                                   | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26088.72     | 0.02%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13303.64     | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TACO BELL FUNDING, LLC                                     | Taco Bell Funding LLC                                                           | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297000 | PA      | $250971.83    | 0.20%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                 | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88313.67     | 0.07%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                   | EQT Corp                                                                        | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |      5443 | NS      | $184136.69    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                              | Independence Realty Trust Inc                                                   | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |      1304 | NS      | $21985.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                          | Cisco Systems Inc                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     24562 | NS      | $1170133.68   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                                    | Dow Inc                                                                         | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      4528 | NS      | $228165.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327490.19    | 0.26%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                             | Omega Healthcare Investors Inc                                                  | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |        83 | NS      | $2319.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    345000 | PA      | $287720.71    | 0.23%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                              | BlackRock Inc                                                                   | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       561 | NS      | $397541.43    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                       | Lockheed Martin Corp                                                            | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $410632.10    | 0.33%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31335BZT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40956 | PA      | $42513.85     | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                        | Dollar General Corp                                                             | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |      3162 | NS      | $778642.50    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                    | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61829.87     | 0.05%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     90000 | PA      | $77760.34     | 0.06%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                      | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61458.34     | 0.05%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                              | Accenture PLC                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       273 | NS      | $72847.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Residential                                         | Equity Residential                                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               |  | US        |     12216 | NS      | $720744.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                                | Workday Inc                                                                     | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9174.49      | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                            | Fidelity National Financial Inc                                                 | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |      3686 | NS      | $138667.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2017-GS5                                           | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $60069.77     | 0.05%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24971.57     | 0.02%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2015-NXS3                                 | CUSIP: 94989VAD1<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $61245.22     | 0.05%             | 2057-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                         | STORE Capital Corp                                                              | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               |  | US        |      1096 | NS      | $35137.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                   | Celanese US Holdings LLC                                                        | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24902.73     | 0.02%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                        | GS Mortgage-Backed Securities Trust 2021-PJ7                                    | CUSIP: 36262CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87889 | PA      | $70716.71     | 0.06%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CBX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    537100 | PA      | $529714.88    | 0.42%             | 2023-04-30      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                   | Vistra Operations Co LLC                                                        | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    320000 | PA      | $312870.40    | 0.25%             | 2025-05-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                | Vistra Corp                                                                     | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     12090 | NS      | $280488.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc                                   | F&G Annuities & Life Inc                                                        | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       250 | NS      | $5002.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                              | Welltower Inc                                                                   | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               |  | US        |      1264 | NS      | $82855.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                           | Vector Group Ltd                                                                | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      6333 | NS      | $75109.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3035000 | PA      | $2763746.88   | 2.19%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                      | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163675.40    | 0.13%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133BMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    459696 | PA      | $464154.35    | 0.37%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    221000 | PA      | $190640.66    | 0.15%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92922.45     | 0.07%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                 | JPMBB Commercial Mortgage Securities Trust 2015-C33                             | CUSIP: 46645JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $209401.08    | 0.17%             | 2048-12-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Evercore Inc                                               | Evercore Inc                                                                    | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       594 | NS      | $64793.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418D2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327989 | PA      | $301043.46    | 0.24%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                      | Jackson Financial Inc                                                           | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      6939 | NS      | $241407.81    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                          | Johnson & Johnson                                                               | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      8683 | NS      | $1533851.95   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY TEXAS INC                                          | Entergy Texas Inc                                                               | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    325000 | PA      | $233180.24    | 0.18%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Highwoods Properties Inc                                   | Highwoods Properties Inc                                                        | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |      1076 | NS      | $30106.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2015-3BP Mortgage Trust                                                    | CUSIP: 12592TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92506.45     | 0.07%             | 2035-02-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                         | Realty Income Corp                                                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               |  | US        |      1231 | NS      | $78082.33     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140KYPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66142 | PA      | $54592.49     | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                              | Citigroup Inc                                                                   | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190812.63    | 0.15%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                 | JPMBB Commercial Mortgage Securities Trust 2015-C31                             | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173626 | PA      | $164558.62    | 0.13%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39090.00     | 0.03%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                 | NetApp Inc                                                                      | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      5023 | NS      | $301681.38    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    115000 | PA      | $75077.87     | 0.06%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                   | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29078.66     | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                   | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65405.94     | 0.05%             | 2023-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                   | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $40000.32     | 0.03%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KPZK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107982 | PA      | $108534.37    | 0.09%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       345 | NS      | $182912.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Money Management Corporation                      | AMMC CLO 22 Ltd                                                                 | CUSIP: 00177HAA7<br>LEI: 549300ZW9D4NPX7LOC22 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $98516.20     | 0.08%             | 2031-04-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                            | Philip Morris International Inc                                                 | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      4952 | NS      | $501191.92    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140L2PU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75691 | PA      | $62193.45     | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XCB80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30519 | PA      | $26064.00     | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                       | International Business Machines Corp                                            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       438 | NS      | $61709.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14362.25     | 0.01%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Essential Properties Realty Trust Inc                      | Essential Properties Realty Trust Inc                                           | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |      1099 | NS      | $25793.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84770.25     | 0.07%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                       | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                          | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    136000 | PA      | $112559.67    | 0.09%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133AAMW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180132 | PA      | $153566.56    | 0.12%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X4W77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31758 | PA      | $31615.91     | 0.03%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                    | Marathon Petroleum Corp                                                         | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |      3887 | NS      | $452407.93    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTLAKE CORP                                              | Westlake Corp                                                                   | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    270000 | PA      | $166232.66    | 0.13%             | 2051-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QKQH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23204 | PA      | $19702.74     | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45478.64     | 0.04%             | 2025-10-28      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Four Corners Property Trust Inc                            | Four Corners Property Trust Inc                                                 | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |       607 | NS      | $15739.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                               | WP Carey Inc                                                                    | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |       200 | NS      | $15630.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                    | UDR Inc                                                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               |  | US        |       232 | NS      | $8985.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                                          | Atmos Energy Corp                                                               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88725.36     | 0.07%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140Q7SL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35033 | PA      | $31020.47     | 0.02%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                | Paychex Inc                                                                     | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      3470 | NS      | $400993.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond - WI Reopening                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $78325.00     | 0.06%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                       | Lockheed Martin Corp                                                            | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32980.31     | 0.03%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QNUY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139763 | PA      | $118525.59    | 0.09%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust              | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                   | CUSIP: 46590MAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $53527.21     | 0.04%             | 2049-08-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                        | Sherwin-Williams Co/The                                                         | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    175000 | PA      | $119612.66    | 0.09%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132D6CX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301553 | PA      | $299881.43    | 0.24%             | 2037-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                 | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      3822 | NS      | $617673.42    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                          | Tractor Supply Co                                                               | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      1871 | NS      | $420918.87    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd                                   | Asahi Group Holdings Ltd                                                        | CUSIP: 000000000<br>LEI: 353800KAJ02XNHLCJW79 | Long             | EC               | CORP              | JP        |      1500 | NS      | $47077.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Publicis Groupe SA                                         | Publicis Groupe SA                                                              | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      1510 | NS      | $96045.22     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132CWKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166642 | PA      | $156095.65    | 0.12%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19646.86     | 0.02%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432ND3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    330000 | PA      | $316720.92    | 0.25%             | 2025-01-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                               | Unilever PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      5050 | NS      | $255319.38    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc                                                 | Ventas Inc                                                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |       499 | NS      | $22479.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FannieMae Grantor Trust                                    | Fannie Mae Grantor Trust 2001-T7                                                | CUSIP: 31359S6X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        16 | PA      | $16.32        | 0.00%             | 2041-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                               | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247417.44    | 0.20%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                     | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      2220 | NS      | $229060.99    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                        | Amadeus IT Group SA                                                             | CUSIP: 000000000<br>LEI: 9598004A3FTY3TEHHN09 | Long             | EC               | CORP              | ES        |      5080 | NS      | $264009.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2020-555                                    | CUSIP: 17328EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $83514.51     | 0.07%             | 2041-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                           | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    180000 | PA      | $141865.82    | 0.11%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                          | State Street Corp                                                               | CUSIP: 857477AN3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    480000 | PA      | $468450.83    | 0.37%             | 2024-12-16      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                       | WEC Energy Group Inc                                                            | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31188.97     | 0.02%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                   | Teledyne Technologies Inc                                                       | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53150.56     | 0.04%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $32559.19     | 0.03%             | 2049-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae I Pool                                                               | CUSIP: 3617MN3S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18613 | PA      | $16529.79     | 0.01%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                        | SVB Financial Group                                                             | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    325000 | PA      | $237097.53    | 0.19%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                     | Aviation Capital Group LLC                                                      | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    165000 | PA      | $144117.16    | 0.11%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135373.83    | 0.11%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                 | US Bancorp                                                                      | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61393.58     | 0.05%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                        | Cognizant Technology Solutions Corp                                             | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     11741 | NS      | $671467.79    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                                 | Masco Corp                                                                      | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |      2502 | NS      | $116768.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                                       | Western Union Co/The                                                            | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     19084 | NS      | $262786.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131433 | PA      | $111931.56    | 0.09%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $226462.50    | 0.18%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                   | eBay Inc                                                                        | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      3028 | NS      | $125571.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                          | EOG Resources Inc                                                               | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1534 | NS      | $198683.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5163.38      | 0.00%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                            | Nevada Power Co                                                                 | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    165000 | PA      | $111493.05    | 0.09%             | 2050-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                   | NIKE Inc                                                                        | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      2624 | NS      | $307034.24    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CD Commercial Mortgage Trust                               | CD 2019-CD8 Mortgage Trust                                                      | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $348750.68    | 0.28%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2016-CR28 Mortgage Trust                                                   | CUSIP: 12593YBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $47720.71     | 0.04%             | 2049-02-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp                                       | Regency Centers Corp                                                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |       674 | NS      | $42125.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                                       | Parker-Hannifin Corp                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179485.98    | 0.14%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                       | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      5835 | NS      | $191971.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $277612.97    | 0.22%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    770000 | PA      | $785760.94    | 0.62%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                 | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    217000 | PA      | $185740.99    | 0.15%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140H3XP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127029 | PA      | $117843.57    | 0.09%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                           | Novo Nordisk A/S                                                                | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      1550 | NS      | $209290.61    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XH6L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177890 | PA      | $175560.19    | 0.14%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                | Workday Inc                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132410.54    | 0.10%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X9LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51430 | PA      | $42354.45     | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KPYZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169338 | PA      | $163154.16    | 0.13%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                               | Stryker Corp                                                                    | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44779.65     | 0.04%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22829.15     | 0.02%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                      | Entergy Louisiana LLC                                                           | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17731.21     | 0.01%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                               | Comcast Corp                                                                    | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     20247 | NS      | $708037.59    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132DVLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71462 | PA      | $61371.62     | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Invesco Ltd                                                | Invesco Ltd                                                                     | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     10772 | NS      | $193788.28    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2020-GC47                                          | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $28620.78     | 0.02%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                     | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16751.90     | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36217 | PA      | $35544.37     | 0.03%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1930000 | PA      | $1937086.73   | 1.53%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CubeSmart                                                  | CubeSmart                                                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |       204 | NS      | $8211.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                  | Orange SA                                                                       | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |      7690 | NS      | $76398.93     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc                                        | Sun Communities Inc                                                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               |  | US        |       257 | NS      | $36751.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    618826 | PA      | $505276.27    | 0.40%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                               | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    163000 | PA      | $130030.40    | 0.10%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                      | Truist Financial Corp                                                           | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     15700 | NS      | $675571.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR ULTRA FUT MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -9 | NC      | $1456.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140K16M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156747 | PA      | $143768.00    | 0.11%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                         | Coterra Energy Inc                                                              | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      8110 | NS      | $199262.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                                      | Dell Technologies Inc                                                           | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      5418 | NS      | $217911.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Man GLG US CLO 2018-1 Ltd                                  | Man GLG US CLO                                                                  | CUSIP: 26829CAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $244210.75    | 0.19%             | 2030-04-22      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                               | CD 2016-CD2 Mortgage Trust                                                      | CUSIP: 12515ABD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56780 | PA      | $52981.21     | 0.04%             | 2049-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boston Properties Inc                                      | Boston Properties Inc                                                           | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               |  | US        |        97 | NS      | $6555.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                                   | Microchip Technology Inc                                                        | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       894 | NS      | $62803.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                               | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      2890 | NS      | $325789.70    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132DPCK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135532 | PA      | $136224.67    | 0.11%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                    | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    102000 | PA      | $96307.26     | 0.08%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Phillips Edison & Co Inc                                   | Phillips Edison & Co Inc                                                        | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |      1148 | NS      | $36552.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293008.89    | 0.23%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2022-BNK41                                                                 | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $63834.06     | 0.05%             | 2065-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                      | Carlyle Group Inc/The                                                           | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |      6298 | NS      | $187932.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sodexo SA                                                  | Sodexo SA                                                                       | CUSIP: 000000000<br>LEI: 969500LCBOG12HXPYM84 | Long             | EC               | CORP              | FR        |      2450 | NS      | $234670.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                           | Roche Holding AG                                                                | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       580 | NS      | $182220.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Securitas AB                                               | Securitas AB                                                                    | CUSIP: 000000000<br>LEI: 635400TTYKE8EIWDS617 | Long             | EC               | CORP              | SE        |     27140 | NS      | $226174.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| APTIV PLC                                                  | Aptiv PLC                                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    287000 | PA      | $169613.22    | 0.13%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                      | American Homes 4 Rent                                                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |       720 | NS      | $21700.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2020-B20 Mortgage Trust                                               | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $40473.41     | 0.03%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62146.50     | 0.05%             | 2025-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 10YR NOTE (CBT)MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -13 | NC      | $3842.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer-Daniels-Midland Co                                  | Archer-Daniels-Midland Co                                                       | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | EC               | CORP              | US        |      8700 | NS      | $807795.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                                | Southern Co/The                                                                 | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76722.40     | 0.06%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QQPB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307374 | PA      | $308199.44    | 0.24%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essity AB                                                  | Essity AB                                                                       | CUSIP: 000000000<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |      7860 | NS      | $205861.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386718 | PA      | $329341.33    | 0.26%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties Inc                          | Gaming and Leisure Properties Inc                                               | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |      1244 | NS      | $64799.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                       | Edison International                                                            | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     11200 | NS      | $712544.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X6MU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53665 | PA      | $51237.25     | 0.04%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                                   | Indianapolis Power & Light Co                                                   | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41023.37     | 0.03%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137661.83    | 0.11%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26741.10     | 0.02%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Terreno Realty Corp                                        | Terreno Realty Corp                                                             | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |       399 | NS      | $22691.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO-DOMINION BANK                                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $125664.55    | 0.10%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                       | Lockheed Martin Corp                                                            | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       207 | NS      | $100703.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                            | CFCRE Commercial Mortgage Trust 2016-C7                                         | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $89418.46     | 0.07%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                  | H & M Hennes & Mauritz AB                                                       | CUSIP: 000000000<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |      8230 | NS      | $88524.05     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    180000 | PA      | $132256.86    | 0.10%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                   | American Water Capital Corp                                                     | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    190000 | PA      | $181774.45    | 0.14%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                             | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      2534 | NS      | $504874.16    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40841.34     | 0.03%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                   | Discovery Communications LLC                                                    | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    510000 | PA      | $306444.58    | 0.24%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29458.86     | 0.02%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EGF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316785 | PA      | $300117.34    | 0.24%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358666 | PA      | $364068.58    | 0.29%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kao Corp                                                   | Kao Corp                                                                        | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |      4500 | NS      | $180185.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                    | Essential Utilities Inc                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25162.07     | 0.02%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132DNEW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192198 | PA      | $175190.68    | 0.14%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                        | Apex Credit Clo 2018-I Ltd                                                      | CUSIP: 03755HAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $97888.40     | 0.08%             | 2031-04-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                              | CUSIP: 36193FLJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2320 | PA      | $2413.92      | 0.00%             | 2037-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QQNR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213802 | PA      | $210845.24    | 0.17%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                             | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      7136 | NS      | $1711355.52   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294513 | PA      | $279016.73    | 0.22%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                            | Dollar Tree Inc                                                                 | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | EC               | CORP              | US        |      5100 | NS      | $721344.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Cedar Funding Ltd                                          | Cedar Funding IX CLO Ltd                                                        | CUSIP: 15033EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $492440.00    | 0.39%             | 2031-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                      | Applied Materials Inc                                                           | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      1898 | NS      | $184827.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAP MARKETS AMERICA                                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37505.69     | 0.03%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                    | Kite Realty Group Trust                                                         | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |       654 | NS      | $13766.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                               | Autodesk Inc                                                                    | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59911.77     | 0.05%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance Plc                           | Grace Trust 2020-GRCE                                                           | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $154014.38    | 0.12%             | 2040-12-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                   | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     22000 | PA      | $16093.15     | 0.01%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2013-CCRE6 Mortgage Trust                                                  | CUSIP: 12624XAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $38864.19     | 0.03%             | 2046-03-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2019-C7                                     | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $431689.10    | 0.34%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                        | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               |  | US        |       564 | NS      | $82157.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      2915 | NS      | $425998.10    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                            | Best Buy Co Inc                                                                 | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      3718 | NS      | $298220.78    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                               | Chevron Corp                                                                    | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1783 | NS      | $320030.67    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2014-CCRE19 Mortgage Trust                                                 | CUSIP: 12592GBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $28964.53     | 0.02%             | 2047-08-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                  | Boeing Co/The                                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86272.57     | 0.07%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KPZH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123498 | PA      | $125687.18    | 0.10%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LP                                   | Viper Energy Partners LP                                                        | CUSIP: 92763M105<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |      3059 | NS      | $97245.61     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                                        | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $166951.20    | 0.13%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2014-CCRE20 Mortgage Trust                                                 | CUSIP: 12592LBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85000 | PA      | $79476.54     | 0.06%             | 2047-11-10      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132DNGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    478234 | PA      | $406038.82    | 0.32%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                     | Bank of New York Mellon Corp/The                                                | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    180000 | PA      | $172823.40    | 0.14%             | 2025-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    325000 | PA      | $310191.27    | 0.25%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                   | Ginnie Mae II Pool                                                              | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82443 | PA      | $81712.52     | 0.06%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                 | Cigna Corp                                                                      | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2300 | NS      | $762082.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Trafigura Securitisation Finance Plc                       | Trafigura Securitisation Finance PLC 2021-1                                     | CUSIP: 892725AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    500000 | PA      | $453453.70    | 0.36%             | 2025-01-15      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                   | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108007 | PA      | $107380.73    | 0.09%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    295000 | PA      | $259272.94    | 0.21%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund | State Street Institutional US Government Money Market Fund                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   3506714 | NS      | $3506713.82   | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                                       | Lamar Advertising Co                                                            | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |       127 | NS      | $11988.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Bank                                                | Truist Bank                                                                     | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    522000 | PA      | $488167.78    | 0.39%             | 2029-09-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                            | CVS Health Corp                                                                 | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      7708 | NS      | $718308.52    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                      | DuPont de Nemours Inc                                                           | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     12000 | NS      | $823560.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                                  | adidas AG                                                                       | CUSIP: 000000000<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |      1380 | NS      | $188286.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KPN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150123 | PA      | $149054.45    | 0.12%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Property Group Inc                                 | Brixmor Property Group Inc                                                      | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |      2629 | NS      | $59599.43     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31335BWN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182985 | PA      | $179699.81    | 0.14%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                         | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      7610 | NS      | $661156.80    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9827.78      | 0.01%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                              | Principal Financial Group Inc                                                   | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      5216 | NS      | $437726.72    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                    | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    125000 | PA      | $78474.82     | 0.06%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KYX79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162763 | PA      | $161906.37    | 0.13%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Robert Half International Inc                              | Robert Half International Inc                                                   | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       775 | NS      | $57218.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                             | Home Depot Inc/The                                                              | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    270000 | PA      | $235425.75    | 0.19%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                        | Fifth Third Bancorp                                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    134000 | PA      | $122430.21    | 0.10%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140N0WW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205403 | PA      | $197863.77    | 0.16%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                         | Smith & Nephew PLC                                                              | CUSIP: 000000000<br>LEI: 213800ZTMDN8S67S1H61 | Long             | EC               | CORP              | GB        |     19490 | NS      | $261425.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                             | Public Storage                                                                  | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |       494 | NS      | $138413.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140J9T68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329820 | PA      | $295417.54    | 0.23%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KKMZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117256 | PA      | $99449.82     | 0.08%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                 | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10323.04     | 0.01%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                           | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      8017 | NS      | $884275.10    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust              | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11                  | CUSIP: 46639YAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $29708.01     | 0.02%             | 2046-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                                      | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35647.80     | 0.03%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Air Liquide SA                                             | Air Liquide SA                                                                  | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      1870 | NS      | $265030.45    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                                  | Nestle SA                                                                       | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      2480 | NS      | $287359.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                     | Credit Suisse Group AG                                                          | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    475000 | PA      | $432580.66    | 0.34%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3138ESAD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    205365 | PA      | $212195.51    | 0.17%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                          | Atmos Energy Corp                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32354.78     | 0.03%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                   | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $152633.37    | 0.12%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                  | Host Hotels & Resorts Inc                                                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |      2356 | NS      | $37813.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust LP                                    | Digital Realty Trust LP                                                         | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     40000 | PA      | $37869.76     | 0.03%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140J76A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479630 | PA      | $427512.98    | 0.34%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                            | American Financial Group Inc/OH                                                 | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      2933 | NS      | $402642.24    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT Inc                               | Plymouth Industrial REIT Inc                                                    | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               |  | US        |       452 | NS      | $8669.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                                             | EPR Properties                                                                  | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |       457 | NS      | $17238.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    565000 | PA      | $398677.55    | 0.32%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Douglas Emmett Inc                                         | Douglas Emmett Inc                                                              | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |       316 | NS      | $4954.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22372.02     | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                 | JPMDB Commercial Mortgage Securities Trust 2016-C2                              | CUSIP: 46590LAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $69240.81     | 0.05%             | 2049-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                            | TJX Cos Inc/The                                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     16755 | NS      | $1333698.00   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Commercial Real Estate Lending                      | Cantor Commercial Real Estate Lending 2019-CF1                                  | CUSIP: 12529MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $138497.72    | 0.11%             | 2052-05-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204293.47    | 0.16%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QADH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31046 | PA      | $30397.85     | 0.02%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Life Storage Inc                                           | Life Storage Inc                                                                | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               |  | US        |       544 | NS      | $53584.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1955000 | PA      | $1953472.66   | 1.55%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176461 | PA      | $151731.87    | 0.12%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust              | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                   | CUSIP: 46590KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $28538.85     | 0.02%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                    | Southwestern Electric Power Co                                                  | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    460000 | PA      | $435982.81    | 0.35%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SWAP JP MORGAN BOC                                         | SWAP JP MORGAN BOC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | GB        |      2172 | NS      | $2324.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238749.57    | 0.19%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care AG & Co KGaA                        | Fresenius Medical Care AG & Co KGaA                                             | CUSIP: 000000000<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |      3050 | NS      | $99807.11     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                                          | Kimco Realty Corp                                                               | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               |  | US        |      2008 | NS      | $42529.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                               | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10236.21     | 0.01%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                        | Sound Point Clo XXI Ltd                                                         | CUSIP: 83613HAA5<br>LEI: 5493001O6AOY43J70E72 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $243937.25    | 0.19%             | 2031-10-26      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188197 | PA      | $181165.25    | 0.14%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QGPL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147801 | PA      | $126041.79    | 0.10%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US 5YR NOTE (CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        13 | NC      | $68.87        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27619.61     | 0.02%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2017-BNK5                                                                  | CUSIP: 06541WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $44495.90     | 0.04%             | 2060-06-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    355000 | PA      | $311235.16    | 0.25%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                     | US LONG BOND(CBT) MAR23                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         4 | NC      | $84.83        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                   | AT&T Inc                                                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      8876 | NS      | $163407.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FELLS POINT FUNDING TR                                     | Fells Point Funding Trust                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $91009.12     | 0.07%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    505633 | PA      | $470553.71    | 0.37%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                               | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2561 | NS      | $1431931.93   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                                  | Amgen Inc                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       290 | NS      | $76165.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust                       | Toyota Auto Loan Extended Note Trust 2022-1                                     | CUSIP: 89231EAA1<br>LEI: 549300VJ12IVOF78MZ11 | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $255774.02    | 0.20%             | 2035-04-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     85000 | PA      | $66425.40     | 0.05%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                 | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    320000 | PA      | $221078.30    | 0.18%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                   | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103564.25    | 0.08%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                    | Digital Realty Trust LP                                                         | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |     65000 | PA      | $65429.75     | 0.05%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                       | Entegris Escrow Corp                                                            | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36477.49     | 0.03%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                               | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $85117.76     | 0.07%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31416YJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8331 | PA      | $8013.48      | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X9HW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50242 | PA      | $41039.67     | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    125000 | PA      | $76729.20     | 0.06%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X6Q38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94686 | PA      | $88615.74     | 0.07%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Essex Property Trust Inc                                   | Essex Property Trust Inc                                                        | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               |  | US        |       317 | NS      | $67178.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERSOURCE ENERGY                                          | Eversource Energy                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27620.93     | 0.02%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                 | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     16300 | NS      | $710843.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                                 | Zoetis Inc                                                                      | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15299.67     | 0.01%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Spirit Realty Capital Inc                                  | Spirit Realty Capital Inc                                                       | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               |  | US        |       830 | NS      | $33141.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                         | Home Depot Inc/The                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      2110 | NS      | $666464.60    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Infrastructure Funding LLC                         | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $176103.66    | 0.14%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                      | Camden Property Trust                                                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |       349 | NS      | $39046.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132DNVR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    597702 | PA      | $563773.85    | 0.45%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70549.73     | 0.06%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                         | Conagra Brands Inc                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     20900 | NS      | $808830.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Fleet Financing LLC                             | Enterprise Fleet Financing 2022-2 LLC                                           | CUSIP: 29374JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $157761.55    | 0.13%             | 2029-05-21      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                          | Iron Mountain Inc                                                               | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |      2629 | NS      | $131055.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                              | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     10770 | NS      | $309431.41    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2021-B24 Mortgage Trust                                               | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47000 | PA      | $39225.46     | 0.03%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                   | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     36000 | PA      | $22327.52     | 0.02%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                            | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    490000 | PA      | $446357.70    | 0.35%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132DVKS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78138 | PA      | $77089.80     | 0.06%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $3273.83      | 0.00%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19793.97     | 0.02%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                      | Southern California Gas Co                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87604.00     | 0.07%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                        | COMM 2015-CCRE23 Mortgage Trust                                                 | CUSIP: 12593ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $33215.42     | 0.03%             | 2048-05-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                        | Synchrony Financial                                                             | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      7812 | NS      | $256702.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                     | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    155000 | PA      | $141147.70    | 0.11%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                   | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     66000 | PA      | $46954.42     | 0.04%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KYVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    547753 | PA      | $481727.82    | 0.38%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                   | Baxter International Inc                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     18000 | PA      | $11616.79     | 0.01%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KMJG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76962 | PA      | $68042.62     | 0.05%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132ADXY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77826 | PA      | $76168.59     | 0.06%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121847.92    | 0.10%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Gold Pool                                                           | CUSIP: 31335BXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65835 | PA      | $58638.61     | 0.05%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X5TL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37997 | PA      | $37127.22     | 0.03%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2019-BNK20                                                                 | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395000 | PA      | $346325.81    | 0.27%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2019-B10 Mortgage Trust                                               | CUSIP: 08162VAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $187057.53    | 0.15%             | 2062-03-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                          | SITE Centers Corp                                                               | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |      1215 | NS      | $16596.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QLRB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121459 | PA      | $103728.12    | 0.08%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                          | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     15115 | NS      | $273279.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc                           | Piedmont Office Realty Trust Inc                                                | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |      1354 | NS      | $12416.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                                 | PacifiCorp                                                                      | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12895.49     | 0.01%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418A7B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83476 | PA      | $82017.40     | 0.06%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Xtrackers USD High Yield Corporate Bond ETF                | Xtrackers USD High Yield Corporate Bond ETF                                     | CUSIP: 233051432<br>LEI: 5493000ENPC36KSKPY20 | Long             | EC               | RF                | US        |     39676 | NS      | $1337477.96   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QQSQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111593 | PA      | $112884.35    | 0.09%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Macy's Inc                                                 | Macy's Inc                                                                      | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     12413 | NS      | $256328.45    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                  | AvalonBay Communities Inc                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |       324 | NS      | $52332.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207244 | PA      | $204377.63    | 0.16%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                 | Fidelity National Information Services Inc                                      | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      8282 | NS      | $561933.70    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140J83Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56316 | PA      | $58241.30     | 0.05%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Urban Edge Properties                                      | Urban Edge Properties                                                           | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |       399 | NS      | $5621.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Eaton Vance Clo 2021-1 Ltd                  | Morgan Stanley Eaton Vance Clo 2021-1 Ltd                                       | CUSIP: 61773KAA0<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242999.50    | 0.19%             | 2034-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     35000 | PA      | $21943.57     | 0.02%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                   | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $36094.02     | 0.03%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                       | FREMF 2017-K71 Mortgage Trust                                                   | CUSIP: 35708WAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35000 | PA      | $32185.89     | 0.03%             | 2050-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                      | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                 | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $54185.75     | 0.04%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                   | APA Corp                                                                        | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |      6044 | NS      | $282133.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                  | Danone SA                                                                       | CUSIP: 000000000<br>LEI: 969500KMUQ2B6CBAF162 | Long             | EC               | CORP              | FR        |      3760 | NS      | $198145.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                | MetLife Inc                                                                     | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     17967 | NS      | $1300271.79   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                               | Newmont Corp                                                                    | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    520000 | PA      | $442070.18    | 0.35%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                    | Jefferies Financial Group Inc                                                   | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $381419.75    | 0.30%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Apple Hospitality REIT Inc                                 | Apple Hospitality REIT Inc                                                      | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |      3166 | NS      | $49959.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                     | United States Treasury Strip Principal                                          | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1275000 | PA      | $523312.43    | 0.41%             | 2044-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    435000 | PA      | $293597.24    | 0.23%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                 | Pfizer Inc                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     11121 | NS      | $569840.04    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3131XW4R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    478670 | PA      | $443932.74    | 0.35%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                            | Ross Stores Inc                                                                 | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |      3649 | NS      | $423539.43    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                                        | Otis Worldwide Corp                                                             | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    620000 | PA      | $520923.57    | 0.41%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Outfront Media Inc                                         | Outfront Media Inc                                                              | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |       947 | NS      | $15701.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                          | State Street Corp                                                               | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35929.44     | 0.03%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                 | Verizon Communications Inc                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     25009 | NS      | $985354.60    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     10200 | NS      | $833748.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                    | Jefferies Financial Group Inc                                                   | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14613.74     | 0.01%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                      | Bath & Body Works Inc                                                           | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      7644 | NS      | $322118.16    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMONT CORP                                               | Newmont Corp                                                                    | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52243.08     | 0.04%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Makita Corp                                                | Makita Corp                                                                     | CUSIP: 000000000<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |      5300 | NS      | $124382.81    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Raytheon Technologies Corp                                 | Raytheon Technologies Corp                                                      | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      8279 | NS      | $835516.68    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP                                        | SVB Financial Group                                                             | CUSIP: 78486QAS0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     47000 | PA      | $41585.11     | 0.03%             | 2033-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QAJA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50804 | PA      | $49731.76     | 0.04%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Storage Affiliates Trust                          | National Storage Affiliates Trust                                               | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               |  | US        |       490 | NS      | $17698.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $137529.77    | 0.11%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                             | Blackstone Inc                                                                  | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      3344 | NS      | $248091.36    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     45000 | PA      | $28359.49     | 0.02%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1175000 | PA      | $817083.98    | 0.65%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    745000 | PA      | $596931.25    | 0.47%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                 | Dover Corp                                                                      | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      5772 | NS      | $781586.52    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp                                     | AmerisourceBergen Corp                                                          | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      2684 | NS      | $444765.64    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS INC                                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9622.43      | 0.01%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                            | Nevada Power Co                                                                 | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     85000 | PA      | $90590.73     | 0.07%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank                                                       | BANK 2020-BNK25                                                                 | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $682626.96    | 0.54%             | 2063-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty Corp                                         | Kilroy Realty Corp                                                              | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |       346 | NS      | $13379.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    390000 | PA      | $321323.44    | 0.25%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QCKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437777 | PA      | $404997.73    | 0.32%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                          | Devon Energy Corp                                                               | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      1100 | NS      | $67661.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2016-P3                                     | CUSIP: 29429CAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $134678.45    | 0.11%             | 2049-04-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                           | Altria Group Inc                                                                | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      9222 | NS      | $421537.62    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                                        | VICI Properties Inc                                                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |      7644 | NS      | $247665.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Russell 2000 ETF                                  | Vanguard Russell 2000 ETF                                                       | CUSIP: 92206C664<br>LEI: XEI53B997NKJZOPQID97 | Long             | EC               | RF                | US        |     19366 | NS      | $1362785.42   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30640.05     | 0.02%             | 2026-10-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132CWQB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197400 | PA      | $176567.78    | 0.14%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    410000 | PA      | $379354.78    | 0.30%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KYWT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58886 | PA      | $52602.19     | 0.04%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25949.15     | 0.02%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                   | Teledyne Technologies Inc                                                       | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64577.05     | 0.05%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                             | Starbucks Corp                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1961 | NS      | $194531.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley BAML Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17                     | CUSIP: 61763UAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $38498.85     | 0.03%             | 2047-08-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Sturm Ruger & Co Inc                                       | Sturm Ruger & Co Inc                                                            | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      1241 | NS      | $62819.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI EAFE ETF                                 | iShares Core MSCI EAFE ETF                                                      | CUSIP: 46432F842<br>LEI: 5493009FT582MI7Y3I36 | Long             | EC               | RF                | US        |       350 | NS      | $21574.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                                   | Simon Property Group Inc                                                        | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |       636 | NS      | $74717.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KEY BANK NA                                                | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234229.27    | 0.19%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140J6EW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100073 | PA      | $104504.01    | 0.08%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                            | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31733.20     | 0.03%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                               | Newmont Corp                                                                    | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35825.02     | 0.03%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X4W69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34489 | PA      | $34189.85     | 0.03%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140J9T84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146816 | PA      | $131091.92    | 0.10%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X9XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71995 | PA      | $64215.89     | 0.05%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                             | Morgan Stanley Capital I Trust 2019-L3                                          | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $87187.51     | 0.07%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                   | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32734.02     | 0.03%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                             | PulteGroup Inc                                                                  | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3886 | NS      | $176929.58    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DEVON ENERGY CORPORATION                                   | Devon Energy Corp                                                               | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    160000 | PA      | $135437.87    | 0.11%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 31329QHG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24500 | PA      | $23999.26     | 0.02%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XCLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49857 | PA      | $42583.27     | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26195.12     | 0.02%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X65P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105153 | PA      | $94148.57     | 0.07%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2015-GC32                                          | CUSIP: 36250PAD7<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $28696.81     | 0.02%             | 2048-07-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4672.85      | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CF Industries Holdings Inc                                 | CF Industries Holdings Inc                                                      | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      2337 | NS      | $199112.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc                               | Monolithic Power Systems Inc                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       820 | NS      | $289960.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                               | QUALCOMM Inc                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      3164 | NS      | $347850.16    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                  | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    342000 | PA      | $342843.58    | 0.27%             | 2053-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chatham Lodging Trust                                      | Chatham Lodging Trust                                                           | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |      1563 | NS      | $19178.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI PROPERTIES LP                                         | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    160000 | PA      | $152306.77    | 0.12%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                    | DBJPM 16-C1 Mortgage Trust                                                      | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $69625.73     | 0.06%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KPYY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261781 | PA      | $252221.32    | 0.20%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                      | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29440.79     | 0.02%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                                 | Diageo PLC                                                                      | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |      6690 | NS      | $295207.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                       | LXP Industrial Trust                                                            | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |      1860 | NS      | $18637.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118414 | PA      | $118732.17    | 0.09%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133APYB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122381 | PA      | $103653.12    | 0.08%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                         | Ally Financial Inc                                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |      5443 | NS      | $133081.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                          | Lam Research Corp                                                               | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       747 | NS      | $313964.10    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $213871.12    | 0.17%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                   | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1291 | NS      | $401978.67    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61938.27     | 0.05%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X5YV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41152 | PA      | $38437.59     | 0.03%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                        | Otis Worldwide Corp                                                             | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |       219 | NS      | $17149.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                                                   | KLA Corp                                                                        | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       673 | NS      | $253741.19    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XHBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320083 | PA      | $282764.23    | 0.22%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140J7RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2327 | PA      | $2406.43      | 0.00%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ethan Allen Interiors Inc                                  | Ethan Allen Interiors Inc                                                       | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3016 | NS      | $79682.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                                      | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1500 | NS      | $818415.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW LLC/CDW FINANCE                                        | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13317.27     | 0.01%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                         | Athene Holding Ltd                                                              | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |     55000 | PA      | $37111.58     | 0.03%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140QQUN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99252 | PA      | $100400.99    | 0.08%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                        | Citigroup Commercial Mortgage Trust 2014-GC25                                   | CUSIP: 17322YAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $43354.17     | 0.03%             | 2047-10-10      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XBC32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23911 | PA      | $21210.56     | 0.02%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Agree Realty Corp                                          | Agree Realty Corp                                                               | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |       353 | NS      | $25038.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Knorr-Bremse AG                                            | Knorr-Bremse AG                                                                 | CUSIP: 000000000<br>LEI: 5299001GRRO0Z25YZT52 | Long             | EC               | CORP              | DE        |      1780 | NS      | $97251.62     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114311.95    | 0.09%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                   | Brighthouse Financial Inc                                                       | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    168000 | PA      | $106047.89    | 0.08%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NexPoint Residential Trust Inc                             | NexPoint Residential Trust Inc                                                  | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |        22 | NS      | $957.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                                       | BANK 2021-BNK36                                                                 | CUSIP: 06540DBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $557313.86    | 0.44%             | 2064-09-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust             | Morgan Stanley Residential Mortgage Loan Trust 2021-4                           | CUSIP: 61772MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88979 | PA      | $71426.79     | 0.06%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                          | State Street Corp                                                               | CUSIP: 857477AL7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24832.91     | 0.02%             | 2023-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                        | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58425.95     | 0.05%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                  | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     16418 | NS      | $2133190.74   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                                | Moelis & Co                                                                     | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      2466 | NS      | $94620.42     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                   | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $54059.96     | 0.04%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                     | Sequoia Mortgage Trust 2015-1                                                   | CUSIP: 81745QCB6<br>LEI: 5493007E0SBYHIR7SU85 | Long             | ABS-MBS          | CORP              | US        |      4738 | PA      | $4362.73      | 0.00%             | 2045-01-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233486 | PA      | $198804.34    | 0.16%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                         | Valero Energy Corp                                                              | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    160000 | PA      | $112960.61    | 0.09%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                 | US Bancorp                                                                      | CUSIP: 91159HHV5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162052.31    | 0.13%             | 2024-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140J7XC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112089 | PA      | $103984.53    | 0.08%             | 2038-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KDDI Corp                                                  | KDDI Corp                                                                       | CUSIP: 000000000<br>LEI: 5299003FU7V4I45FU310 | Long             | EC               | CORP              | JP        |      2400 | NS      | $72819.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                   | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148329.17    | 0.12%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Seven & i Holdings Co Ltd                                  | Seven & i Holdings Co Ltd                                                       | CUSIP: 000000000<br>LEI: 52990037G8JRM3TWGY86 | Long             | EC               | CORP              | JP        |      1700 | NS      | $73316.06     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                               | Medical Properties Trust Inc                                                    | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |       561 | NS      | $6249.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                            | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    344750 | PA      | $286722.37    | 0.23%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26                     | CUSIP: 61690VAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $32946.10     | 0.03%             | 2048-10-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KNR54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165412 | PA      | $145302.86    | 0.12%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X63T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5800 | PA      | $5277.44      | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                        | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252814.60    | 0.20%             | 2025-10-24      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140KVBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49181 | PA      | $40365.33     | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133A0K78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32176 | PA      | $28651.95     | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KPPB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151006 | PA      | $148917.41    | 0.12%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                                | Volkswagen Auto Lease Trust 2022-A                                              | CUSIP: 92868AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $264196.30    | 0.21%             | 2025-07-21      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc                      | Mid-America Apartment Communities Inc                                           | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |       219 | NS      | $34380.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc                                   | Prudential Financial Inc                                                        | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      4091 | NS      | $406890.86    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                       | Lockheed Martin Corp                                                            | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21203.44     | 0.02%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                    | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                       | CUSIP: 837151NP0<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     10000 | PA      | $8275.49      | 0.01%             | 2045-12-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                      | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     80000 | PA      | $57896.55     | 0.05%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1320000 | PA      | $1320412.50   | 1.05%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc                                   | Digital Realty Trust Inc                                                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |       553 | NS      | $55449.31     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2021-10                                                | CUSIP: 46654AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88832 | PA      | $71585.92     | 0.06%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                             | Air Lease Corp                                                                  | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $111220.25    | 0.09%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                      | Truist Financial Corp                                                           | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41851.59     | 0.03%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                               | GS Mortgage Securities Trust 2019-GC39                                          | CUSIP: 36260JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20000 | PA      | $18069.19     | 0.01%             | 2052-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59713 | PA      | $58886.80     | 0.05%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                           | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      1965 | NS      | $65454.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133ASH63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247388 | PA      | $202123.36    | 0.16%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140XF5E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54927 | PA      | $54451.03     | 0.04%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bethpage Park CLO Ltd                                      | Bethpage Park CLO Ltd                                                           | CUSIP: 087598AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $242614.75    | 0.19%             | 2035-01-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage Inc                                    | Extra Space Storage Inc                                                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |       548 | NS      | $80654.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL GROUP                                        | SVB Financial Group                                                             | CUSIP: 78486QAL5<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13125.00     | 0.01%             | 2026-10-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                    | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79059.34     | 0.06%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KPY36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84004 | PA      | $80876.50     | 0.06%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc                              | Rexford Industrial Realty Inc                                                   | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |       449 | NS      | $24533.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp                        | Retail Opportunity Investments Corp                                             | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               |  | US        |      2878 | NS      | $43256.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                        | Fifth Third Bancorp                                                             | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93629.36     | 0.07%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    246411 | PA      | $200638.31    | 0.16%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Trust Inc                                | Healthcare Realty Trust Inc                                                     | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |      1824 | NS      | $35148.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    296462 | PA      | $252724.29    | 0.20%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City Office REIT Inc                                       | City Office REIT Inc                                                            | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               |  | US        |       238 | NS      | $1994.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                             | Merck & Co Inc                                                                  | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     13073 | NS      | $1450449.35   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                | Equinix Inc                                                                     | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       203 | NS      | $132971.09    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthpeak Properties Inc                                  | Healthpeak Properties Inc                                                       | CUSIP: 42250P103<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | EC               |  | US        |       406 | NS      | $10178.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank                                                       | BANK 2017-BNK5                                                                  | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $64570.32     | 0.05%             | 2060-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Cousins Properties Inc                                     | Cousins Properties Inc                                                          | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |      1281 | NS      | $32396.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Mississippi LLC                                    | Entergy Mississippi LLC                                                         | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    165000 | PA      | $146474.17    | 0.12%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                             | S&P Global Inc                                                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       568 | NS      | $190245.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc                            | Equity LifeStyle Properties Inc                                                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |       507 | NS      | $32752.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                         | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19567.20     | 0.02%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                              | AEP Texas Inc                                                                   | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14129.09     | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140J9FX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19888 | PA      | $20590.09     | 0.02%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 31346YFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7683 | PA      | $6789.84      | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                     | HP Inc                                                                          | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     12683 | NS      | $340792.21    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                         | CareTrust REIT Inc                                                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |       744 | NS      | $13823.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swatch Group AG/The                                        | Swatch Group AG/The                                                             | CUSIP: 000000000<br>LEI: 529900NTES2LEON1JZ55 | Long             | EC               | CORP              | CH        |       710 | NS      | $201946.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                     | United States Treasury Floating Rate Note                                       | CUSIP: 91282CFS5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $139843.66    | 0.11%             | 2024-10-31      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140Q8J48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378398 | PA      | $350643.42    | 0.28%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                     | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    215000 | PA      | $171365.30    | 0.14%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ryerson Holding Corp                                       | Ryerson Holding Corp                                                            | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      2396 | NS      | $72502.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                 | JPMDB Commercial Mortgage Securities Trust 2017-C7                              | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $178589.64    | 0.14%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Co                                           | Boise Cascade Co                                                                | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      3234 | NS      | $222078.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                | Oracle Corp                                                                     | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10223.85     | 0.01%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                     | Motorola Solutions Inc                                                          | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      3100 | NS      | $798901.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X5PY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50671 | PA      | $46954.29     | 0.04%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intertek Group PLC                                         | Intertek Group PLC                                                              | CUSIP: 000000000<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |      3090 | NS      | $150696.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                                | Hologic Inc                                                                     | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     10986 | NS      | $821862.66    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31418AQU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137940 | PA      | $129684.01    | 0.10%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36605.05     | 0.03%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 33 Ltd                         | Octagon Investment Partners 33 Ltd                                              | CUSIP: 675711AA3<br>LEI: 549300IDWDG12HO3TO90 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $246962.75    | 0.20%             | 2031-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Park Hotels & Resorts Inc                                  | Park Hotels & Resorts Inc                                                       | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |      1406 | NS      | $16576.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc                                   | Baxter International Inc                                                        | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     13800 | NS      | $703386.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                     | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $190878.91    | 0.15%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      6759 | NS      | $486310.05    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                                       | Invitation Homes Inc                                                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               |  | US        |      2770 | NS      | $82102.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                             | Amazon.com Inc                                                                  | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    375000 | PA      | $301327.11    | 0.24%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31410LFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16139 | PA      | $15999.13     | 0.01%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                   | JP Morgan Mortgage Trust 2014-2                                                 | CUSIP: 46641YAQ6<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |     31567 | PA      | $26975.85     | 0.02%             | 2029-06-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                         | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    145000 | PA      | $122727.04    | 0.10%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                | Freddie Mac Pool                                                                | CUSIP: 3132A5HR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83572 | PA      | $79168.21     | 0.06%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                           | American International Group Inc                                                | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |     12800 | NS      | $809472.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5407 | PA      | $4791.45      | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                    | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    275000 | PA      | $190806.09    | 0.15%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                       | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    720000 | PA      | $484344.61    | 0.38%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                        | Gilead Sciences Inc                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      5710 | NS      | $490203.50    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                             | ConocoPhillips                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      9937 | NS      | $1172566.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                   | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    195000 | PA      | $172218.96    | 0.14%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                                                 | CUSIP: 31416YGC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6420 | PA      | $6353.98      | 0.01%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-17

**Name of Applicant:** LINCOLN VARIABLE INSURANCE PRODUCTS TRUST

**Signature:** William Flory

**Name of Signer:** William Flory

**Title:** VP