# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-000494
**Filing Date:** 2026-1
**Character Count:** 1760610
**Document Hash:** 2899cc94102775739dd5becbdedfe8e0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000494.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000035402-26-000494

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 26555446

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

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

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

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

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

## Series and Classes Contracts Data

### Fidelity Sustainability Bond Index Fund (Series ID: S000061665)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000199795 | Fidelity Sustainability Bond Index Fund | FNDSX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Sustainability Bond Index Fund**

**November 30, 2025**

SBI-NPRT1-0126

1.9887290.107 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.5%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.5%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.5%  |  |  |
| Ally Auto Receivables Trust Series 2025-1 Class A3, 3.96% 3/15/2030  | 55000 | 55059 |
| American Express Credit Account Master Trust Series 2023-4 Class A, 5.15% 9/16/2030  | 100000 | 103668 |
| BMW Vehicle Lease Trust Series 2025-2 Class A3, 3.97% 9/25/2028  | 70000 | 70079 |
| BMW Vehicle Owner Trust Series 2025-A Class A3, 4.56% 9/25/2029  | 30000 | 30279 |
| Capital One Multi-Asset Execution Trust Series 2019-A3 Class A3, 2.06% 8/15/2028  | 32000 | 31585 |
| Capital One Multi-Asset Execution Trust Series 2021-A2 Class A2, 1.39% 7/15/2030  | 60000 | 56398 |
| Capital One Prime Auto Receivables Trust Series 2023-1 Class A3, 4.87% 2/15/2028  | 13220 | 13266 |
| Capital One Prime Auto Receivables Trust Series 2025-1 Class A3, 3.85% 7/15/2030  | 130000 | 130410 |
| CarMax Auto Owner Trust Series 2022-3 Class A3, 3.97% 4/15/2027  | 15650 | 15646 |
| CarMax Auto Owner Trust Series 2023-2 Class A3, 5.05% 1/18/2028  | 51342 | 51559 |
| CarMax Auto Owner Trust Series 2024-4 Class A3, 4.6% 10/15/2029  | 200000 | 201707 |
| CarMax Auto Owner Trust Series 2025-1 Class A3, 4.84% 1/15/2030  | 40000 | 40518 |
| Carmax Auto Owner Trust Series 2025-4 Class A3, 3.97% 12/16/2030  | 130000 | 130213 |
| Carvana Auto Receivables Trust Series 2025-P3 Class A3, 4.04% 11/11/2030  | 55000 | 54989 |
| Chase Issuance Trust Series 2023-A2 Class A, 5.08% 9/15/2030  | 100000 | 103465 |
| Citibank Credit Card Issuance Trust Series 2007-A3 Class A3, 6.15% 6/15/2039  | 100000 | 111709 |
| Citibank Credit Card Issuance Trust Series 2018-A7 Class A7, 3.96% 10/13/2030  | 100000 | 100447 |
| Eart Series 2025-5A Class A3, 4.24% 11/15/2029  | 80000 | 80111 |
| Ford Cr Floorplan Mast Own Tr Series 2018-4 Class A, 4.06% 11/15/2030  | 15000 | 15035 |
| Ford Credit Auto Owner Trust Series 2023-A Class A3, 4.65% 2/15/2028  | 31559 | 31626 |
| Ford Credit Auto Owner Trust Series 2024-D Class A3, 4.61% 8/15/2029  | 200000 | 202190 |
| Ford Credit Floorplan Master Owner Trust A Series 2025-2 Class A1, 4.06% 9/15/2030  | 80000 | 80277 |
| GM Financial Automobile Leasing Trust Series 2025-1 Class A3, 4.66% 2/21/2028  | 30000 | 30237 |
| GM Financial Consumer Automobile Receivables Trust Series 2023-2 Class A3, 4.47% 2/16/2028  | 43947 | 44010 |
| Gm Financial Consumer Automobile Receivables Trust Series 2025-4 Class A3, 3.84% 2/18/2031  | 130000 | 130134 |
| Harot Series 2025-4 Class A3, 3.98% 6/17/2030  | 120000 | 120477 |
| Honda Auto Receivables Owner Trust Series 2025-1 Class A3, 4.57% 9/21/2029  | 100000 | 101061 |
| Hyundai Auto Receivables Trust Series 2022-C Class A3, 5.39% 6/15/2027  | 13671 | 13705 |
| Hyundai Auto Receivables Trust Series 2023-A Class A3, 4.58% 4/15/2027  | 22271 | 22290 |
| Hyundai Auto Receivables Trust Series 2025-D Class A3, 3.99% 9/16/2030  | 130000 | 130522 |
| MBART Series 2025-1 Class A3, 4.78% 12/17/2029  | 30000 | 30370 |
| Mercedes-Benz Auto Lease Trust Series 2025-B Class A3, 3.88% 4/16/2029  | 120000 | 120029 |
| Nissan Auto Lease Trust Series 2025-A Class A3, 4.75% 3/15/2028  | 25000 | 25282 |
| Santander Drive Auto Receivables Trust Series 2025-4 Class A3, 4.17% 4/15/2030  | 85000 | 85136 |
| Toyota Auto Receivables Owner Trust Series 2025-A Class A3, 4.64% 8/15/2029  | 90000 | 90849 |
| Toyota Auto Receivables Owner Trust Series 2025-D Class A3, 3.84% 6/17/2030  | 130000 | 130039 |
| World Omni Auto Receivables Trust Series 2025-A Class A3, 4.73% 3/15/2030  | 30000 | 30310 |
| World Omni Auto Receivables Trust Series 2025-D Class A3, 3.95% 3/17/2031  | 50000 | 50127 |
| TOTAL UNITED STATES |  | 2864814 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $2,855,294) |  | <br> **2864814** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| PNC Bank NA 3.25% 1/22/2028  | 270000 | 267146 |
| Truist Bank 4.136% 10/23/2029 (b) | 250000 | 249808 |
| <br> **TOTAL BANK NOTES**<br> (Cost $513,216) |  | <br> **516954** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 1.2%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.2%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.2%  |  |  |
| BANK Series 2017-BNK4 Class ASB, 3.419% 5/15/2050  | 20056 | 19962 |
| BANK Series 2020-BN28 Class A4, 1.844% 3/15/2063  | 120000 | 107231 |
| BANK Series 2022-BNK39 Class A4, 2.928% 2/15/2055  | 100000 | 91614 |
| BANK Series 2022-BNK41 Class A4, 3.7894% 4/15/2065 (b) | 270000 | 259159 |
| BANK5 Series 2025-5YR18 Class A3, 5.145% 12/15/2058  | 100000 | 103075 |
| BBCMS Mortgage Trust Series 2021-C11 Class A5, 2.322% 9/15/2054  | 100000 | 89387 |
| BBCMS Mortgage Trust Series 2021-C12 Class A5, 2.689% 11/15/2054  | 100000 | 90094 |
| BBCMS Mortgage Trust Series 2021-C9 Class A5, 2.299% 2/15/2054  | 200000 | 180962 |
| BBCMS Mortgage Trust Series 2024-C26 Class A5, 5.829% 5/15/2057 (b) | 303000 | 327229 |
| BBCMS Mortgage Trust Series 2025-5C37 Class A3, 5.015% 9/15/2058  | 200000 | 205365 |
| BBCMS Mortgage Trust Series 2025-5C38 Class A3, 5.1461% 11/15/2058  | 150000 | 155038 |
| Benchmark Mortgage Trust Series 2019-B12 Class A5, 3.1156% 8/15/2052  | 19000 | 18239 |
| Benchmark Mortgage Trust Series 2019-B9 Class A5, 4.0156% 3/15/2052  | 60000 | 59040 |
| Benchmark Mortgage Trust Series 2020-B19 Class A5, 1.85% 9/15/2053  | 140000 | 124527 |
| Benchmark Mortgage Trust Series 2021-B24 Class A5, 2.5843% 3/15/2054  | 50000 | 45171 |
| Benchmark Mortgage Trust Series 2025-B41 Class A5, 5.4072% 7/15/2068  | 100000 | 104841 |
| BMO Mortgage Trust Series 2022-C1 Class A5, 3.374% 2/15/2055  | 100000 | 93628 |
| BMO Mortgage Trust Series 2023-C6 Class A5, 5.9562% 9/15/2056  | 30000 | 32086 |
| BMO Mortgage Trust Series 2024-C9 Class A5, 5.7592% 7/15/2057  | 450000 | 481802 |
| Citigroup Commercial Mortgage Trust Series 2018-B2 Class A4, 4.009% 3/10/2051  | 250000 | 248728 |
| Computershare Corporate Trust Series 2018-C48 Class A5, 4.302% 1/15/2052  | 65000 | 65155 |
| CSAIL Commercial Mortgage Trust Series 2019-C17 Class A4, 2.7628% 9/15/2052  | 75000 | 71078 |
| CSAIL Commercial Mortgage Trust Series 2019-C17 Class A5, 3.0161% 9/15/2052  | 75000 | 70897 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K057 Class A2, 2.57% 7/25/2026  | 73240 | 72587 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K068 Class A2, 3.244% 8/25/2027  | 70000 | 69312 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K080 Class A2, 3.926% 7/25/2028  | 60000 | 60223 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-1510 Class A2, 3.718% 1/25/2031  | 41000 | 40486 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K094 Class A2, 2.903% 6/25/2029  | 110000 | 106640 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K104 Class A2, 2.253% 1/25/2030  | 200000 | 187955 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K116 Class A2, 1.378% 7/25/2030  | 260000 | 233115 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K117 Class A2, 1.406% 8/25/2030  | 200000 | 179241 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K118 Class A2, 1.493% 9/25/2030  | 200000 | 179092 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K121 Class A2, 1.547% 10/25/2030  | 40000 | 35738 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K123 Class A2, 1.621% 12/25/2030  | 130000 | 116396 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K125 Class A2, 1.846% 1/25/2031  | 50000 | 45138 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K128 Class A2, 2.02% 3/25/2031  | 50000 | 45511 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K130 Class A2, 1.723% 6/25/2031  | 100000 | 88945 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K136 Class A2, 2.127% 11/25/2031  | 100000 | 89941 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K140 Class A2, 2.25% 1/25/2032  | 600000 | 540952 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K145 Class A2, 2.58% 5/25/2032  | 600000 | 548573 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-156 Class A2, 4.43% 2/25/2033  | 150000 | 152150 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-163 Class A2, 5% 3/25/2034 (b) | 210000 | 220439 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-165 Class A2, 4.489% 9/25/2034  | 210000 | 213065 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K546 Class A2, 4.361% 5/25/2030 (b) | 150000 | 152494 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K547 Class A2, 4.421% 5/25/2030  | 100000 | 101752 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K549 Class A2, 4.34% 9/25/2030 (b) | 110000 | 111697 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K550 Class A2, 4.163% 10/25/2030 (b) | 30000 | 30237 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K761 Class A2, 4.4% 6/25/2032  | 240000 | 243466 |
| GS Mortgage Securities Trust Series 2020-GC45 Class A5, 2.9106% 2/13/2053  | 100000 | 94368 |
| JPMBB Commercial Mortgage Securities Trust Series 2014-C24 Class A5, 3.6385% 11/15/2047  | 7015 | 6900 |
| JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 Class A5, 2.1798% 5/13/2053  | 116000 | 99212 |
| Morgan Stanley Cap I Tr 2020-L4 Series 2020-L4 Class A3, 2.698% 2/15/2053  | 30000 | 28133 |
| Morgan Stanley Capital I Trust Series 2021-L6 Class A4, 2.444% 6/15/2054 (b) | 50000 | 44824 |
| Msbam Series 2025-5C2 Class A3, 5.107% 11/15/2058  | 86000 | 88670 |
| MSWF Commercial Mortgage Trust Series 2023-2 Class A5, 6.014% 12/15/2056  | 30000 | 32658 |
| UBS Commercial Mortgage Trust Series 2019-C16 Class A4, 3.6048% 4/15/2052  | 100000 | 96950 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C52 Class A5, 2.892% 8/15/2052  | 75000 | 71175 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C54 Class A4, 3.146% 12/15/2052  | 100000 | 95683 |
| Wells Fargo Commercial Mortgage Trust Series 2020-C55 Class A5, 2.725% 2/15/2053  | 27000 | 25333 |
| TOTAL UNITED STATES |  | 7593359 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $7,817,697) |  | <br> **7593359** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 2.3%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 2.3%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 2.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 0.4%  |  |  |
| Export Development Canada 4.125% 2/13/2029  | 210000 | 213532 |
| Province of Alberta 1.3% 7/22/2030  | 306000 | 274122 |
| Province of British Columbia 4.2% 7/6/2033  | 50000 | 50150 |
| Province of British Columbia 4.8% 11/15/2028  | 150000 | 154869 |
| Province of British Columbia 4.8% 6/11/2035  | 230000 | 237315 |
| Province of Manitoba 4.9% 5/31/2034  | 50000 | 51661 |
| Province of Ontario 1.125% 10/7/2030  | 224000 | 197822 |
| Province of Ontario 2.125% 1/21/2032  | 100000 | 89759 |
| Province of Ontario 4.45% 11/20/2035  | 40000 | 40227 |
| Province of Ontario 4.7% 1/15/2030  | 300000 | 311070 |
| Province of Ontario 5.05% 4/24/2034  | 80000 | 84667 |
| Province of Quebec 3.625% 4/13/2028  | 150000 | 149971 |
| Province of Quebec 4.25% 9/5/2034  | 10000 | 9974 |
| Province of Quebec 4.5% 9/8/2033  | 100000 | 102511 |
| Province of Quebec 4.625% 8/28/2035  | 130000 | 132612 |
| TOTAL CANADA |  | 2100262 |
| CHILE - 0.2%  |  |  |
| Chilean Republic 2.55% 7/27/2033  | 400000 | 347600 |
| Chilean Republic 3.24% 2/6/2028  | 230000 | 225860 |
| Chilean Republic 4.95% 1/5/2036  | 200000 | 202800 |
| Chilean Republic 5.65% 1/13/2037  | 200000 | 212350 |
| TOTAL CHILE |  | 988610 |
| HUNGARY - 0.0%  |  |  |
| Hungary Government 7.625% 3/29/2041  | 30000 | 35356 |
| INDONESIA - 0.2%  |  |  |
| Indonesia Government 1.85% 3/12/2031  | 650000 | 571513 |
| Indonesia Government 2.85% 2/14/2030  | 400000 | 378000 |
| Indonesia Government 3.35% 3/12/2071  | 50000 | 33062 |
| Indonesia Government 4.9% 4/16/2036  | 250000 | 250500 |
| Indonesia Government 5.25% 1/15/2030  | 200000 | 207688 |
| TOTAL INDONESIA |  | 1440763 |
| ISRAEL - 0.3%  |  |  |
| Israel Government 3.25% 1/17/2028  | 370000 | 362252 |
| Israel Government 3.375% 1/15/2050  | 100000 | 68300 |
| Israel Government 5.375% 2/19/2030  | 1120000 | 1158614 |
| Israel Government 5.375% 3/12/2029  | 300000 | 308979 |
| TOTAL ISRAEL |  | 1898145 |
| ITALY - 0.2%  |  |  |
| Italian Republic 2.875% 10/17/2029  | 1585000 | 1524374 |
| KOREA (SOUTH) - 0.1%  |  |  |
| Korean Republic 2.75% 1/19/2027  | 200000 | 197889 |
| Korean Republic 3.625% 10/29/2030  | 200000 | 199360 |
| TOTAL KOREA (SOUTH) |  | 397249 |
| MEXICO - 0.3%  |  |  |
| United Mexican States 3.5% 2/12/2034  | 317000 | 274998 |
| United Mexican States 3.771% 5/24/2061  | 250000 | 156375 |
| United Mexican States 4.5% 1/31/2050  | 700000 | 538300 |
| United Mexican States 4.6% 2/10/2048  | 50000 | 39343 |
| United Mexican States 4.75% 3/22/2031  | 200000 | 197700 |
| United Mexican States 4.75% 3/8/2044  | 100000 | 83200 |
| United Mexican States 5.55% 1/21/2045  | 45000 | 41884 |
| United Mexican States 5.85% 7/2/2032  | 404000 | 416928 |
| United Mexican States 6.625% 1/29/2038  | 200000 | 211000 |
| United Mexican States 7.5% 4/8/2033  | 55000 | 63209 |
| TOTAL MEXICO |  | 2022937 |
| PANAMA - 0.1%  |  |  |
| Panamanian Republic 2.252% 9/29/2032  | 300000 | 245400 |
| Panamanian Republic 3.16% 1/23/2030  | 400000 | 372200 |
| Panamanian Republic 6.4% 2/14/2035  | 80000 | 83425 |
| Panamanian Republic 7.875% 3/1/2057  | 200000 | 231619 |
| TOTAL PANAMA |  | 932644 |
| PERU - 0.1%  |  |  |
| Peruvian Republic 1.862% 12/1/2032  | 185000 | 154013 |
| Peruvian Republic 2.78% 12/1/2060  | 195000 | 109931 |
| Peruvian Republic 3.3% 3/11/2041  | 70000 | 54670 |
| Peruvian Republic 3.55% 3/10/2051  | 55000 | 39435 |
| Peruvian Republic 5.375% 2/8/2035  | 40000 | 41125 |
| Peruvian Republic 5.5% 3/30/2036  | 120000 | 123240 |
| Peruvian Republic 6.2% 6/30/2055  | 60000 | 62880 |
| TOTAL PERU |  | 585294 |
| PHILIPPINES - 0.2%  |  |  |
| Philippine Republic 1.648% 6/10/2031  | 205000 | 178453 |
| Philippine Republic 2.65% 12/10/2045  | 200000 | 134500 |
| Philippine Republic 2.95% 5/5/2045  | 220000 | 156640 |
| Philippine Republic 4.75% 3/5/2035  | 300000 | 301125 |
| Philippine Republic 5.17% 10/13/2027  | 300000 | 306228 |
| Philippine Republic 6.375% 10/23/2034  | 100000 | 112596 |
| TOTAL PHILIPPINES |  | 1189542 |
| POLAND - 0.1%  |  |  |
| Republic of Poland 4.625% 3/18/2029  | 50000 | 51124 |
| Republic of Poland 4.875% 10/4/2033  | 160000 | 162587 |
| Republic of Poland 4.875% 2/12/2030  | 100000 | 103200 |
| Republic of Poland 5.125% 9/18/2034  | 50000 | 51413 |
| Republic of Poland 5.375% 2/12/2035  | 100000 | 104121 |
| Republic of Poland 5.5% 3/18/2054  | 110000 | 107168 |
| Republic of Poland 5.5% 4/4/2053  | 40000 | 38798 |
| TOTAL POLAND |  | 618411 |
| URUGUAY - 0.1%  |  |  |
| Uruguay Republic 4.125% 11/20/2045  | 20000 | 17720 |
| Uruguay Republic 4.375% 1/23/2031  | 278116 | 282244 |
| Uruguay Republic 4.375% 10/27/2027  | 10000 | 10035 |
| Uruguay Republic 4.975% 4/20/2055  | 63000 | 58118 |
| Uruguay Republic 5.442% 2/14/2037  | 320000 | 335206 |
| TOTAL URUGUAY |  | 703323 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $14,899,375) |  | <br> **14436910** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 26.6%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 26.6%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 26.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.2%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| National Australia Bank Ltd/New York 5.087% 6/11/2027  | 260000 | 264895 |
| Westpac Banking Corp 1.953% 11/20/2028  | 50000 | 47411 |
| Westpac Banking Corp 2.668% 11/15/2035 (b) | 80000 | 72493 |
| Westpac Banking Corp 3.133% 11/18/2041  | 50000 | 38379 |
| Westpac Banking Corp 3.35% 3/8/2027  | 115000 | 114407 |
| Westpac Banking Corp 4.11% 7/24/2034 (b) | 200000 | 197084 |
| Westpac Banking Corp 4.354% 7/1/2030  | 50000 | 50695 |
| Westpac Banking Corp 5.535% 11/17/2028  | 80000 | 83871 |
| Westpac Banking Corp 5.618% 11/20/2035 (b) | 20000 | 20812 |
|  |  | 890047 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Rio Tinto Finance USA Ltd 5.2% 11/2/2040  | 50000 | 50478 |
| Rio Tinto Finance USA PLC 4.125% 8/21/2042  | 70000 | 60930 |
| Rio Tinto Finance USA PLC 4.875% 3/14/2030  | 100000 | 102930 |
| Rio Tinto Finance USA PLC 5.25% 3/14/2035  | 40000 | 41498 |
| Rio Tinto Finance USA PLC 5.75% 3/14/2055  | 140000 | 144950 |
|  |  | 400786 |
| TOTAL AUSTRALIA |  | 1290833 |
| BRAZIL - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Paper & Forest Products - 0.0% |  |  |
| Suzano Austria GmbH 3.125% 1/15/2032  | 50000 | 44587 |
| CANADA - 0.9%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Bell Canada 2.15% 2/15/2032  | 45000 | 39070 |
| Bell Canada 3.65% 8/15/2052  | 50000 | 36014 |
| Bell Canada 5.1% 5/11/2033  | 50000 | 51042 |
| Bell Canada 5.55% 2/15/2054  | 30000 | 29032 |
| TELUS Corp 3.4% 5/13/2032  | 50000 | 46228 |
|  |  | 201386 |
| Wireless Telecommunication Services - 0.1% |  |  |
| Rogers Communications Inc 3.8% 3/15/2032  | 50000 | 47297 |
| Rogers Communications Inc 4.55% 3/15/2052  | 120000 | 97486 |
| Rogers Communications Inc 7.5% 8/15/2038  | 60000 | 70108 |
|  |  | 214891 |
| TOTAL COMMUNICATION SERVICES |  | 416277 |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Enbridge Inc 3.4% 8/1/2051  | 80000 | 55269 |
| Enbridge Inc 4.5% 2/15/2031  | 60000 | 60184 |
| Enbridge Inc 4.6% 6/20/2028  | 100000 | 101105 |
| Enbridge Inc 5.625% 4/5/2034  | 60000 | 63012 |
| Enbridge Inc 5.95% 4/5/2054  | 55000 | 56677 |
| Enbridge Inc 6.7% 11/15/2053  | 20000 | 22328 |
| Enbridge Inc 7.375% 3/15/2055 (b) | 50000 | 52953 |
| Enbridge Inc 8.5% 1/15/2084 (b) | 20000 | 22945 |
| TransCanada PipeLines Ltd 4.1% 4/15/2030  | 350000 | 346641 |
| TransCanada PipeLines Ltd 4.625% 3/1/2034  | 50000 | 49081 |
| TransCanada PipeLines Ltd 5% 10/16/2043  | 50000 | 47678 |
| TransCanada PipeLines Ltd 7.625% 1/15/2039  | 50000 | 60076 |
|  |  | 937949 |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Bank of Montreal 3.088% 1/10/2037 (b) | 50000 | 44955 |
| Bank of Montreal 4.35% 9/22/2031 (b) | 40000 | 40063 |
| Bank of Montreal 5.3% 6/5/2026  | 270000 | 271630 |
| Bank of Montreal 5.717% 9/25/2028  | 130000 | 135758 |
| Bank of Nova Scotia/The 1.95% 2/2/2027  | 50000 | 48897 |
| Bank of Nova Scotia/The 2.45% 2/2/2032  | 120000 | 107411 |
| Bank of Nova Scotia/The 2.7% 8/3/2026  | 65000 | 64446 |
| Bank of Nova Scotia/The 4.338% 9/15/2031 (b) | 20000 | 19973 |
| Bank of Nova Scotia/The 4.5% 12/16/2025  | 85000 | 85001 |
| Bank of Nova Scotia/The 4.588% 5/4/2037 (b) | 30000 | 29290 |
| Bank of Nova Scotia/The 4.85% 2/1/2030  | 30000 | 30762 |
| Bank of Nova Scotia/The 4.932% 2/14/2029 (b) | 100000 | 101782 |
| Bank of Nova Scotia/The 5.25% 6/12/2028  | 60000 | 61869 |
| Canadian Imperial Bank of Commerce 3.6% 4/7/2032  | 20000 | 19113 |
| Canadian Imperial Bank of Commerce 4.857% 3/30/2029 (b) | 200000 | 203222 |
| Canadian Imperial Bank of Commerce 5.001% 4/28/2028  | 90000 | 92088 |
| Canadian Imperial Bank of Commerce 6.092% 10/3/2033  | 44000 | 48159 |
| Royal Bank of Canada 2.3% 11/3/2031  | 145000 | 130764 |
| Royal Bank of Canada 3.625% 5/4/2027  | 60000 | 59829 |
| Royal Bank of Canada 3.875% 5/4/2032  | 30000 | 29268 |
| Royal Bank of Canada 3.995% 11/3/2028 (b) | 120000 | 119807 |
| Royal Bank of Canada 4.305% 11/3/2031 (b) | 60000 | 59962 |
| Royal Bank of Canada 4.522% 10/18/2028 (b) | 30000 | 30276 |
| Royal Bank of Canada 4.65% 10/18/2030 (b) | 50000 | 50746 |
| Royal Bank of Canada 4.715% 3/27/2028 (b) | 110000 | 110962 |
| Royal Bank of Canada 4.9% 1/12/2028  | 220000 | 224610 |
| Royal Bank of Canada 4.97% 5/2/2031 (b) | 120000 | 123237 |
| Royal Bank of Canada 5.15% 2/1/2034  | 40000 | 42064 |
| Toronto Dominion Bank 3.2% 3/10/2032  | 95000 | 88869 |
| Toronto Dominion Bank 3.625% 9/15/2031 (b) | 75000 | 74537 |
| Toronto Dominion Bank 4.456% 6/8/2032  | 120000 | 120407 |
| Toronto Dominion Bank 4.928% 10/15/2035  | 10000 | 10099 |
| Toronto Dominion Bank 4.98% 4/5/2027  | 100000 | 101286 |
| Toronto Dominion Bank 5.146% 9/10/2034 (b) | 20000 | 20312 |
| Toronto Dominion Bank 5.156% 1/10/2028  | 30000 | 30674 |
| Toronto Dominion Bank 5.264% 12/11/2026  | 100000 | 101300 |
| Toronto Dominion Bank 5.523% 7/17/2028  | 120000 | 124465 |
|  |  | 3057893 |
| Insurance - 0.0% |  |  |
| Fairfax Financial Holdings Ltd 5.75% 5/20/2035  | 50000 | 52235 |
| Fairfax Financial Holdings Ltd 6% 12/7/2033  | 50000 | 53192 |
| Fairfax Financial Holdings Ltd 6.1% 3/15/2055  | 10000 | 10140 |
| Fairfax Financial Holdings Ltd 6.35% 3/22/2054  | 40000 | 41823 |
| Manulife Financial Corp 5.375% 3/4/2046  | 30000 | 30046 |
|  |  | 187436 |
| TOTAL FINANCIALS |  | 3245329 |
| Industrials - 0.1% |  |  |
| Ground Transportation - 0.1% |  |  |
| Canadian National Railway Co 2.45% 5/1/2050  | 40000 | 24074 |
| Canadian National Railway Co 2.75% 3/1/2026  | 141000 | 140544 |
| Canadian National Railway Co 4.2% 3/12/2031  | 200000 | 200574 |
| Canadian National Railway Co 6.125% 11/1/2053  | 40000 | 43899 |
| Canadian Pacific Railway Co 1.75% 12/2/2026  | 130000 | 127148 |
| Canadian Pacific Railway Co 2.45% 12/2/2031  | 130000 | 116882 |
| Canadian Pacific Railway Co 3.1% 12/2/2051  | 80000 | 53991 |
| Canadian Pacific Railway Co 3.5% 5/1/2050  | 50000 | 36638 |
| Canadian Pacific Railway Co 4.8% 8/1/2045  | 60000 | 55683 |
|  |  | 799433 |
| Professional Services - 0.0% |  |  |
| TR Finance LLC 3.35% 5/15/2026  | 90000 | 89533 |
| TR Finance LLC 5.5% 8/15/2035  | 20000 | 20923 |
|  |  | 110456 |
| TOTAL INDUSTRIALS |  | 909889 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Nutrien Ltd 3.95% 5/13/2050  | 100000 | 77603 |
| Nutrien Ltd 4.2% 4/1/2029  | 6000 | 5996 |
| Nutrien Ltd 5% 4/1/2049  | 11000 | 10066 |
| Nutrien Ltd 5.4% 6/21/2034  | 50000 | 51817 |
|  |  | 145482 |
| TOTAL CANADA |  | 5654926 |
| CHINA - 0.1%  |  |  |
| Consumer Discretionary - 0.1% |  |  |
| Broadline Retail - 0.1% |  |  |
| Alibaba Group Holding Ltd 2.125% 2/9/2031  | 200000 | 181982 |
| Alibaba Group Holding Ltd 3.4% 12/6/2027  | 285000 | 282179 |
| Alibaba Group Holding Ltd 4% 12/6/2037  | 220000 | 203610 |
| TOTAL CHINA |  | 667771 |
| FRANCE - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Orange SA 5.5% 2/6/2044  | 60000 | 59676 |
| GERMANY - 0.4%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Deutsche Telekom International Finance BV 9.25% 6/1/2032  | 50000 | 62640 |
| Financials - 0.4% |  |  |
| Capital Markets - 0.1% |  |  |
| Deutsche Bank AG/New York NY 2.311% 11/16/2027 (b) | 150000 | 147245 |
| Deutsche Bank AG/New York NY 4.999% 9/11/2030 (b) | 150000 | 152567 |
| Deutsche Bank AG/New York NY 5.373% 1/10/2029 (b) | 150000 | 153180 |
| Deutsche Bank AG/New York NY 5.403% 9/11/2035 (b) | 150000 | 153698 |
| Deutsche Bank AG/New York NY 6.819% 11/20/2029 (b) | 150000 | 160294 |
|  |  | 766984 |
| Financial Services - 0.3% |  |  |
| KfW 0% 4/18/2036 (c) | 125000 | 81789 |
| KfW 3.75% 2/15/2028  | 510000 | 512445 |
| KfW 3.875% 5/15/2028  | 500000 | 504338 |
| KfW 4.125% 7/15/2033  | 50000 | 50818 |
| KfW 4.75% 10/29/2030  | 130000 | 136411 |
| Landwirtschaftliche Rentenbank 2.5% 11/15/2027  | 230000 | 225356 |
| Landwirtschaftliche Rentenbank 3.625% 10/8/2030  | 90000 | 89905 |
|  |  | 1601062 |
| TOTAL FINANCIALS |  | 2368046 |
| TOTAL GERMANY |  | 2430686 |
| IRELAND - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Consumer Finance - 0.2% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026  | 400000 | 393981 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028  | 150000 | 145213 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.4% 10/29/2033  | 150000 | 136161 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.875% 1/23/2028  | 150000 | 149188 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.375% 11/15/2030  | 150000 | 149795 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.1% 1/19/2029  | 300000 | 307275 |
| TOTAL IRELAND |  | 1281613 |
| JAPAN - 0.7%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobiles - 0.0% |  |  |
| Toyota Motor Corp 4.45% 6/30/2030  | 120000 | 121836 |
| Toyota Motor Corp 5.053% 6/30/2035  | 20000 | 20718 |
| Toyota Motor Corp 5.123% 7/13/2033  | 50000 | 52321 |
|  |  | 194875 |
| Financials - 0.7% |  |  |
| Banks - 0.6% |  |  |
| Mitsubishi UFJ Financial Group Inc 1.538% 7/20/2027 (b) | 200000 | 196699 |
| Mitsubishi UFJ Financial Group Inc 2.048% 7/17/2030  | 210000 | 191108 |
| Mitsubishi UFJ Financial Group Inc 2.341% 1/19/2028 (b) | 230000 | 225553 |
| Mitsubishi UFJ Financial Group Inc 3.741% 3/7/2029  | 180000 | 178509 |
| Mitsubishi UFJ Financial Group Inc 4.286% 7/26/2038  | 213000 | 204633 |
| Mitsubishi UFJ Financial Group Inc 4.527% 9/12/2031 (b) | 200000 | 201671 |
| Mitsubishi UFJ Financial Group Inc 5.197% 1/16/2031 (b) | 200000 | 206988 |
| Mizuho Financial Group Inc 1.554% 7/9/2027 (b) | 300000 | 295342 |
| Mizuho Financial Group Inc 5.098% 5/13/2031 (b) | 200000 | 206231 |
| Mizuho Financial Group Inc 5.778% 7/6/2029 (b) | 420000 | 437623 |
| Sumitomo Mitsui Financial Group Inc 2.174% 1/14/2027  | 270000 | 264674 |
| Sumitomo Mitsui Financial Group Inc 3.01% 10/19/2026  | 120000 | 118978 |
| Sumitomo Mitsui Financial Group Inc 5.24% 4/15/2030  | 200000 | 208084 |
| Sumitomo Mitsui Financial Group Inc 5.316% 7/9/2029  | 210000 | 218258 |
| Sumitomo Mitsui Financial Group Inc 5.52% 1/13/2028  | 250000 | 257953 |
| Sumitomo Mitsui Financial Group Inc 6.184% 7/13/2043  | 110000 | 121128 |
|  |  | 3533432 |
| Capital Markets - 0.1% |  |  |
| Nomura Holdings Inc 1.653% 7/14/2026  | 215000 | 211723 |
| Nomura Holdings Inc 5.386% 7/6/2027  | 200000 | 203647 |
| Nomura Holdings Inc 6.07% 7/12/2028  | 200000 | 209028 |
|  |  | 624398 |
| TOTAL FINANCIALS |  | 4157830 |
| TOTAL JAPAN |  | 4352705 |
| KOREA (SOUTH) - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Korea Development Bank/The 4.125% 10/16/2027  | 300000 | 301755 |
| Korea Development Bank/The 4.875% 2/3/2030  | 200000 | 207808 |
| TOTAL KOREA (SOUTH) |  | 509563 |
| LUXEMBOURG - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| ArcelorMittal SA 4.25% 7/16/2029  | 70000 | 70218 |
| ArcelorMittal SA 6% 6/17/2034  | 10000 | 10798 |
| ArcelorMittal SA 6.35% 6/17/2054  | 40000 | 41852 |
| ArcelorMittal SA 6.55% 11/29/2027  | 50000 | 52044 |
| TOTAL LUXEMBOURG |  | 174912 |
| MEXICO - 0.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Media - 0.0% |  |  |
| Grupo Televisa SAB 6.625% 1/15/2040  | 60000 | 55331 |
| Wireless Telecommunication Services - 0.1% |  |  |
| America Movil SAB de CV 3.625% 4/22/2029  | 380000 | 372799 |
| TOTAL COMMUNICATION SERVICES |  | 428130 |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Southern Copper Corp 5.25% 11/8/2042  | 130000 | 125003 |
| TOTAL MEXICO |  | 553133 |
| MULTI-NATIONAL - 0.9%  |  |  |
| Financials - 0.9% |  |  |
| Banks - 0.6% |  |  |
| Asian Development Bank 2.5% 11/2/2027  | 726000 | 711575 |
| Asian Development Bank 4.375% 3/6/2029  | 630000 | 645250 |
| Corp Andina de Fomento 4.125% 1/7/2028  | 28000 | 28155 |
| Corp Andina de Fomento 5% 1/22/2030  | 100000 | 103798 |
| European Investment Bank 1.25% 2/14/2031  | 83000 | 73489 |
| European Investment Bank 1.75% 3/15/2029  | 560000 | 528820 |
| European Investment Bank 3.625% 7/15/2030  | 960000 | 959204 |
| Inter-American Development Bank 1.125% 1/13/2031  | 170000 | 149744 |
| Inter-American Development Bank 2.25% 6/18/2029  | 30000 | 28669 |
| Inter-American Development Bank 3.125% 9/18/2028  | 430000 | 425129 |
| Inter-American Development Bank 3.2% 8/7/2042  | 123000 | 101768 |
|  |  | 3755601 |
| Financial Services - 0.3% |  |  |
| IBRD Discount Notes 0.75% 8/26/2030  | 70000 | 61218 |
| IBRD Discount Notes 0.875% 5/14/2030  | 67000 | 59450 |
| IBRD Discount Notes 1.25% 2/10/2031  | 100000 | 88486 |
| IBRD Discount Notes 2.5% 11/22/2027  | 200000 | 195983 |
| IBRD Discount Notes 3.625% 9/21/2029  | 570000 | 570325 |
| IBRD Discount Notes 4% 1/10/2031  | 70000 | 70984 |
| IBRD Discount Notes 4% 7/25/2030  | 350000 | 355105 |
| IBRD Discount Notes 4.75% 11/14/2033  | 260000 | 274404 |
| IBRD Discount Notes 4.75% 2/15/2035  | 90000 | 94727 |
| International Finance Corp 0.75% 8/27/2030  | 40000 | 34985 |
|  |  | 1805667 |
| TOTAL MULTI-NATIONAL |  | 5561268 |
| NETHERLANDS - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Cooperatieve Rabobank UA 5.25% 5/24/2041  | 54000 | 54633 |
| ING Groep NV 3.95% 3/29/2027  | 260000 | 259587 |
| ING Groep NV 4.017% 3/28/2028 (b) | 350000 | 349482 |
| ING Groep NV 5.066% 3/25/2031 (b) | 200000 | 205652 |
|  |  | 869354 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 2.65% 2/15/2032  | 100000 | 89533 |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.3% 6/18/2029  | 125000 | 125176 |
| NXP BV / NXP Funding LLC / NXP USA Inc 5.25% 8/19/2035  | 60000 | 61018 |
|  |  | 275727 |
| TOTAL NETHERLANDS |  | 1145081 |
| SPAIN - 0.2%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Telefonica Emisiones SA 4.103% 3/8/2027  | 150000 | 149810 |
| Telefonica Emisiones SA 7.045% 6/20/2036  | 226000 | 254701 |
|  |  | 404511 |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Banco Santander SA 1.722% 9/14/2027 (b) | 200000 | 196170 |
| Banco Santander SA 5.538% 3/14/2030 (b) | 200000 | 207282 |
| Banco Santander SA 5.565% 1/17/2030  | 200000 | 209043 |
| Banco Santander SA 6.921% 8/8/2033  | 200000 | 222974 |
|  |  | 835469 |
| TOTAL SPAIN |  | 1239980 |
| SWEDEN - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Svensk Exportkredit AB 4.875% 10/4/2030  | 200000 | 209823 |
| SWITZERLAND - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Capital Markets - 0.1% |  |  |
| Credit Suisse USA LLC 7.125% 7/15/2032  | 170000 | 195673 |
| UBS AG/Stamford CT 1.25% 8/7/2026  | 310000 | 304698 |
|  |  | 500371 |
| Information Technology - 0.0% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Tyco Electronics Group SA 2.5% 2/4/2032  | 50000 | 45095 |
| TOTAL SWITZERLAND |  | 545466 |
| UNITED KINGDOM - 1.4%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| British Telecommunications PLC 9.625% 12/15/2030 (d) | 55000 | 67645 |
| Media - 0.0% |  |  |
| RELX Capital Inc 3% 5/22/2030  | 10000 | 9510 |
| RELX Capital Inc 4.75% 5/20/2032  | 50000 | 51155 |
| RELX Capital Inc 5.25% 3/27/2035  | 20000 | 20792 |
|  |  | 81457 |
| Wireless Telecommunication Services - 0.1% |  |  |
| Vodafone Group PLC 4.375% 5/30/2028  | 25000 | 25406 |
| Vodafone Group PLC 5% 5/30/2038  | 93000 | 92347 |
| Vodafone Group PLC 5.125% 6/19/2059  | 110000 | 99191 |
| Vodafone Group PLC 5.25% 5/30/2048  | 20000 | 18800 |
| Vodafone Group PLC 5.625% 2/10/2053  | 30000 | 29151 |
| Vodafone Group PLC 5.75% 6/28/2054  | 40000 | 39449 |
| Vodafone Group PLC 6.15% 2/27/2037  | 18000 | 19733 |
|  |  | 324077 |
| TOTAL COMMUNICATION SERVICES |  | 473179 |
| Consumer Staples - 0.0% |  |  |
| Food Products - 0.0% |  |  |
| Mead Johnson Nutrition Co 4.6% 6/1/2044  | 20000 | 18096 |
| Unilever Capital Corp 1.75% 8/12/2031  | 135000 | 119290 |
| Unilever Capital Corp 5.9% 11/15/2032  | 80000 | 87775 |
|  |  | 225161 |
| Financials - 1.2% |  |  |
| Banks - 1.2% |  |  |
| Barclays PLC 2.279% 11/24/2027 (b) | 510000 | 500490 |
| Barclays PLC 2.894% 11/24/2032 (b) | 260000 | 236797 |
| Barclays PLC 3.33% 11/24/2042 (b) | 200000 | 156392 |
| Barclays PLC 4.836% 5/9/2028  | 215000 | 216361 |
| Barclays PLC 5.69% 3/12/2030 (b) | 200000 | 208342 |
| Barclays PLC 5.785% 2/25/2036 (b) | 220000 | 232239 |
| Barclays PLC 5.829% 5/9/2027 (b) | 400000 | 402723 |
| HSBC Holdings PLC 2.804% 5/24/2032 (b) | 340000 | 311431 |
| HSBC Holdings PLC 4.041% 3/13/2028 (b) | 211000 | 210616 |
| HSBC Holdings PLC 4.619% 11/6/2031 (b) | 260000 | 261691 |
| HSBC Holdings PLC 4.755% 6/9/2028 (b) | 630000 | 635435 |
| HSBC Holdings PLC 4.899% 3/3/2029 (b) | 340000 | 345114 |
| HSBC Holdings PLC 5.13% 3/3/2031 (b) | 200000 | 205531 |
| HSBC Holdings PLC 5.546% 3/4/2030 (b) | 210000 | 218119 |
| HSBC Holdings PLC 5.597% 5/17/2028 (b) | 200000 | 203962 |
| HSBC Holdings PLC 6.1% 1/14/2042  | 70000 | 76599 |
| HSBC Holdings PLC 6.161% 3/9/2029 (b) | 200000 | 208448 |
| HSBC Holdings PLC 6.5% 5/2/2036  | 120000 | 130259 |
| HSBC Holdings PLC 6.5% 9/15/2037  | 100000 | 108874 |
| HSBC Holdings PLC 6.8% 6/1/2038  | 100000 | 112414 |
| HSBC Holdings PLC 7.625% 5/17/2032  | 110000 | 124589 |
| Lloyds Banking Group PLC 4.65% 3/24/2026  | 221000 | 221124 |
| Lloyds Banking Group PLC 4.818% 6/13/2029 (b) | 200000 | 203202 |
| Lloyds Banking Group PLC 5.087% 11/26/2028 (b) | 200000 | 203601 |
| Lloyds Banking Group PLC 5.721% 6/5/2030 (b) | 200000 | 209823 |
| Lloyds Banking Group PLC 5.871% 3/6/2029 (b) | 200000 | 207586 |
| Lloyds Banking Group PLC 7.953% 11/15/2033 (b) | 200000 | 233866 |
| NatWest Group PLC 5.583% 3/1/2028 (b) | 300000 | 305252 |
| NatWest Group PLC 5.808% 9/13/2029 (b) | 210000 | 218924 |
| NatWest Group PLC 5.847% 3/2/2027 (b) | 400000 | 401518 |
| Santander UK Group Holdings PLC 2.469% 1/11/2028 (b) | 220000 | 215671 |
| Santander UK Group Holdings PLC 4.32% 9/22/2029 (b) | 200000 | 200220 |
|  |  | 7727213 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Astrazeneca Finance LLC 2.25% 5/28/2031  | 90000 | 82118 |
| Astrazeneca Finance LLC 4.875% 3/3/2033  | 150000 | 155739 |
| Astrazeneca PLC 4.375% 8/17/2048  | 66000 | 58863 |
| Astrazeneca PLC 6.45% 9/15/2037  | 40000 | 46157 |
|  |  | 342877 |
| Utilities - 0.0% |  |  |
| Multi-Utilities - 0.0% |  |  |
| National Grid PLC 5.418% 1/11/2034  | 20000 | 20883 |
| National Grid PLC 5.602% 6/12/2028  | 50000 | 51673 |
|  |  | 72556 |
| TOTAL UNITED KINGDOM |  | 8840986 |
| UNITED STATES - 21.1%  |  |  |
| Communication Services - 2.0% |  |  |
| Diversified Telecommunication Services - 0.7% |  |  |
| AT&T Inc 1.65% 2/1/2028  | 650000 | 618149 |
| AT&T Inc 2.75% 6/1/2031  | 160000 | 147449 |
| AT&T Inc 3.5% 6/1/2041  | 50000 | 39876 |
| AT&T Inc 3.5% 9/15/2053  | 321000 | 220850 |
| AT&T Inc 3.55% 9/15/2055  | 334000 | 228892 |
| AT&T Inc 3.65% 9/15/2059  | 125000 | 85216 |
| AT&T Inc 3.85% 6/1/2060  | 165000 | 116771 |
| AT&T Inc 4.3% 2/15/2030  | 240000 | 241341 |
| AT&T Inc 4.55% 11/1/2032  | 100000 | 100183 |
| AT&T Inc 4.65% 6/1/2044  | 20000 | 17616 |
| AT&T Inc 4.85% 7/15/2045  | 320000 | 288733 |
| AT&T Inc 4.9% 11/1/2035  | 190000 | 189366 |
| AT&T Inc 5.15% 3/15/2042  | 60000 | 57824 |
| AT&T Inc 6.05% 8/15/2056  | 30000 | 30937 |
| Verizon Communications Inc 1.5% 9/18/2030  | 400000 | 352430 |
| Verizon Communications Inc 2.355% 3/15/2032  | 201000 | 177651 |
| Verizon Communications Inc 2.65% 11/20/2040  | 70000 | 50830 |
| Verizon Communications Inc 2.85% 9/3/2041  | 170000 | 124195 |
| Verizon Communications Inc 2.987% 10/30/2056  | 123000 | 75146 |
| Verizon Communications Inc 3% 11/20/2060  | 100000 | 59807 |
| Verizon Communications Inc 3.55% 3/22/2051  | 140000 | 101639 |
| Verizon Communications Inc 3.7% 3/22/2061  | 50000 | 34763 |
| Verizon Communications Inc 3.875% 2/8/2029  | 120000 | 119427 |
| Verizon Communications Inc 4% 3/22/2050  | 38000 | 29554 |
| Verizon Communications Inc 4.75% 11/1/2041  | 189000 | 173872 |
| Verizon Communications Inc 4.862% 8/21/2046  | 60000 | 54246 |
| Verizon Communications Inc 5.401% 7/2/2037 (e) | 366000 | 374404 |
| Verizon Communications Inc 5.875% 11/30/2045  | 180000 | 181559 |
| Verizon Communications Inc 5.875% 11/30/2055  | 80000 | 80744 |
|  |  | 4373470 |
| Entertainment - 0.1% |  |  |
| Netflix Inc 4.875% 4/15/2028  | 130000 | 132884 |
| Netflix Inc 4.9% 8/15/2034  | 80000 | 82983 |
| Netflix Inc 5.4% 8/15/2054  | 10000 | 9947 |
| Walt Disney Co/The 2% 9/1/2029  | 50000 | 46718 |
| Walt Disney Co/The 2.65% 1/13/2031  | 60000 | 56226 |
| Walt Disney Co/The 3.6% 1/13/2051  | 130000 | 98703 |
| Walt Disney Co/The 3.8% 3/22/2030  | 80000 | 79506 |
| Walt Disney Co/The 4.7% 3/23/2050  | 20000 | 18250 |
| Walt Disney Co/The 6.15% 3/1/2037  | 120000 | 133878 |
| Walt Disney Co/The 6.2% 12/15/2034  | 225000 | 255040 |
| Walt Disney Co/The 6.4% 12/15/2035  | 40000 | 45582 |
| Walt Disney Co/The 6.65% 11/15/2037  | 20000 | 23134 |
|  |  | 982851 |
| Interactive Media & Services - 0.2% |  |  |
| Alphabet Inc 1.1% 8/15/2030  | 60000 | 53006 |
| Alphabet Inc 1.9% 8/15/2040  | 60000 | 41535 |
| Alphabet Inc 2.05% 8/15/2050  | 95000 | 53793 |
| Alphabet Inc 3.875% 11/15/2028  | 280000 | 281673 |
| Alphabet Inc 4% 5/15/2030  | 30000 | 30175 |
| Alphabet Inc 4.1% 11/15/2030  | 150000 | 151294 |
| Alphabet Inc 4.5% 5/15/2035  | 30000 | 30200 |
| Alphabet Inc 4.7% 11/15/2035  | 20000 | 20323 |
| Alphabet Inc 5.25% 5/15/2055  | 40000 | 39740 |
| Alphabet Inc 5.45% 11/15/2055  | 290000 | 294800 |
|  |  | 996539 |
| Media - 0.8% |  |  |
| Charter Communications Operating LLC / Charter Communications Operating Capital 2.8% 4/1/2031  | 240000 | 215626 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.5% 6/1/2041  | 150000 | 107022 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.9% 6/1/2052  | 220000 | 144429 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.4% 4/1/2033  | 285000 | 268681 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.5% 4/1/2063  | 175000 | 140808 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.85% 12/1/2035  | 150000 | 150341 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034  | 110000 | 116010 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.65% 2/1/2034  | 50000 | 52912 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.834% 10/23/2055  | 30000 | 29476 |
| Comcast Corp 1.5% 2/15/2031  | 300000 | 260861 |
| Comcast Corp 1.95% 1/15/2031  | 180000 | 160359 |
| Comcast Corp 2.35% 1/15/2027  | 85000 | 83500 |
| Comcast Corp 2.45% 8/15/2052  | 100000 | 54429 |
| Comcast Corp 2.65% 2/1/2030  | 1050000 | 989713 |
| Comcast Corp 2.65% 8/15/2062  | 20000 | 10299 |
| Comcast Corp 2.937% 11/1/2056  | 190000 | 110278 |
| Comcast Corp 2.987% 11/1/2063  | 95000 | 53015 |
| Comcast Corp 3.25% 11/1/2039  | 40000 | 31773 |
| Comcast Corp 3.4% 4/1/2030  | 30000 | 29086 |
| Comcast Corp 3.4% 7/15/2046  | 150000 | 106558 |
| Comcast Corp 3.45% 2/1/2050  | 100000 | 68653 |
| Comcast Corp 3.75% 4/1/2040  | 10000 | 8358 |
| Comcast Corp 4.65% 7/15/2042  | 50000 | 44278 |
| Comcast Corp 4.95% 10/15/2058  | 50000 | 42670 |
| Comcast Corp 5.168% 1/15/2037 (e) | 194000 | 193744 |
| Comcast Corp 5.3% 5/15/2035  | 100000 | 103063 |
| Comcast Corp 5.35% 5/15/2053  | 80000 | 73747 |
| Comcast Corp 5.5% 5/15/2064  | 50000 | 46119 |
| Comcast Corp 6.05% 5/15/2055  | 100000 | 101221 |
| Fox Corp 4.709% 1/25/2029  | 330000 | 334929 |
| Fox Corp 5.476% 1/25/2039  | 20000 | 20256 |
| Paramount Global 4.2% 5/19/2032  | 60000 | 55879 |
| Paramount Global 4.95% 1/15/2031  | 100000 | 98673 |
| Paramount Global 4.95% 5/19/2050  | 100000 | 77864 |
| Paramount Global 7.875% 7/30/2030  | 20000 | 22188 |
| Time Warner Cable LLC 5.875% 11/15/2040  | 30000 | 27868 |
| Time Warner Cable LLC 6.55% 5/1/2037  | 50000 | 51114 |
| Time Warner Cable LLC 7.3% 7/1/2038  | 95000 | 101132 |
| TWDC Enterprises 18 Corp 3.7% 12/1/2042  | 50000 | 41095 |
| TWDC Enterprises 18 Corp 4.125% 12/1/2041  | 55000 | 48684 |
| TWDC Enterprises 18 Corp 4.125% 6/1/2044  | 80000 | 68482 |
|  |  | 4745193 |
| Wireless Telecommunication Services - 0.2% |  |  |
| T-Mobile USA Inc 2.7% 3/15/2032  | 50000 | 45112 |
| T-Mobile USA Inc 3% 2/15/2041  | 70000 | 52811 |
| T-Mobile USA Inc 3.5% 4/15/2031  | 90000 | 86260 |
| T-Mobile USA Inc 3.6% 11/15/2060  | 175000 | 119374 |
| T-Mobile USA Inc 3.875% 4/15/2030  | 550000 | 541772 |
| T-Mobile USA Inc 4.5% 4/15/2050  | 62000 | 52192 |
| T-Mobile USA Inc 4.625% 1/15/2033  | 10000 | 10010 |
| T-Mobile USA Inc 4.7% 1/15/2035  | 10000 | 9920 |
| T-Mobile USA Inc 4.95% 11/15/2035  | 50000 | 50268 |
| T-Mobile USA Inc 5.05% 7/15/2033  | 100000 | 102671 |
| T-Mobile USA Inc 5.2% 1/15/2033  | 130000 | 134854 |
| T-Mobile USA Inc 5.25% 6/15/2055  | 10000 | 9306 |
| T-Mobile USA Inc 5.65% 1/15/2053  | 65000 | 64334 |
| T-Mobile USA Inc 5.7% 1/15/2056  | 20000 | 19919 |
| T-Mobile USA Inc 5.8% 9/15/2062  | 50000 | 50493 |
| T-Mobile USA Inc 5.875% 11/15/2055  | 100000 | 101891 |
|  |  | 1451187 |
| TOTAL COMMUNICATION SERVICES |  | 12549240 |
| Consumer Discretionary - 1.6% |  |  |
| Automobile Components - 0.1% |  |  |
| Aptiv Swiss Holdings Ltd 3.1% 12/1/2051  | 100000 | 65196 |
| Aptiv Swiss Holdings Ltd 4.65% 9/13/2029  | 200000 | 203869 |
| Lear Corp 2.6% 1/15/2032  | 30000 | 26791 |
| Lear Corp 3.5% 5/30/2030  | 50000 | 48057 |
|  |  | 343913 |
| Automobiles - 0.4% |  |  |
| American Honda Finance Corp 4.25% 9/1/2028  | 80000 | 80431 |
| American Honda Finance Corp 4.55% 7/9/2027  | 100000 | 100908 |
| American Honda Finance Corp 4.8% 3/5/2030  | 50000 | 51096 |
| American Honda Finance Corp 4.85% 10/23/2031  | 60000 | 61312 |
| American Honda Finance Corp 5.125% 7/7/2028  | 40000 | 41058 |
| American Honda Finance Corp 5.15% 7/9/2032  | 30000 | 30928 |
| American Honda Finance Corp 5.2% 3/5/2035  | 50000 | 51002 |
| American Honda Finance Corp 5.65% 11/15/2028  | 160000 | 167035 |
| Ford Motor Co 3.25% 2/12/2032  | 245000 | 215213 |
| Ford Motor Co 5.291% 12/8/2046  | 130000 | 109695 |
| Ford Motor Co 6.1% 8/19/2032  | 130000 | 133971 |
| Ford Motor Co 9.625% 4/22/2030  | 110000 | 127671 |
| General Motors Co 5% 4/1/2035  | 30000 | 29648 |
| General Motors Co 5.2% 4/1/2045  | 200000 | 181830 |
| General Motors Co 5.6% 10/15/2032  | 50000 | 52456 |
| General Motors Co 5.95% 4/1/2049  | 100000 | 98131 |
| General Motors Financial Co Inc 1.25% 1/8/2026  | 555000 | 553222 |
| General Motors Financial Co Inc 2.4% 4/10/2028  | 80000 | 76766 |
| General Motors Financial Co Inc 2.7% 8/20/2027  | 145000 | 141414 |
| General Motors Financial Co Inc 5.45% 7/15/2030  | 140000 | 145667 |
| General Motors Financial Co Inc 5.45% 9/6/2034  | 50000 | 50967 |
| General Motors Financial Co Inc 5.65% 1/17/2029  | 80000 | 82984 |
| General Motors Financial Co Inc 5.75% 2/8/2031  | 30000 | 31590 |
| General Motors Financial Co Inc 5.85% 4/6/2030  | 70000 | 73716 |
|  |  | 2688711 |
| Broadline Retail - 0.4% |  |  |
| Amazon.com Inc 1.2% 6/3/2027  | 330000 | 318110 |
| Amazon.com Inc 1.5% 6/3/2030  | 350000 | 315841 |
| Amazon.com Inc 2.1% 5/12/2031  | 193000 | 174710 |
| Amazon.com Inc 2.5% 6/3/2050  | 100000 | 61691 |
| Amazon.com Inc 2.875% 5/12/2041  | 185000 | 142956 |
| Amazon.com Inc 3.1% 5/12/2051  | 193000 | 133349 |
| Amazon.com Inc 3.15% 8/22/2027  | 240000 | 237887 |
| Amazon.com Inc 3.6% 4/13/2032  | 200000 | 194624 |
| Amazon.com Inc 3.95% 4/13/2052  | 50000 | 40213 |
| Amazon.com Inc 4.1% 4/13/2062  | 25000 | 19810 |
| Amazon.com Inc 4.25% 8/22/2057  | 50000 | 41397 |
| Amazon.com Inc 4.55% 12/1/2027  | 230000 | 233541 |
| Amazon.com Inc 5.45% 11/20/2055  | 160000 | 161371 |
| eBay Inc 1.4% 5/10/2026  | 118000 | 116666 |
| eBay Inc 2.7% 3/11/2030  | 50000 | 47009 |
| eBay Inc 4% 7/15/2042  | 50000 | 41639 |
|  |  | 2280814 |
| Distributors - 0.0% |  |  |
| Genuine Parts Co 6.5% 11/1/2028  | 60000 | 63542 |
| Hotels, Restaurants & Leisure - 0.3% |  |  |
| Expedia Group Inc 4.625% 8/1/2027  | 240000 | 241548 |
| Marriott International Inc/MD 2.85% 4/15/2031  | 60000 | 55657 |
| Marriott International Inc/MD 3.5% 10/15/2032  | 80000 | 74954 |
| Marriott International Inc/MD 4.2% 7/15/2027  | 190000 | 190538 |
| Marriott International Inc/MD 4.875% 5/15/2029  | 30000 | 30658 |
| Marriott International Inc/MD 5.25% 10/15/2035  | 40000 | 40797 |
| Marriott International Inc/MD 5.35% 3/15/2035  | 40000 | 41409 |
| Marriott International Inc/MD 5.5% 4/15/2037  | 40000 | 41315 |
| McDonald's Corp 2.625% 9/1/2029  | 90000 | 85764 |
| McDonald's Corp 3.5% 7/1/2027  | 20000 | 19861 |
| McDonald's Corp 3.6% 7/1/2030  | 165000 | 161955 |
| McDonald's Corp 3.625% 5/1/2043  | 70000 | 56490 |
| McDonald's Corp 3.625% 9/1/2049  | 50000 | 37493 |
| McDonald's Corp 4.2% 4/1/2050  | 18000 | 14821 |
| McDonald's Corp 4.45% 9/1/2048  | 64000 | 55203 |
| McDonald's Corp 4.7% 12/9/2035  | 20000 | 20072 |
| McDonald's Corp 5% 2/13/2036  | 80000 | 81260 |
| McDonald's Corp 6.3% 3/1/2038  | 60000 | 67155 |
| Starbucks Corp 2% 3/12/2027  | 170000 | 165715 |
| Starbucks Corp 2.55% 11/15/2030  | 100000 | 92550 |
| Starbucks Corp 3.35% 3/12/2050  | 40000 | 27980 |
| Starbucks Corp 4.3% 6/15/2045  | 20000 | 17083 |
| Starbucks Corp 4.5% 11/15/2048  | 72000 | 61276 |
|  |  | 1681554 |
| Household Durables - 0.0% |  |  |
| DR Horton Inc 5% 10/15/2034  | 30000 | 30605 |
| DR Horton Inc 5.5% 10/15/2035  | 20000 | 20924 |
| PulteGroup Inc 7.875% 6/15/2032  | 30000 | 35177 |
| Toll Brothers Finance Corp 4.35% 2/15/2028  | 40000 | 40152 |
|  |  | 126858 |
| Leisure Products - 0.0% |  |  |
| Brunswick Corp/DE 4.4% 9/15/2032  | 40000 | 38258 |
| Hasbro Inc 3.9% 11/19/2029  | 75000 | 73661 |
| Hasbro Inc 6.05% 5/14/2034  | 30000 | 31816 |
|  |  | 143735 |
| Specialty Retail - 0.4% |  |  |
| AutoNation Inc 4.45% 1/15/2029  | 100000 | 100273 |
| AutoNation Inc 4.75% 6/1/2030  | 50000 | 50506 |
| AutoZone Inc 3.75% 6/1/2027  | 50000 | 49766 |
| AutoZone Inc 4.5% 2/1/2028  | 55000 | 55634 |
| AutoZone Inc 4.75% 8/1/2032  | 30000 | 30369 |
| AutoZone Inc 5.1% 7/15/2029  | 10000 | 10312 |
| AutoZone Inc 5.4% 7/15/2034  | 10000 | 10417 |
| AutoZone Inc 6.55% 11/1/2033  | 40000 | 44745 |
| Home Depot Inc/The 2.375% 3/15/2051  | 113000 | 66233 |
| Home Depot Inc/The 2.95% 6/15/2029  | 280000 | 271205 |
| Home Depot Inc/The 3.3% 4/15/2040  | 200000 | 165541 |
| Home Depot Inc/The 4.2% 4/1/2043  | 50000 | 43932 |
| Home Depot Inc/The 4.4% 3/15/2045  | 90000 | 79731 |
| Home Depot Inc/The 4.5% 12/6/2048  | 70000 | 61482 |
| Home Depot Inc/The 4.5% 9/15/2032  | 50000 | 50847 |
| Home Depot Inc/The 4.65% 9/15/2035  | 70000 | 69994 |
| Home Depot Inc/The 4.95% 6/25/2034  | 100000 | 102916 |
| Home Depot Inc/The 4.95% 9/30/2026  | 210000 | 211628 |
| Home Depot Inc/The 5.3% 6/25/2054  | 30000 | 29331 |
| Home Depot Inc/The 5.4% 9/15/2040  | 60000 | 62463 |
| Home Depot Inc/The 5.875% 12/16/2036  | 40000 | 43722 |
| Lowe's Cos Inc 1.7% 10/15/2030  | 100000 | 88820 |
| Lowe's Cos Inc 2.625% 4/1/2031  | 50000 | 45932 |
| Lowe's Cos Inc 2.8% 9/15/2041  | 90000 | 65282 |
| Lowe's Cos Inc 3% 10/15/2050  | 60000 | 38850 |
| Lowe's Cos Inc 3.1% 5/3/2027  | 34000 | 33568 |
| Lowe's Cos Inc 4.05% 5/3/2047  | 112000 | 90121 |
| Lowe's Cos Inc 4.25% 3/15/2031  | 110000 | 109578 |
| Lowe's Cos Inc 4.45% 4/1/2062  | 100000 | 79852 |
| Lowe's Cos Inc 4.5% 4/15/2030  | 50000 | 50661 |
| Lowe's Cos Inc 5% 4/15/2033  | 75000 | 77052 |
| Lowe's Cos Inc 5.125% 4/15/2050  | 20000 | 18498 |
| Lowe's Cos Inc 5.75% 7/1/2053  | 20000 | 20063 |
| Lowe's Cos Inc 5.8% 9/15/2062  | 20000 | 19941 |
| Lowe's Cos Inc 5.85% 4/1/2063  | 10000 | 10032 |
| O'Reilly Automotive Inc 4.2% 4/1/2030  | 60000 | 59930 |
| O'Reilly Automotive Inc 4.7% 6/15/2032  | 50000 | 50583 |
| TJX Cos Inc/The 1.6% 5/15/2031  | 125000 | 109912 |
|  |  | 2579722 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| NIKE Inc 2.85% 3/27/2030  | 80000 | 76451 |
| NIKE Inc 3.25% 3/27/2040  | 55000 | 44924 |
| NIKE Inc 3.375% 3/27/2050  | 20000 | 14583 |
| Tapestry Inc 5.1% 3/11/2030  | 30000 | 30796 |
| Tapestry Inc 5.5% 3/11/2035  | 30000 | 30754 |
|  |  | 197508 |
| TOTAL CONSUMER DISCRETIONARY |  | 10106357 |
| Consumer Staples - 1.1% |  |  |
| Beverages - 0.3% |  |  |
| Coca-Cola Co/The 1.45% 6/1/2027  | 20000 | 19351 |
| Coca-Cola Co/The 1.65% 6/1/2030  | 10000 | 9065 |
| Coca-Cola Co/The 2.25% 1/5/2032  | 205000 | 185885 |
| Coca-Cola Co/The 2.5% 6/1/2040  | 10000 | 7540 |
| Coca-Cola Co/The 2.6% 6/1/2050  | 10000 | 6353 |
| Coca-Cola Co/The 2.75% 6/1/2060  | 70000 | 42216 |
| Coca-Cola Co/The 3.45% 3/25/2030  | 60000 | 58953 |
| Coca-Cola Co/The 4.2% 3/25/2050  | 50000 | 42905 |
| Coca-Cola Co/The 5% 5/13/2034  | 70000 | 73528 |
| Coca-Cola Co/The 5.2% 1/14/2055  | 80000 | 78892 |
| Coca-Cola Co/The 5.3% 5/13/2054  | 50000 | 49990 |
| Coca-Cola Co/The 5.4% 5/13/2064  | 20000 | 19973 |
| Keurig Dr Pepper Inc 3.8% 5/1/2050  | 90000 | 66194 |
| Keurig Dr Pepper Inc 4.5% 4/15/2052  | 30000 | 24634 |
| Keurig Dr Pepper Inc 4.597% 5/25/2028  | 110000 | 110825 |
| Keurig Dr Pepper Inc 4.6% 5/15/2030  | 80000 | 80376 |
| Keurig Dr Pepper Inc 5.085% 5/25/2048  | 20000 | 17995 |
| PepsiCo Inc 1.4% 2/25/2031  | 200000 | 175481 |
| PepsiCo Inc 1.625% 5/1/2030  | 83000 | 75274 |
| PepsiCo Inc 2.375% 10/6/2026  | 220000 | 217402 |
| PepsiCo Inc 2.75% 10/21/2051  | 20000 | 12878 |
| PepsiCo Inc 3% 10/15/2027  | 320000 | 316068 |
| PepsiCo Inc 3.5% 3/19/2040  | 120000 | 102598 |
| PepsiCo Inc 3.6% 8/13/2042  | 105000 | 86711 |
| PepsiCo Inc 4% 5/2/2047  | 80000 | 66836 |
| PepsiCo Inc 5% 2/7/2035  | 30000 | 31034 |
| PepsiCo Inc 5% 7/23/2035  | 80000 | 82476 |
|  |  | 2061433 |
| Consumer Staples Distribution & Retail - 0.3% |  |  |
| Costco Wholesale Corp 1.375% 6/20/2027  | 370000 | 357567 |
| Dollar General Corp 5% 11/1/2032  | 60000 | 60818 |
| Dollar General Corp 5.2% 7/5/2028  | 100000 | 102537 |
| Dollar General Corp 5.45% 7/5/2033  | 30000 | 31149 |
| Dollar Tree Inc 4.2% 5/15/2028  | 130000 | 129859 |
| Kroger Co/The 1.7% 1/15/2031  | 100000 | 88093 |
| Kroger Co/The 4.65% 1/15/2048  | 30000 | 26330 |
| Kroger Co/The 5% 4/15/2042  | 50000 | 47407 |
| Kroger Co/The 5% 9/15/2034  | 20000 | 20321 |
| Kroger Co/The 5.4% 1/15/2049  | 10000 | 9692 |
| Kroger Co/The 5.5% 9/15/2054  | 60000 | 58501 |
| Kroger Co/The 5.65% 9/15/2064  | 60000 | 58485 |
| Sysco Corp 2.4% 2/15/2030  | 70000 | 65193 |
| Sysco Corp 3.15% 12/14/2051  | 60000 | 40455 |
| Sysco Corp 3.3% 2/15/2050  | 50000 | 35263 |
| Sysco Corp 4.5% 4/1/2046  | 50000 | 43620 |
| Sysco Corp 5.95% 4/1/2030  | 63000 | 66817 |
| Target Corp 2.95% 1/15/2052  | 75000 | 48783 |
| Target Corp 3.9% 11/15/2047  | 45000 | 35944 |
| Target Corp 4% 7/1/2042  | 50000 | 42763 |
| Target Corp 4.8% 1/15/2053  | 70000 | 63210 |
| Walmart Inc 2.5% 9/22/2041  | 205000 | 149884 |
| Walmart Inc 3.9% 4/15/2028  | 50000 | 50315 |
| Walmart Inc 4.05% 6/29/2048  | 150000 | 127607 |
| Walmart Inc 4.1% 4/15/2033  | 50000 | 50184 |
| Walmart Inc 4.5% 4/15/2053  | 20000 | 18042 |
| Walmart Inc 4.9% 4/28/2035  | 110000 | 114061 |
|  |  | 1942900 |
| Food Products - 0.3% |  |  |
| Archer-Daniels-Midland Co 2.9% 3/1/2032  | 60000 | 55335 |
| Archer-Daniels-Midland Co 4.016% 4/16/2043  | 75000 | 63673 |
| Bunge Ltd Finance Corp 4.2% 9/17/2029  | 20000 | 20004 |
| Bunge Ltd Finance Corp 4.65% 9/17/2034  | 20000 | 19791 |
| Campbell's Company/The 4.15% 3/15/2028  | 100000 | 100222 |
| Campbell's Company/The 4.75% 3/23/2035  | 80000 | 78354 |
| Campbell's Company/The 5.2% 3/21/2029  | 70000 | 72051 |
| Conagra Brands Inc 4.85% 11/1/2028  | 75000 | 76034 |
| Conagra Brands Inc 5% 8/1/2030  | 50000 | 50720 |
| Conagra Brands Inc 5.3% 11/1/2038  | 10000 | 9656 |
| Conagra Brands Inc 5.4% 11/1/2048  | 22000 | 20234 |
| Conagra Brands Inc 7% 10/1/2028  | 50000 | 53374 |
| General Mills Inc 2.875% 4/15/2030  | 13000 | 12314 |
| General Mills Inc 3% 2/1/2051  | 50000 | 33038 |
| General Mills Inc 4.2% 4/17/2028  | 130000 | 130398 |
| General Mills Inc 4.875% 1/30/2030  | 50000 | 51286 |
| General Mills Inc 4.95% 3/29/2033  | 50000 | 50989 |
| Hershey Co/The 2.65% 6/1/2050  | 40000 | 25183 |
| JM Smucker Co 4.25% 3/15/2035  | 50000 | 47497 |
| JM Smucker Co 6.5% 11/15/2043  | 50000 | 54405 |
| JM Smucker Co 6.5% 11/15/2053  | 10000 | 10999 |
| Kellanova 4.3% 5/15/2028  | 50000 | 50338 |
| Kellanova 5.75% 5/16/2054  | 20000 | 20217 |
| Kellanova 7.45% 4/1/2031  | 40000 | 46074 |
| Kraft Heinz Foods Co 3.75% 4/1/2030  | 40000 | 39165 |
| Kraft Heinz Foods Co 4.875% 10/1/2049  | 50000 | 43920 |
| Kraft Heinz Foods Co 5.5% 6/1/2050  | 195000 | 185218 |
| Kraft Heinz Foods Co 6.875% 1/26/2039  | 20000 | 22449 |
| McCormick & Co Inc/MD 2.5% 4/15/2030  | 110000 | 102499 |
| Mondelez International Inc 2.625% 9/4/2050  | 50000 | 30353 |
| Mondelez International Inc 2.75% 4/13/2030  | 30000 | 28311 |
| Mondelez International Inc 4.75% 8/28/2034  | 50000 | 50099 |
| Pilgrim's Pride Corp 6.875% 5/15/2034  | 50000 | 55489 |
| Tyson Foods Inc 4% 3/1/2026  | 40000 | 39970 |
| Tyson Foods Inc 4.875% 8/15/2034  | 75000 | 75133 |
| Tyson Foods Inc 5.1% 9/28/2048  | 40000 | 37079 |
| Tyson Foods Inc 5.7% 3/15/2034  | 40000 | 42316 |
|  |  | 1904187 |
| Household Products - 0.1% |  |  |
| Church & Dwight Co Inc 2.3% 12/15/2031  | 70000 | 62514 |
| Colgate-Palmolive Co 4.6% 3/1/2033  | 50000 | 51412 |
| Kimberly-Clark Corp 1.05% 9/15/2027  | 53000 | 50554 |
| Kimberly-Clark Corp 2.875% 2/7/2050  | 75000 | 50162 |
| Kimberly-Clark Corp 3.1% 3/26/2030  | 7000 | 6742 |
| Kimberly-Clark Corp 3.9% 5/4/2047  | 20000 | 16081 |
| Procter & Gamble Co/The 3% 3/25/2030  | 36000 | 34760 |
| Procter & Gamble Co/The 3.6% 3/25/2050  | 180000 | 140431 |
|  |  | 412656 |
| Personal Care Products - 0.1% |  |  |
| Estee Lauder Cos Inc/The 1.95% 3/15/2031  | 75000 | 66903 |
| Estee Lauder Cos Inc/The 5% 2/14/2034  | 80000 | 81706 |
| Estee Lauder Cos Inc/The 5.15% 5/15/2053  | 10000 | 9410 |
| Estee Lauder Cos Inc/The 6% 5/15/2037  | 40000 | 43756 |
| Kenvue Inc 4.9% 3/22/2033  | 32000 | 32819 |
| Kenvue Inc 5.05% 3/22/2028  | 32000 | 32735 |
| Kenvue Inc 5.05% 3/22/2053  | 52000 | 48301 |
| Kenvue Inc 5.2% 3/22/2063  | 40000 | 36991 |
|  |  | 352621 |
| TOTAL CONSUMER STAPLES |  | 6673797 |
| Energy - 1.0% |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 3.337% 12/15/2027  | 240000 | 237201 |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 4.08% 12/15/2047  | 60000 | 48509 |
| Halliburton Co 2.92% 3/1/2030  | 80000 | 75910 |
| Halliburton Co 4.85% 11/15/2035  | 10000 | 9948 |
| Halliburton Co 5% 11/15/2045  | 126000 | 114964 |
| Halliburton Co 6.7% 9/15/2038  | 10000 | 11236 |
| NOV Inc 3.6% 12/1/2029  | 60000 | 58544 |
|  |  | 556312 |
| Oil, Gas & Consumable Fuels - 0.9% |  |  |
| Cheniere Corpus Christi Holdings LLC 3.7% 11/15/2029  | 40000 | 39106 |
| Cheniere Energy Partners LP 4.5% 10/1/2029  | 70000 | 69980 |
| Cheniere Energy Partners LP 5.75% 8/15/2034  | 70000 | 73299 |
| DCP Midstream Operating LP 5.6% 4/1/2044  | 20000 | 19409 |
| Enbridge Energy Partners LP 7.5% 4/15/2038  | 70000 | 83181 |
| Enterprise Products Operating LLC 3.3% 2/15/2053  | 250000 | 171060 |
| Enterprise Products Operating LLC 3.95% 1/31/2060  | 40000 | 29947 |
| Enterprise Products Operating LLC 4.6% 1/15/2031  | 100000 | 101463 |
| Enterprise Products Operating LLC 4.95% 2/15/2035  | 10000 | 10170 |
| Enterprise Products Operating LLC 5.1% 2/15/2045  | 50000 | 47878 |
| Enterprise Products Operating LLC 5.2% 1/15/2036  | 70000 | 71824 |
| Enterprise Products Operating LLC 5.35% 1/31/2033  | 270000 | 283967 |
| Enterprise Products Operating LLC 5.55% 2/16/2055  | 10000 | 9901 |
| Enterprise Products Operating LLC 5.7% 2/15/2042  | 20000 | 20583 |
| Enterprise Products Operating LLC 7.55% 4/15/2038  | 55000 | 66986 |
| HF Sinclair Corp 5.5% 9/1/2032  | 50000 | 51096 |
| Kinder Morgan Inc 5.2% 6/1/2033  | 30000 | 30974 |
| Marathon Petroleum Corp 4.75% 9/15/2044  | 88000 | 76483 |
| Marathon Petroleum Corp 5.15% 3/1/2030  | 70000 | 72083 |
| Marathon Petroleum Corp 5.7% 3/1/2035  | 40000 | 41542 |
| MPLX LP 4.125% 3/1/2027  | 240000 | 239768 |
| MPLX LP 4.5% 4/15/2038  | 48000 | 44038 |
| MPLX LP 4.8% 2/15/2031  | 40000 | 40512 |
| MPLX LP 4.9% 4/15/2058  | 50000 | 41559 |
| MPLX LP 5% 3/1/2033  | 100000 | 100957 |
| MPLX LP 5.4% 9/15/2035  | 60000 | 60718 |
| MPLX LP 5.5% 2/15/2049  | 60000 | 55684 |
| MPLX LP 5.5% 6/1/2034  | 50000 | 51320 |
| MPLX LP 6.2% 9/15/2055  | 90000 | 91013 |
| ONEOK Inc 3.4% 9/1/2029  | 80000 | 77209 |
| ONEOK Inc 4.25% 9/24/2027  | 20000 | 20047 |
| ONEOK Inc 4.45% 9/1/2049  | 50000 | 40862 |
| ONEOK Inc 4.75% 10/15/2031  | 50000 | 50232 |
| ONEOK Inc 4.85% 2/1/2049  | 50000 | 43052 |
| ONEOK Inc 5.05% 11/1/2034  | 90000 | 89543 |
| ONEOK Inc 5.65% 11/1/2028  | 20000 | 20774 |
| ONEOK Inc 5.65% 9/1/2034  | 15000 | 15527 |
| ONEOK Inc 5.7% 11/1/2054  | 40000 | 37717 |
| ONEOK Inc 5.85% 11/1/2064  | 40000 | 38206 |
| ONEOK Inc 6.05% 9/1/2033  | 80000 | 85450 |
| ONEOK Inc 6.25% 10/15/2055  | 50000 | 50743 |
| ONEOK Inc 6.35% 1/15/2031  | 187000 | 200876 |
| ONEOK Inc 6.625% 9/1/2053  | 30000 | 31709 |
| ONEOK Partners LP 6.65% 10/1/2036  | 50000 | 54834 |
| Phillips 66 3.3% 3/15/2052  | 50000 | 33151 |
| Phillips 66 3.9% 3/15/2028  | 220000 | 218941 |
| Phillips 66 4.65% 11/15/2034  | 65000 | 64020 |
| Phillips 66 5.875% 5/1/2042  | 54000 | 54838 |
| Phillips 66 Co 4.68% 2/15/2045  | 10000 | 8539 |
| Phillips 66 Co 4.95% 3/15/2035  | 160000 | 159927 |
| Phillips 66 Co 5.3% 6/30/2033  | 60000 | 62158 |
| Plains All American Pipeline LP / PAA Finance Corp 3.55% 12/15/2029  | 140000 | 135945 |
| Plains All American Pipeline LP / PAA Finance Corp 4.9% 2/15/2045  | 20000 | 17580 |
| Plains All American Pipeline LP / PAA Finance Corp 5.6% 1/15/2036  | 71000 | 72139 |
| Plains All American Pipeline LP / PAA Finance Corp 5.7% 9/15/2034  | 30000 | 31108 |
| Sabine Pass Liquefaction LLC 4.5% 5/15/2030  | 40000 | 40237 |
| Sabine Pass Liquefaction LLC 5% 3/15/2027  | 160000 | 160938 |
| Targa Resources Corp 4.35% 1/15/2029  | 100000 | 100337 |
| Targa Resources Corp 4.9% 9/15/2030  | 50000 | 50997 |
| Targa Resources Corp 4.95% 4/15/2052  | 60000 | 51454 |
| Targa Resources Corp 5.5% 2/15/2035  | 70000 | 71769 |
| Targa Resources Corp 6.125% 3/15/2033  | 50000 | 53603 |
| Targa Resources Corp 6.125% 5/15/2055  | 40000 | 40219 |
| Targa Resources Corp 6.5% 2/15/2053  | 10000 | 10556 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 5% 1/15/2028  | 125000 | 125018 |
| Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030  | 20000 | 19140 |
| Transcontinental Gas Pipe Line Co LLC 3.95% 5/15/2050  | 50000 | 39187 |
| Transcontinental Gas Pipe Line Co LLC 4.45% 8/1/2042  | 105000 | 92967 |
| Valero Energy Corp 2.15% 9/15/2027  | 125000 | 120729 |
| Valero Energy Corp 3.4% 9/15/2026  | 50000 | 49725 |
| Valero Energy Corp 4% 4/1/2029  | 155000 | 154086 |
| Valero Energy Corp 4% 6/1/2052  | 50000 | 37546 |
| Western Gas Partners LP 4.05% 2/1/2030 (d) | 50000 | 49173 |
| Western Gas Partners LP 5.45% 4/1/2044  | 50000 | 45809 |
| Western Gas Partners LP 5.5% 8/15/2048  | 20000 | 17687 |
| Western Gas Partners LP 6.35% 1/15/2029  | 70000 | 73866 |
| Williams Cos Inc/The 3.75% 6/15/2027  | 26000 | 25824 |
| Williams Cos Inc/The 5.4% 3/2/2026  | 100000 | 100349 |
| Williams Cos Inc/The 5.65% 3/15/2033  | 50000 | 52866 |
|  |  | 5395710 |
| TOTAL ENERGY |  | 5952022 |
| Financials - 6.4% |  |  |
| Banks - 2.8% |  |  |
| Bank of America Corp 1.734% 7/22/2027 (b) | 43000 | 42331 |
| Bank of America Corp 2.087% 6/14/2029 (b) | 310000 | 295593 |
| Bank of America Corp 2.482% 9/21/2036 (b) | 60000 | 52814 |
| Bank of America Corp 2.651% 3/11/2032 (b) | 80000 | 73740 |
| Bank of America Corp 2.676% 6/19/2041 (b) | 420000 | 315991 |
| Bank of America Corp 2.687% 4/22/2032 (b) | 43000 | 39588 |
| Bank of America Corp 2.831% 10/24/2051 (b) | 50000 | 32605 |
| Bank of America Corp 3.194% 7/23/2030 (b) | 180000 | 174286 |
| Bank of America Corp 3.593% 7/21/2028 (b) | 45000 | 44651 |
| Bank of America Corp 3.846% 3/8/2037 (b) | 180000 | 170200 |
| Bank of America Corp 3.974% 2/7/2030 (b) | 35000 | 34847 |
| Bank of America Corp 4.083% 3/20/2051 (b) | 130000 | 107112 |
| Bank of America Corp 4.183% 11/25/2027  | 95000 | 95123 |
| Bank of America Corp 4.244% 4/24/2038 (b) | 75000 | 70838 |
| Bank of America Corp 4.271% 7/23/2029 (b) | 60000 | 60376 |
| Bank of America Corp 4.33% 3/15/2050 (b) | 50000 | 42957 |
| Bank of America Corp 4.376% 4/27/2028 (b) | 100000 | 100360 |
| Bank of America Corp 4.571% 4/27/2033 (b) | 510000 | 512110 |
| Bank of America Corp 4.623% 5/9/2029 (b) | 250000 | 253411 |
| Bank of America Corp 4.75% 4/21/2045  | 55000 | 50210 |
| Bank of America Corp 5.162% 1/24/2031 (b) | 130000 | 134845 |
| Bank of America Corp 5.202% 4/25/2029 (b) | 50000 | 51277 |
| Bank of America Corp 5.288% 4/25/2034 (b) | 40000 | 41678 |
| Bank of America Corp 5.425% 8/15/2035 (b) | 10000 | 10306 |
| Bank of America Corp 5.464% 5/9/2036 (b) | 30000 | 31631 |
| Bank of America Corp 5.511% 1/24/2036 (b) | 280000 | 295521 |
| Bank of America Corp 5.518% 10/25/2035 (b) | 20000 | 20663 |
| Bank of America Corp 5.872% 9/15/2034 (b) | 120000 | 129352 |
| Bank of America Corp 5.875% 2/7/2042  | 135000 | 145714 |
| Bank of America Corp 6.11% 1/29/2037  | 200000 | 217666 |
| Bank of America Corp 6.204% 11/10/2028 (b) | 350000 | 363982 |
| Citibank NA 4.914% 5/29/2030  | 250000 | 257842 |
| Citigroup Inc 2.976% 11/5/2030 (b) | 290000 | 276715 |
| Citigroup Inc 3.2% 10/21/2026  | 191000 | 189590 |
| Citigroup Inc 3.52% 10/27/2028 (b) | 190000 | 188035 |
| Citigroup Inc 3.785% 3/17/2033 (b) | 190000 | 182006 |
| Citigroup Inc 4.125% 7/25/2028  | 154000 | 154036 |
| Citigroup Inc 4.412% 3/31/2031 (b) | 110000 | 110355 |
| Citigroup Inc 4.503% 9/11/2031 (b) | 50000 | 50351 |
| Citigroup Inc 4.643% 5/7/2028 (b) | 130000 | 130925 |
| Citigroup Inc 4.65% 7/23/2048  | 135000 | 121316 |
| Citigroup Inc 4.65% 7/30/2045  | 42000 | 38334 |
| Citigroup Inc 4.75% 5/18/2046  | 60000 | 53481 |
| Citigroup Inc 5.333% 3/27/2036 (b) | 60000 | 61917 |
| Citigroup Inc 5.411% 9/19/2039 (b) | 230000 | 232255 |
| Citigroup Inc 5.449% 6/11/2035 (b) | 180000 | 187995 |
| Citigroup Inc 5.612% 3/4/2056 (b) | 40000 | 40688 |
| Citigroup Inc 5.827% 2/13/2035 (b) | 10000 | 10457 |
| Citigroup Inc 5.875% 1/30/2042  | 65000 | 69183 |
| Citigroup Inc 6.174% 5/25/2034 (b) | 80000 | 85475 |
| Citigroup Inc 6.27% 11/17/2033 (b) | 160000 | 175305 |
| Citigroup Inc 6.625% 6/15/2032  | 60000 | 66782 |
| Citigroup Inc 8.125% 7/15/2039  | 85000 | 109935 |
| Citizens Financial Group Inc 2.5% 2/6/2030  | 10000 | 9255 |
| Citizens Financial Group Inc 2.638% 9/30/2032  | 20000 | 17245 |
| Citizens Financial Group Inc 5.253% 3/5/2031 (b) | 40000 | 41012 |
| Citizens Financial Group Inc 5.718% 7/23/2032 (b) | 50000 | 52442 |
| Citizens Financial Group Inc 6.645% 4/25/2035 (b) | 15000 | 16520 |
| Fifth Third Bancorp 3.95% 3/14/2028  | 100000 | 99822 |
| Fifth Third Bancorp 4.337% 4/25/2033 (b) | 50000 | 48998 |
| Fifth Third Bancorp 4.772% 7/28/2030 (b) | 30000 | 30410 |
| Fifth Third Bancorp 6.361% 10/27/2028 (b) | 70000 | 72879 |
| Fifth Third Bancorp 8.25% 3/1/2038  | 20000 | 24776 |
| Huntington Bancshares Inc/OH 2.55% 2/4/2030  | 65000 | 60539 |
| Huntington Bancshares Inc/OH 4.443% 8/4/2028 (b) | 30000 | 30150 |
| Huntington Bancshares Inc/OH 5.272% 1/15/2031 (b) | 50000 | 51617 |
| Huntington Bancshares Inc/OH 5.709% 2/2/2035 (b) | 30000 | 31552 |
| Huntington Bancshares Inc/OH 6.141% 11/18/2039 (b) | 30000 | 31271 |
| Huntington Bancshares Inc/OH 6.208% 8/21/2029 (b) | 30000 | 31507 |
| JPMorgan Chase & Co 1.47% 9/22/2027 (b) | 170000 | 166455 |
| JPMorgan Chase & Co 2.069% 6/1/2029 (b) | 150000 | 143130 |
| JPMorgan Chase & Co 2.525% 11/19/2041 (b) | 110000 | 80384 |
| JPMorgan Chase & Co 2.545% 11/8/2032 (b) | 180000 | 162960 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (b) | 50000 | 47206 |
| JPMorgan Chase & Co 3.109% 4/22/2051 (b) | 230000 | 160461 |
| JPMorgan Chase & Co 3.328% 4/22/2052 (b) | 80000 | 57973 |
| JPMorgan Chase & Co 3.702% 5/6/2030 (b) | 40000 | 39471 |
| JPMorgan Chase & Co 4.203% 7/23/2029 (b) | 30000 | 30093 |
| JPMorgan Chase & Co 4.323% 4/26/2028 (b) | 170000 | 170665 |
| JPMorgan Chase & Co 4.452% 12/5/2029 (b) | 185000 | 187054 |
| JPMorgan Chase & Co 4.493% 3/24/2031 (b) | 200000 | 202648 |
| JPMorgan Chase & Co 4.565% 6/14/2030 (b) | 310000 | 314289 |
| JPMorgan Chase & Co 4.586% 4/26/2033 (b) | 170000 | 171734 |
| JPMorgan Chase & Co 4.81% 10/22/2036 (b) | 230000 | 231275 |
| JPMorgan Chase & Co 4.912% 7/25/2033 (b) | 125000 | 128346 |
| JPMorgan Chase & Co 4.95% 6/1/2045  | 92000 | 88207 |
| JPMorgan Chase & Co 5.103% 4/22/2031 (b) | 120000 | 124451 |
| JPMorgan Chase & Co 5.14% 1/24/2031 (b) | 140000 | 145232 |
| JPMorgan Chase & Co 5.294% 7/22/2035 (b) | 360000 | 375341 |
| JPMorgan Chase & Co 5.35% 6/1/2034 (b) | 220000 | 230954 |
| JPMorgan Chase & Co 5.572% 4/22/2036 (b) | 440000 | 467400 |
| JPMorgan Chase & Co 5.576% 7/23/2036 (b) | 120000 | 125549 |
| JPMorgan Chase & Co 5.766% 4/22/2035 (b) | 110000 | 118424 |
| JPMorgan Chase & Co 6.4% 5/15/2038  | 86000 | 98446 |
| KeyCorp 2.55% 10/1/2029  | 40000 | 37731 |
| KeyCorp 4.1% 4/30/2028  | 55000 | 55035 |
| KeyCorp 4.789% 6/1/2033 (b) | 50000 | 50088 |
| KeyCorp 6.401% 3/6/2035 (b) | 30000 | 32734 |
| M&T Bank Corp 5.053% 1/27/2034 (b) | 65000 | 65589 |
| M&T Bank Corp 5.385% 1/16/2036 (b) | 20000 | 20396 |
| M&T Bank Corp 6.082% 3/13/2032 (b) | 50000 | 53201 |
| Morgan Stanley Private Bank NA 4.734% 7/18/2031 (b) | 400000 | 406860 |
| PNC Financial Services Group Inc/The 1.15% 8/13/2026  | 203000 | 199085 |
| PNC Financial Services Group Inc/The 4.626% 6/6/2033 (b) | 85000 | 84585 |
| PNC Financial Services Group Inc/The 4.812% 10/21/2032 (b) | 50000 | 51016 |
| PNC Financial Services Group Inc/The 5.222% 1/29/2031 (b) | 30000 | 31108 |
| PNC Financial Services Group Inc/The 5.373% 7/21/2036 (b) | 70000 | 72515 |
| PNC Financial Services Group Inc/The 5.492% 5/14/2030 (b) | 80000 | 83430 |
| PNC Financial Services Group Inc/The 5.575% 1/29/2036 (b) | 20000 | 21032 |
| PNC Financial Services Group Inc/The 5.582% 6/12/2029 (b) | 100000 | 103676 |
| PNC Financial Services Group Inc/The 5.676% 1/22/2035 (b) | 50000 | 52953 |
| PNC Financial Services Group Inc/The 5.939% 8/18/2034 (b) | 80000 | 86395 |
| PNC Financial Services Group Inc/The 6.037% 10/28/2033 (b) | 50000 | 54191 |
| PNC Financial Services Group Inc/The 6.875% 10/20/2034 (b) | 80000 | 90964 |
| Regions Financial Corp 1.8% 8/12/2028  | 100000 | 94248 |
| Regions Financial Corp 7.375% 12/10/2037  | 20000 | 23159 |
| Santander Holdings USA Inc 4.4% 7/13/2027  | 73000 | 73214 |
| Santander Holdings USA Inc 5.741% 3/20/2031 (b) | 40000 | 41442 |
| Santander Holdings USA Inc 6.565% 6/12/2029 (b) | 80000 | 83703 |
| Santander Holdings USA Inc 7.66% 11/9/2031 (b) | 60000 | 67287 |
| Truist Financial Corp 1.267% 3/2/2027 (b) | 103000 | 102208 |
| Truist Financial Corp 3.875% 3/19/2029  | 110000 | 108811 |
| Truist Financial Corp 4.873% 1/26/2029 (b) | 35000 | 35541 |
| Truist Financial Corp 5.711% 1/24/2035 (b) | 60000 | 63450 |
| Truist Financial Corp 5.867% 6/8/2034 (b) | 100000 | 106647 |
| Truist Financial Corp 6.123% 10/28/2033 (b) | 100000 | 108209 |
| US Bancorp 1.375% 7/22/2030  | 380000 | 336622 |
| US Bancorp 2.491% 11/3/2036 (b) | 50000 | 43687 |
| US Bancorp 3.1% 4/27/2026  | 50000 | 49809 |
| US Bancorp 3.9% 4/26/2028  | 94000 | 94157 |
| US Bancorp 4.653% 2/1/2029 (b) | 80000 | 80994 |
| US Bancorp 4.967% 7/22/2033 (b) | 30000 | 30308 |
| US Bancorp 5.046% 2/12/2031 (b) | 40000 | 41199 |
| US Bancorp 5.424% 2/12/2036 (b) | 50000 | 52280 |
| US Bancorp 5.836% 6/12/2034 (b) | 100000 | 107320 |
| US Bancorp 5.85% 10/21/2033 (b) | 30000 | 32206 |
| Wachovia Corp 5.5% 8/1/2035  | 60000 | 62525 |
| Wells Fargo & Co 2.879% 10/30/2030 (b) | 510000 | 486194 |
| Wells Fargo & Co 3.9% 5/1/2045  | 100000 | 82535 |
| Wells Fargo & Co 4.078% 9/15/2029 (b) | 50000 | 49982 |
| Wells Fargo & Co 4.611% 4/25/2053 (b) | 120000 | 105769 |
| Wells Fargo & Co 4.897% 7/25/2033 (b) | 425000 | 434749 |
| Wells Fargo & Co 4.9% 11/17/2045  | 280000 | 255494 |
| Wells Fargo & Co 5.211% 12/3/2035 (b) | 440000 | 454417 |
| Wells Fargo & Co 5.389% 4/24/2034 (b) | 170000 | 178212 |
| Wells Fargo & Co 5.557% 7/25/2034 (b) | 50000 | 52959 |
| Wells Fargo & Co 5.574% 7/25/2029 (b) | 50000 | 51820 |
| Wells Fargo & Co 5.606% 1/15/2044  | 100000 | 100808 |
| Wells Fargo & Co 6.491% 10/23/2034 (b) | 100000 | 111825 |
|  |  | 17379273 |
| Capital Markets - 1.7% |  |  |
| Affiliated Managers Group Inc 5.5% 8/20/2034  | 20000 | 20537 |
| Ameriprise Financial Inc 5.15% 5/15/2033  | 15000 | 15631 |
| Ameriprise Financial Inc 5.7% 12/15/2028  | 40000 | 41913 |
| Bank of New York Mellon Corp/The 1.8% 7/28/2031  | 47000 | 41562 |
| Bank of New York Mellon Corp/The 3.3% 8/23/2029  | 40000 | 38928 |
| Bank of New York Mellon Corp/The 3.85% 4/28/2028  | 170000 | 170508 |
| Bank of New York Mellon Corp/The 4.289% 6/13/2033 (b) | 50000 | 49590 |
| Bank of New York Mellon Corp/The 4.942% 2/11/2031 (b) | 50000 | 51514 |
| Bank of New York Mellon Corp/The 4.967% 4/26/2034 (b) | 30000 | 30801 |
| Bank of New York Mellon Corp/The 4.975% 3/14/2030 (b) | 90000 | 92801 |
| Bank of New York Mellon Corp/The 5.225% 11/20/2035 (b) | 70000 | 72805 |
| Bank of New York Mellon Corp/The 5.316% 6/6/2036 (b) | 20000 | 20868 |
| Bank of New York Mellon Corp/The 5.834% 10/25/2033 (b) | 100000 | 108286 |
| BlackRock Funding Inc 4.6% 7/26/2027  | 60000 | 60759 |
| BlackRock Funding Inc 4.9% 1/8/2035  | 30000 | 30843 |
| BlackRock Funding Inc 5.35% 1/8/2055  | 105000 | 104325 |
| Blackrock Inc 3.2% 3/15/2027  | 220000 | 218517 |
| Blackrock Inc 4.75% 5/25/2033  | 10000 | 10281 |
| Cboe Global Markets Inc 3.65% 1/12/2027  | 60000 | 59764 |
| Charles Schwab Corp/The 1.65% 3/11/2031  | 50000 | 43878 |
| Charles Schwab Corp/The 2% 3/20/2028  | 115000 | 110437 |
| Charles Schwab Corp/The 2.9% 3/3/2032  | 55000 | 50548 |
| Charles Schwab Corp/The 4.343% 11/14/2031 (b) | 30000 | 30078 |
| Charles Schwab Corp/The 4.914% 11/14/2036 (b) | 20000 | 20036 |
| Charles Schwab Corp/The 5.853% 5/19/2034 (b) | 10000 | 10748 |
| Charles Schwab Corp/The 6.136% 8/24/2034 (b) | 90000 | 98508 |
| CME Group Inc 2.65% 3/15/2032  | 90000 | 82350 |
| CME Group Inc 4.15% 6/15/2048  | 20000 | 17097 |
| Franklin Resources Inc 2.95% 8/12/2051  | 20000 | 12838 |
| Goldman Sachs Group Inc/The 1.093% 12/9/2026 (b) | 100000 | 99925 |
| Goldman Sachs Group Inc/The 1.948% 10/21/2027 (b) | 260000 | 254890 |
| Goldman Sachs Group Inc/The 2.383% 7/21/2032 (b) | 100000 | 89922 |
| Goldman Sachs Group Inc/The 2.615% 4/22/2032 (b) | 65000 | 59449 |
| Goldman Sachs Group Inc/The 2.65% 10/21/2032 (b) | 165000 | 149524 |
| Goldman Sachs Group Inc/The 3.436% 2/24/2043 (b) | 135000 | 106881 |
| Goldman Sachs Group Inc/The 3.691% 6/5/2028 (b) | 795000 | 789605 |
| Goldman Sachs Group Inc/The 4.017% 10/31/2038 (b) | 155000 | 140847 |
| Goldman Sachs Group Inc/The 4.369% 10/21/2031 (b) | 200000 | 200236 |
| Goldman Sachs Group Inc/The 4.411% 4/23/2039 (b) | 180000 | 168789 |
| Goldman Sachs Group Inc/The 5.016% 10/23/2035 (b) | 200000 | 203111 |
| Goldman Sachs Group Inc/The 5.15% 5/22/2045  | 20000 | 19045 |
| Goldman Sachs Group Inc/The 5.207% 1/28/2031 (b) | 50000 | 51803 |
| Goldman Sachs Group Inc/The 5.33% 7/23/2035 (b) | 30000 | 31134 |
| Goldman Sachs Group Inc/The 5.536% 1/28/2036 (b) | 100000 | 104788 |
| Goldman Sachs Group Inc/The 5.561% 11/19/2045 (b) | 170000 | 173254 |
| Goldman Sachs Group Inc/The 6.125% 2/15/2033  | 40000 | 44112 |
| Goldman Sachs Group Inc/The 6.25% 2/1/2041  | 75000 | 82890 |
| Goldman Sachs Group Inc/The 6.45% 5/1/2036  | 20000 | 22076 |
| Goldman Sachs Group Inc/The 6.75% 10/1/2037  | 180000 | 202746 |
| Intercontinental Exchange Inc 1.85% 9/15/2032  | 140000 | 119575 |
| Intercontinental Exchange Inc 2.65% 9/15/2040  | 225000 | 167937 |
| Intercontinental Exchange Inc 3% 9/15/2060  | 20000 | 12172 |
| Intercontinental Exchange Inc 3.75% 9/21/2028  | 20000 | 19890 |
| Intercontinental Exchange Inc 4.35% 6/15/2029  | 100000 | 101049 |
| Intercontinental Exchange Inc 4.95% 6/15/2052  | 10000 | 9259 |
| Intercontinental Exchange Inc 5.2% 6/15/2062  | 20000 | 18693 |
| Intercontinental Exchange Inc 5.25% 6/15/2031  | 50000 | 52368 |
| Lazard Group LLC 4.5% 9/19/2028  | 70000 | 70515 |
| Legg Mason Inc 5.625% 1/15/2044  | 10000 | 10052 |
| LPL Holdings Inc 5.15% 6/15/2030  | 60000 | 61313 |
| LPL Holdings Inc 5.65% 3/15/2035  | 20000 | 20503 |
| LPL Holdings Inc 6.75% 11/17/2028  | 20000 | 21331 |
| Moody's Corp 4.25% 2/1/2029  | 110000 | 110630 |
| Moody's Corp 4.875% 12/17/2048  | 40000 | 36187 |
| Moody's Corp 5% 8/5/2034  | 100000 | 102647 |
| Morgan Stanley 1.512% 7/20/2027 (b) | 70000 | 68838 |
| Morgan Stanley 1.593% 5/4/2027 (b) | 60000 | 59345 |
| Morgan Stanley 1.794% 2/13/2032 (b) | 195000 | 171863 |
| Morgan Stanley 2.239% 7/21/2032 (b) | 70000 | 62431 |
| Morgan Stanley 2.484% 9/16/2036 (b) | 55000 | 48422 |
| Morgan Stanley 2.511% 10/20/2032 (b) | 20000 | 18009 |
| Morgan Stanley 2.699% 1/22/2031 (b) | 360000 | 338221 |
| Morgan Stanley 3.217% 4/22/2042 (b) | 175000 | 138318 |
| Morgan Stanley 3.625% 1/20/2027  | 268000 | 267138 |
| Morgan Stanley 3.772% 1/24/2029 (b) | 510000 | 506626 |
| Morgan Stanley 3.95% 4/23/2027  | 50000 | 49996 |
| Morgan Stanley 4.892% 10/22/2036 (b) | 170000 | 170551 |
| Morgan Stanley 5.042% 7/19/2030 (b) | 20000 | 20559 |
| Morgan Stanley 5.123% 2/1/2029 (b) | 100000 | 102134 |
| Morgan Stanley 5.164% 4/20/2029 (b) | 200000 | 204761 |
| Morgan Stanley 5.192% 4/17/2031 (b) | 280000 | 289800 |
| Morgan Stanley 5.25% 4/21/2034 (b) | 50000 | 51909 |
| Morgan Stanley 5.297% 4/20/2037 (b) | 95000 | 97377 |
| Morgan Stanley 5.32% 7/19/2035 (b) | 20000 | 20771 |
| Morgan Stanley 5.424% 7/21/2034 (b) | 240000 | 251579 |
| Morgan Stanley 5.587% 1/18/2036 (b) | 100000 | 105557 |
| Morgan Stanley 5.597% 3/24/2051 (b) | 160000 | 163517 |
| Morgan Stanley 5.664% 4/17/2036 (b) | 140000 | 148622 |
| Morgan Stanley 5.831% 4/19/2035 (b) | 80000 | 85807 |
| Morgan Stanley 5.942% 2/7/2039 (b) | 60000 | 63334 |
| Morgan Stanley 6.627% 11/1/2034 (b) | 20000 | 22563 |
| Nasdaq Inc 1.65% 1/15/2031  | 85000 | 75099 |
| Nasdaq Inc 2.5% 12/21/2040  | 70000 | 50418 |
| Nasdaq Inc 3.95% 3/7/2052  | 10000 | 7734 |
| Nasdaq Inc 5.35% 6/28/2028  | 30000 | 30945 |
| Nasdaq Inc 5.95% 8/15/2053  | 8000 | 8358 |
| Nasdaq Inc 6.1% 6/28/2063  | 10000 | 10515 |
| Northern Trust Corp 1.95% 5/1/2030  | 50000 | 45839 |
| Northern Trust Corp 3.375% 5/8/2032 (b) | 30000 | 29523 |
| Northern Trust Corp 6.125% 11/2/2032  | 15000 | 16420 |
| Raymond James Financial Inc 4.9% 9/11/2035  | 40000 | 39843 |
| Raymond James Financial Inc 5.65% 9/11/2055  | 40000 | 39605 |
| S&P Global Inc 2.3% 8/15/2060  | 85000 | 44083 |
| S&P Global Inc 2.9% 3/1/2032  | 20000 | 18520 |
| S&P Global Inc 3.25% 12/1/2049  | 50000 | 35987 |
| S&P Global Inc 4.75% 8/1/2028  | 70000 | 71354 |
| State Street Corp 1.684% 11/18/2027 (b) | 250000 | 244557 |
| State Street Corp 2.203% 2/7/2028 (b) | 140000 | 137101 |
| State Street Corp 2.623% 2/7/2033 (b) | 60000 | 54363 |
| State Street Corp 4.729% 2/28/2030  | 30000 | 30770 |
| State Street Corp 4.784% 10/23/2036 (b) | 20000 | 20066 |
| State Street Corp 4.821% 1/26/2034 (b) | 80000 | 81591 |
| State Street Corp 5.146% 2/28/2036 (b) | 20000 | 20623 |
| State Street Corp 5.159% 5/18/2034 (b) | 30000 | 31230 |
| State Street Corp 6.123% 11/21/2034 (b) | 30000 | 32675 |
|  |  | 10351166 |
| Consumer Finance - 0.6% |  |  |
| Ally Financial Inc 6.184% 7/26/2035 (b) | 50000 | 51805 |
| Ally Financial Inc 6.848% 1/3/2030 (b) | 40000 | 42292 |
| Ally Financial Inc 8% 11/1/2031  | 65000 | 73969 |
| American Express Co 4.05% 12/3/2042  | 70000 | 60738 |
| American Express Co 4.804% 10/24/2036 (b) | 100000 | 99499 |
| American Express Co 5.043% 5/1/2034 (b) | 60000 | 61953 |
| American Express Co 5.282% 7/27/2029 (b) | 60000 | 61888 |
| American Express Co 5.284% 7/26/2035 (b) | 100000 | 103789 |
| American Express Co 5.442% 1/30/2036 (b) | 50000 | 52288 |
| American Express Co 5.667% 4/25/2036 (b) | 60000 | 63699 |
| Capital One Financial Corp 2.359% 7/29/2032 (b) | 10000 | 8740 |
| Capital One Financial Corp 3.273% 3/1/2030 (b) | 80000 | 77673 |
| Capital One Financial Corp 3.75% 7/28/2026  | 115000 | 114637 |
| Capital One Financial Corp 3.8% 1/31/2028  | 210000 | 208880 |
| Capital One Financial Corp 4.1% 2/9/2027  | 50000 | 49962 |
| Capital One Financial Corp 4.493% 9/11/2031 (b) | 10000 | 9994 |
| Capital One Financial Corp 4.5% 1/30/2026  | 102000 | 102000 |
| Capital One Financial Corp 5.197% 9/11/2036 (b) | 40000 | 39929 |
| Capital One Financial Corp 5.247% 7/26/2030 (b) | 80000 | 82443 |
| Capital One Financial Corp 5.468% 2/1/2029 (b) | 45000 | 46188 |
| Capital One Financial Corp 5.7% 2/1/2030 (b) | 60000 | 62478 |
| Capital One Financial Corp 6.183% 1/30/2036 (b) | 50000 | 52446 |
| Capital One Financial Corp 6.377% 6/8/2034 (b) | 170000 | 184753 |
| Capital One Financial Corp 7.964% 11/2/2034 (b) | 40000 | 47351 |
| Ford Motor Credit Co LLC 5.85% 5/17/2027  | 200000 | 202772 |
| Ford Motor Credit Co LLC 6.798% 11/7/2028  | 200000 | 209394 |
| Ford Motor Credit Co LLC 6.8% 5/12/2028  | 145000 | 151028 |
| John Deere Capital Corp 1.7% 1/11/2027  | 270000 | 263876 |
| John Deere Capital Corp 3.45% 3/7/2029  | 60000 | 59252 |
| John Deere Capital Corp 4.375% 10/15/2030  | 20000 | 20269 |
| John Deere Capital Corp 4.55% 6/5/2030  | 100000 | 101997 |
| John Deere Capital Corp 4.9% 3/3/2028  | 60000 | 61427 |
| John Deere Capital Corp 5.05% 6/12/2034  | 30000 | 31189 |
| John Deere Capital Corp 5.15% 9/8/2033  | 60000 | 63093 |
| Synchrony Financial 2.875% 10/28/2031  | 30000 | 26848 |
| Synchrony Financial 3.7% 8/4/2026  | 30000 | 29874 |
| Synchrony Financial 5.935% 8/2/2030 (b) | 50000 | 51919 |
| Toyota Motor Credit Corp 2.15% 2/13/2030  | 110000 | 102277 |
| Toyota Motor Credit Corp 2.4% 1/13/2032  | 70000 | 62982 |
| Toyota Motor Credit Corp 3.65% 1/8/2029  | 60000 | 59431 |
| Toyota Motor Credit Corp 4.55% 8/9/2029  | 10000 | 10187 |
| Toyota Motor Credit Corp 4.6% 10/10/2031  | 30000 | 30515 |
| Toyota Motor Credit Corp 4.625% 1/12/2028  | 145000 | 147289 |
| Toyota Motor Credit Corp 4.65% 1/5/2029  | 160000 | 163270 |
| Toyota Motor Credit Corp 5.55% 11/20/2030  | 10000 | 10627 |
|  |  | 3618910 |
| Financial Services - 0.5% |  |  |
| Aon Corp / Aon Global Holdings PLC 2.85% 5/28/2027  | 50000 | 49124 |
| Aon Corp / Aon Global Holdings PLC 2.9% 8/23/2051  | 50000 | 31552 |
| Apollo Global Management Inc 5.15% 8/12/2035  | 120000 | 120241 |
| CNH Industrial Capital LLC 5.5% 1/12/2029  | 60000 | 62133 |
| Corebridge Financial Inc 4.35% 4/5/2042  | 110000 | 94731 |
| Corebridge Financial Inc 6.875% 12/15/2052 (b) | 60000 | 61296 |
| CRH SMW Finance DAC 5.125% 1/9/2030  | 300000 | 309346 |
| DH Europe Finance II Sarl 2.6% 11/15/2029  | 20000 | 18975 |
| DH Europe Finance II Sarl 3.4% 11/15/2049  | 20000 | 14819 |
| Equitable Holdings Inc 4.35% 4/20/2028  | 57000 | 57213 |
| Equitable Holdings Inc 5% 4/20/2048  | 56000 | 50713 |
| Fidelity National Information Services Inc 1.15% 3/1/2026  | 68000 | 67491 |
| Fidelity National Information Services Inc 2.25% 3/1/2031  | 50000 | 44704 |
| Fidelity National Information Services Inc 5.1% 7/15/2032  | 60000 | 61493 |
| Fiserv Inc 2.65% 6/1/2030  | 130000 | 119572 |
| Fiserv Inc 3.5% 7/1/2029  | 40000 | 38702 |
| Fiserv Inc 4.4% 7/1/2049  | 120000 | 95611 |
| Fiserv Inc 4.55% 2/15/2031  | 150000 | 148881 |
| Global Payments Inc 1.2% 3/1/2026  | 122000 | 121043 |
| Global Payments Inc 4.15% 8/15/2049  | 50000 | 37432 |
| Global Payments Inc 4.875% 11/15/2030  | 200000 | 200469 |
| Global Payments Inc 5.4% 8/15/2032  | 20000 | 20345 |
| Global Payments Inc 5.95% 8/15/2052  | 20000 | 19216 |
| HA Sustainable Infrastructure Capital Inc 6.75% 7/15/2035  | 40000 | 41451 |
| Jackson Financial Inc 3.125% 11/23/2031  | 20000 | 18229 |
| Jackson Financial Inc 5.17% 6/8/2027  | 50000 | 50560 |
| Jackson Financial Inc 5.67% 6/8/2032  | 20000 | 20735 |
| Mastercard Inc 2.95% 11/21/2026  | 185000 | 183519 |
| Mastercard Inc 2.95% 3/15/2051  | 100000 | 67140 |
| Mastercard Inc 3.3% 3/26/2027  | 13000 | 12922 |
| Mastercard Inc 3.35% 3/26/2030  | 18000 | 17609 |
| Mastercard Inc 3.65% 6/1/2049  | 20000 | 15592 |
| Mastercard Inc 3.85% 3/26/2050  | 65000 | 52137 |
| Mastercard Inc 4.875% 5/9/2034  | 70000 | 72116 |
| National Rural Utilities Cooperative Finance Corp 4.15% 12/15/2032  | 100000 | 98377 |
| National Rural Utilities Cooperative Finance Corp 5.8% 1/15/2033  | 30000 | 32281 |
| PayPal Holdings Inc 2.3% 6/1/2030  | 50000 | 46300 |
| PayPal Holdings Inc 5.1% 4/1/2035  | 50000 | 51161 |
| PayPal Holdings Inc 5.25% 6/1/2062  | 55000 | 51578 |
| PayPal Holdings Inc 5.5% 6/1/2054  | 10000 | 9899 |
| Rexford Industrial Realty LP 2.125% 12/1/2030  | 20000 | 17928 |
| Visa Inc 1.9% 4/15/2027  | 43000 | 41988 |
| Visa Inc 2% 8/15/2050  | 50000 | 27699 |
| Visa Inc 2.05% 4/15/2030  | 70000 | 64855 |
| Visa Inc 2.7% 4/15/2040  | 60000 | 46672 |
| Visa Inc 2.75% 9/15/2027  | 205000 | 201774 |
| Visa Inc 4.3% 12/14/2045  | 65000 | 57544 |
| Voya Financial Inc 3.65% 6/15/2026  | 60000 | 59857 |
| Voya Financial Inc 5.7% 7/15/2043  | 20000 | 20179 |
| Western Union Co/The 6.2% 11/17/2036  | 15000 | 15713 |
|  |  | 3240917 |
| Insurance - 0.8% |  |  |
| AFLAC Inc 4.75% 1/15/2049  | 30000 | 26824 |
| Allstate Corp/The 1.45% 12/15/2030  | 280000 | 244483 |
| Allstate Corp/The 4.2% 12/15/2046  | 30000 | 25178 |
| American International Group Inc 4.375% 6/30/2050  | 50000 | 42195 |
| American International Group Inc 4.5% 7/16/2044  | 127000 | 113155 |
| Aon Corp 4.5% 12/15/2028  | 50000 | 50670 |
| Aon Corp 6.25% 9/30/2040  | 10000 | 11055 |
| Aon Global Ltd 4.75% 5/15/2045  | 68000 | 61216 |
| Aon North America Inc 5.45% 3/1/2034  | 185000 | 193472 |
| Aon North America Inc 5.75% 3/1/2054  | 10000 | 10137 |
| Arch Capital Finance LLC 4.011% 12/15/2026  | 170000 | 169943 |
| Arch Capital Finance LLC 5.031% 12/15/2046  | 10000 | 9513 |
| Arch Capital Group US Inc 5.144% 11/1/2043  | 50000 | 48376 |
| Arthur J Gallagher & Co 3.5% 5/20/2051  | 20000 | 14222 |
| Arthur J Gallagher & Co 4.85% 12/15/2029  | 30000 | 30657 |
| Arthur J Gallagher & Co 5.15% 2/15/2035  | 100000 | 101537 |
| Arthur J Gallagher & Co 5.45% 7/15/2034  | 20000 | 20808 |
| Arthur J Gallagher & Co 5.55% 2/15/2055  | 22000 | 21412 |
| Arthur J Gallagher & Co 5.75% 3/2/2053  | 35000 | 34894 |
| Arthur J Gallagher & Co 6.75% 2/15/2054  | 30000 | 33570 |
| Assurant Inc 4.9% 3/27/2028  | 30000 | 30383 |
| Assured Guaranty US Holdings Inc 3.15% 6/15/2031  | 40000 | 37750 |
| Athene Holding Ltd 5.875% 1/15/2034  | 111000 | 115097 |
| Athene Holding Ltd 6.15% 4/3/2030  | 65000 | 68841 |
| Athene Holding Ltd 6.625% 10/15/2054 (b) | 20000 | 19573 |
| Athene Holding Ltd 6.625% 5/19/2055  | 30000 | 31107 |
| Athene Holding Ltd 6.65% 2/1/2033  | 40000 | 43197 |
| Brighthouse Financial Inc 3.85% 12/22/2051  | 50000 | 31108 |
| Brown & Brown Inc 2.375% 3/15/2031  | 50000 | 44763 |
| Brown & Brown Inc 4.5% 3/15/2029  | 65000 | 65222 |
| Brown & Brown Inc 5.55% 6/23/2035  | 40000 | 41118 |
| Brown & Brown Inc 6.25% 6/23/2055  | 40000 | 41907 |
| Chubb Corp/The 6.5% 5/15/2038  | 40000 | 45454 |
| Chubb INA Holdings LLC 1.375% 9/15/2030  | 50000 | 44064 |
| Chubb INA Holdings LLC 2.85% 12/15/2051  | 15000 | 9785 |
| Chubb INA Holdings LLC 3.05% 12/15/2061  | 70000 | 44008 |
| Chubb INA Holdings LLC 4.9% 8/15/2035  | 70000 | 70824 |
| First American Financial Corp 2.4% 8/15/2031  | 40000 | 35049 |
| Globe Life Inc 2.15% 8/15/2030  | 60000 | 54381 |
| Hartford Insurance Group Inc/The 2.8% 8/19/2029  | 135000 | 128838 |
| Hartford Insurance Group Inc/The 2.9% 9/15/2051  | 20000 | 13060 |
| Hartford Insurance Group Inc/The 3.6% 8/19/2049  | 20000 | 15132 |
| Lincoln National Corp 3.8% 3/1/2028  | 76000 | 75488 |
| Lincoln National Corp 5.35% 11/15/2035  | 60000 | 60200 |
| Markel Group Inc 5% 5/20/2049  | 70000 | 62957 |
| Markel Group Inc 6% 5/16/2054  | 10000 | 10296 |
| Marsh & McLennan Cos Inc 2.9% 12/15/2051  | 50000 | 32300 |
| Marsh & McLennan Cos Inc 3.75% 3/14/2026  | 220000 | 219762 |
| Marsh & McLennan Cos Inc 4.35% 1/30/2047  | 30000 | 25831 |
| Marsh & McLennan Cos Inc 4.65% 3/15/2030  | 100000 | 101972 |
| Marsh & McLennan Cos Inc 4.75% 3/15/2039  | 95000 | 92307 |
| Marsh & McLennan Cos Inc 4.85% 11/15/2031  | 100000 | 102642 |
| Marsh & McLennan Cos Inc 4.9% 3/15/2049  | 33000 | 30270 |
| Marsh & McLennan Cos Inc 5% 3/15/2035  | 70000 | 71181 |
| Marsh & McLennan Cos Inc 5.4% 3/15/2055  | 40000 | 39180 |
| Marsh & McLennan Cos Inc 5.4% 9/15/2033  | 30000 | 31612 |
| MetLife Inc 4.125% 8/13/2042  | 100000 | 86194 |
| MetLife Inc 4.55% 3/23/2030  | 200000 | 204306 |
| MetLife Inc 5% 7/15/2052  | 50000 | 46362 |
| MetLife Inc 5.25% 1/15/2054  | 10000 | 9664 |
| MetLife Inc 5.375% 7/15/2033  | 75000 | 79201 |
| MetLife Inc 5.7% 6/15/2035  | 60000 | 64347 |
| MetLife Inc 6.35% 3/15/2055 (b) | 5000 | 5281 |
| MetLife Inc 6.4% 12/15/2066 (b) | 70000 | 73555 |
| Principal Financial Group Inc 3.1% 11/15/2026  | 70000 | 69378 |
| Principal Financial Group Inc 4.3% 11/15/2046  | 20000 | 17235 |
| Principal Financial Group Inc 6.05% 10/15/2036  | 50000 | 54733 |
| Progressive Corp/The 3% 3/15/2032  | 65000 | 60264 |
| Progressive Corp/The 3.2% 3/26/2030  | 100000 | 96590 |
| Progressive Corp/The 4.125% 4/15/2047  | 50000 | 42241 |
| Progressive Corp/The 4.2% 3/15/2048  | 10000 | 8497 |
| Prudential Financial Inc 3.7% 10/1/2050 (b) | 75000 | 69999 |
| Prudential Financial Inc 3.7% 3/13/2051  | 20000 | 15161 |
| Prudential Financial Inc 3.935% 12/7/2049  | 20000 | 15807 |
| Prudential Financial Inc 4.35% 2/25/2050  | 190000 | 160676 |
| Prudential Financial Inc 4.5% 9/15/2047 (b) | 80000 | 79020 |
| Prudential Financial Inc 5.7% 9/15/2048 (b) | 50000 | 50626 |
| Prudential Financial Inc 6.5% 3/15/2054 (b) | 10000 | 10535 |
| Reinsurance Group of America Inc 5.75% 9/15/2034  | 20000 | 20897 |
| Reinsurance Group of America Inc 6% 9/15/2033  | 20000 | 21415 |
| Reinsurance Group of America Inc 6.65% 9/15/2055 (b) | 20000 | 20638 |
| Selective Insurance Group Inc 5.9% 4/15/2035  | 20000 | 21002 |
| Travelers Companies Inc/The 5.35% 11/1/2040  | 125000 | 128161 |
| Travelers Companies Inc/The 5.45% 5/25/2053  | 40000 | 40143 |
| Travelers Companies Inc/The 5.7% 7/24/2055  | 30000 | 31177 |
| Travelers Companies Inc/The 6.25% 6/15/2037  | 40000 | 44883 |
| Unum Group 4% 6/15/2029  | 30000 | 29684 |
| Unum Group 5.25% 12/15/2035  | 20000 | 19959 |
| Unum Group 6% 6/15/2054  | 30000 | 29874 |
| Willis North America Inc 2.95% 9/15/2029  | 93000 | 88555 |
| Willis North America Inc 4.5% 9/15/2028  | 30000 | 30233 |
| Willis North America Inc 5.9% 3/5/2054  | 40000 | 40597 |
|  |  | 5136866 |
| TOTAL FINANCIALS |  | 39727132 |
| Health Care - 3.1% |  |  |
| Biotechnology - 0.6% |  |  |
| AbbVie Inc 2.95% 11/21/2026  | 205000 | 203084 |
| AbbVie Inc 3.2% 11/21/2029  | 20000 | 19399 |
| AbbVie Inc 4.05% 11/21/2039  | 10000 | 9048 |
| AbbVie Inc 4.25% 11/21/2049  | 400000 | 337677 |
| AbbVie Inc 4.5% 5/14/2035  | 160000 | 158761 |
| AbbVie Inc 4.7% 5/14/2045  | 230000 | 211876 |
| AbbVie Inc 4.8% 3/15/2029  | 100000 | 102631 |
| AbbVie Inc 4.875% 11/14/2048  | 120000 | 111726 |
| AbbVie Inc 5.05% 3/15/2034  | 100000 | 103715 |
| AbbVie Inc 5.4% 3/15/2054  | 80000 | 79744 |
| Amgen Inc 2.8% 8/15/2041  | 200000 | 148285 |
| Amgen Inc 3.15% 2/21/2040  | 105000 | 84003 |
| Amgen Inc 3.375% 2/21/2050  | 30000 | 21820 |
| Amgen Inc 4.2% 3/1/2033  | 100000 | 98274 |
| Amgen Inc 4.4% 5/1/2045  | 178000 | 155309 |
| Amgen Inc 4.875% 3/1/2053  | 40000 | 35962 |
| Amgen Inc 5.15% 3/2/2028  | 270000 | 276360 |
| Amgen Inc 5.25% 3/2/2030  | 220000 | 228645 |
| Amgen Inc 5.25% 3/2/2033  | 90000 | 93803 |
| Amgen Inc 5.6% 3/2/2043  | 80000 | 81739 |
| Amgen Inc 5.65% 3/2/2053  | 50000 | 50233 |
| Amgen Inc 5.75% 3/2/2063  | 120000 | 120225 |
| Baxalta Inc 5.25% 6/23/2045  | 135000 | 131099 |
| Biogen Inc 3.15% 5/1/2050  | 20000 | 13284 |
| Biogen Inc 3.25% 2/15/2051  | 67000 | 44881 |
| Biogen Inc 5.05% 1/15/2031  | 170000 | 175915 |
| Biogen Inc 5.2% 9/15/2045  | 10000 | 9384 |
| Gilead Sciences Inc 2.6% 10/1/2040  | 150000 | 111997 |
| Gilead Sciences Inc 2.8% 10/1/2050  | 110000 | 71352 |
| Gilead Sciences Inc 3.65% 3/1/2026  | 175000 | 174783 |
| Gilead Sciences Inc 4.5% 2/1/2045  | 30000 | 27024 |
| Gilead Sciences Inc 4.8% 11/15/2029  | 50000 | 51531 |
| Gilead Sciences Inc 4.8% 4/1/2044  | 52000 | 48737 |
| Gilead Sciences Inc 5.5% 11/15/2054  | 100000 | 100992 |
| Gilead Sciences Inc 5.55% 10/15/2053  | 20000 | 20355 |
|  |  | 3713653 |
| Health Care Equipment & Supplies - 0.3% |  |  |
| Abbott Laboratories 4.75% 11/30/2036  | 45000 | 45753 |
| Abbott Laboratories 4.75% 4/15/2043  | 20000 | 19323 |
| Abbott Laboratories 5.3% 5/27/2040  | 140000 | 146121 |
| Abbott Laboratories 6% 4/1/2039  | 20000 | 22402 |
| Baxter International Inc 1.915% 2/1/2027  | 60000 | 58457 |
| Baxter International Inc 2.539% 2/1/2032  | 100000 | 87418 |
| Baxter International Inc 3.132% 12/1/2051  | 10000 | 6435 |
| Becton Dickinson & Co 2.823% 5/20/2030  | 140000 | 132079 |
| Becton Dickinson & Co 3.794% 5/20/2050  | 20000 | 15260 |
| Becton Dickinson & Co 4.685% 12/15/2044  | 10000 | 8964 |
| Becton Dickinson & Co 5.081% 6/7/2029  | 200000 | 205802 |
| Boston Scientific Corp 2.65% 6/1/2030  | 161000 | 151861 |
| GE HealthCare Technologies Inc 5.5% 6/15/2035  | 70000 | 73105 |
| GE HealthCare Technologies Inc 5.905% 11/22/2032  | 100000 | 108035 |
| Medtronic Inc 4.375% 3/15/2035  | 157000 | 155547 |
| Solventum Corp 5.6% 3/23/2034  | 140000 | 146304 |
| Stryker Corp 2.9% 6/15/2050  | 80000 | 53685 |
| Stryker Corp 4.625% 9/11/2034  | 50000 | 50159 |
| Stryker Corp 4.85% 2/10/2030  | 100000 | 102924 |
| Zimmer Biomet Holdings Inc 2.6% 11/24/2031  | 60000 | 54209 |
| Zimmer Biomet Holdings Inc 5.05% 2/19/2030  | 80000 | 82502 |
|  |  | 1726345 |
| Health Care Providers & Services - 1.2% |  |  |
| Aetna Inc 4.75% 3/15/2044  | 40000 | 35299 |
| Cardinal Health Inc 3.41% 6/15/2027  | 70000 | 69344 |
| Cardinal Health Inc 4.9% 9/15/2045  | 30000 | 27458 |
| Cardinal Health Inc 5.35% 11/15/2034  | 20000 | 20723 |
| Cardinal Health Inc 5.75% 11/15/2054  | 50000 | 50695 |
| Cencora Inc 4.85% 12/15/2029  | 10000 | 10255 |
| Cencora Inc 5.125% 2/15/2034  | 70000 | 72332 |
| Cencora Inc 5.15% 2/15/2035  | 10000 | 10296 |
| Centene Corp 2.5% 3/1/2031  | 20000 | 17243 |
| Centene Corp 2.625% 8/1/2031  | 70000 | 59980 |
| Centene Corp 3.375% 2/15/2030  | 140000 | 128560 |
| Centene Corp 4.25% 12/15/2027  | 90000 | 88894 |
| Cigna Group/The 2.375% 3/15/2031  | 100000 | 90626 |
| Cigna Group/The 2.4% 3/15/2030  | 210000 | 195161 |
| Cigna Group/The 3.4% 3/15/2051  | 20000 | 14080 |
| Cigna Group/The 4.375% 10/15/2028  | 100000 | 100995 |
| Cigna Group/The 4.5% 9/15/2030  | 40000 | 40307 |
| Cigna Group/The 4.8% 7/15/2046  | 170000 | 153136 |
| Cigna Group/The 4.8% 8/15/2038  | 69000 | 66800 |
| Cigna Group/The 4.9% 12/15/2048  | 19000 | 17233 |
| Cigna Group/The 5.25% 2/15/2034  | 60000 | 62134 |
| Cigna Group/The 5.4% 3/15/2033  | 30000 | 31447 |
| Cigna Group/The 6% 1/15/2056  | 60000 | 62599 |
| CVS Health Corp 1.3% 8/21/2027  | 270000 | 257452 |
| CVS Health Corp 2.875% 6/1/2026  | 170000 | 168893 |
| CVS Health Corp 3.625% 4/1/2027  | 330000 | 327714 |
| CVS Health Corp 4.3% 3/25/2028  | 250000 | 250693 |
| CVS Health Corp 4.78% 3/25/2038  | 42000 | 39922 |
| CVS Health Corp 4.875% 7/20/2035  | 160000 | 158459 |
| CVS Health Corp 5.05% 3/25/2048  | 60000 | 53833 |
| CVS Health Corp 5.125% 7/20/2045  | 320000 | 293098 |
| CVS Health Corp 5.25% 2/21/2033  | 50000 | 51742 |
| CVS Health Corp 5.45% 9/15/2035  | 60000 | 61933 |
| CVS Health Corp 5.625% 2/21/2053  | 60000 | 57289 |
| CVS Health Corp 5.875% 6/1/2053  | 20000 | 19760 |
| CVS Health Corp 6% 6/1/2063  | 100000 | 98659 |
| CVS Health Corp 6.2% 9/15/2055  | 30000 | 31082 |
| Elevance Health Inc 3.125% 5/15/2050  | 130000 | 86429 |
| Elevance Health Inc 3.65% 12/1/2027  | 240000 | 238341 |
| Elevance Health Inc 3.7% 9/15/2049  | 10000 | 7428 |
| Elevance Health Inc 4% 9/15/2028  | 110000 | 109764 |
| Elevance Health Inc 4.101% 3/1/2028  | 100000 | 100040 |
| Elevance Health Inc 4.625% 5/15/2042  | 30000 | 27182 |
| Elevance Health Inc 4.65% 1/15/2043  | 65000 | 58824 |
| Elevance Health Inc 5.2% 2/15/2035  | 70000 | 71786 |
| Elevance Health Inc 5.65% 6/15/2054  | 90000 | 88605 |
| Elevance Health Inc 5.7% 9/15/2055  | 30000 | 29794 |
| Elevance Health Inc 5.85% 11/1/2064  | 60000 | 59613 |
| HCA Inc 3.625% 3/15/2032  | 100000 | 94856 |
| HCA Inc 4.125% 6/15/2029  | 289000 | 288359 |
| HCA Inc 4.375% 3/15/2042  | 50000 | 43433 |
| HCA Inc 5.125% 6/15/2039  | 50000 | 48958 |
| HCA Inc 5.45% 9/15/2034  | 20000 | 20760 |
| HCA Inc 5.5% 6/15/2047  | 50000 | 48155 |
| HCA Inc 5.75% 3/1/2035  | 260000 | 274547 |
| HCA Inc 6% 4/1/2054  | 100000 | 101516 |
| HCA Inc 6.1% 4/1/2064  | 60000 | 61021 |
| Humana Inc 1.35% 2/3/2027  | 50000 | 48400 |
| Humana Inc 3.125% 8/15/2029  | 50000 | 48043 |
| Humana Inc 4.875% 4/1/2030  | 114000 | 115614 |
| Humana Inc 5.375% 4/15/2031  | 110000 | 113807 |
| Humana Inc 5.5% 3/15/2053  | 30000 | 27788 |
| Humana Inc 6% 5/1/2055  | 50000 | 49605 |
| Laboratory Corp of America Holdings 2.95% 12/1/2029  | 180000 | 171390 |
| McKesson Corp 3.95% 2/16/2028  | 70000 | 70052 |
| McKesson Corp 4.65% 5/30/2030  | 10000 | 10199 |
| McKesson Corp 5.25% 5/30/2035  | 50000 | 52130 |
| Quest Diagnostics Inc 2.8% 6/30/2031  | 85000 | 78598 |
| UnitedHealth Group Inc 1.25% 1/15/2026  | 25000 | 24906 |
| UnitedHealth Group Inc 2% 5/15/2030  | 80000 | 73194 |
| UnitedHealth Group Inc 2.3% 5/15/2031  | 286000 | 258742 |
| UnitedHealth Group Inc 2.9% 5/15/2050  | 381000 | 247591 |
| UnitedHealth Group Inc 2.95% 10/15/2027  | 130000 | 127903 |
| UnitedHealth Group Inc 3.05% 5/15/2041  | 115000 | 88474 |
| UnitedHealth Group Inc 3.7% 8/15/2049  | 20000 | 15151 |
| UnitedHealth Group Inc 4.25% 1/15/2029  | 30000 | 30225 |
| UnitedHealth Group Inc 4.375% 3/15/2042  | 55000 | 49197 |
| UnitedHealth Group Inc 4.75% 7/15/2045  | 70000 | 64050 |
| UnitedHealth Group Inc 4.8% 1/15/2030  | 150000 | 154075 |
| UnitedHealth Group Inc 5.05% 4/15/2053  | 110000 | 101468 |
| UnitedHealth Group Inc 5.2% 4/15/2063  | 40000 | 36704 |
| UnitedHealth Group Inc 5.5% 4/15/2064  | 60000 | 57777 |
| UnitedHealth Group Inc 5.625% 7/15/2054  | 130000 | 130235 |
| UnitedHealth Group Inc 5.8% 3/15/2036  | 50000 | 53800 |
| UnitedHealth Group Inc 6.05% 2/15/2063  | 50000 | 52314 |
| UnitedHealth Group Inc 6.625% 11/15/2037  | 50000 | 57189 |
| UnitedHealth Group Inc 6.875% 2/15/2038  | 185000 | 215855 |
|  |  | 7780013 |
| Life Sciences Tools & Services - 0.1% |  |  |
| Agilent Technologies Inc 4.2% 9/9/2027  | 30000 | 30083 |
| Agilent Technologies Inc 4.75% 9/9/2034  | 30000 | 30140 |
| Danaher Corp 2.6% 10/1/2050  | 80000 | 50041 |
| Danaher Corp 2.8% 12/10/2051  | 20000 | 12913 |
| Revvity Inc 2.25% 9/15/2031  | 60000 | 52968 |
| Thermo Fisher Scientific Inc 2.6% 10/1/2029  | 320000 | 304306 |
| Thermo Fisher Scientific Inc 4.794% 10/7/2035  | 90000 | 90904 |
| Thermo Fisher Scientific Inc 5.086% 8/10/2033  | 40000 | 41758 |
|  |  | 613113 |
| Pharmaceuticals - 0.9% |  |  |
| Bristol-Myers Squibb Co 2.35% 11/13/2040  | 160000 | 114950 |
| Bristol-Myers Squibb Co 3.55% 3/15/2042  | 50000 | 40883 |
| Bristol-Myers Squibb Co 3.9% 3/15/2062  | 50000 | 37075 |
| Bristol-Myers Squibb Co 4.125% 6/15/2039  | 210000 | 193534 |
| Bristol-Myers Squibb Co 4.55% 2/20/2048  | 55000 | 48543 |
| Bristol-Myers Squibb Co 5.2% 2/22/2034  | 150000 | 157417 |
| Eli Lilly & Co 2.25% 5/15/2050  | 70000 | 41386 |
| Eli Lilly & Co 3.7% 3/1/2045  | 110000 | 90170 |
| Eli Lilly & Co 4.2% 8/14/2029  | 100000 | 101172 |
| Eli Lilly & Co 4.75% 2/12/2030  | 50000 | 51504 |
| Eli Lilly & Co 4.875% 2/27/2053  | 50000 | 46918 |
| Eli Lilly & Co 4.9% 10/15/2035  | 200000 | 205515 |
| Eli Lilly & Co 5.05% 8/14/2054  | 100000 | 95852 |
| Eli Lilly & Co 5.5% 2/12/2055  | 50000 | 51354 |
| Eli Lilly & Co 5.55% 3/15/2037  | 100000 | 109451 |
| GlaxoSmithKline Capital Inc 6.375% 5/15/2038  | 82000 | 93315 |
| Haleon US Capital LLC 3.375% 3/24/2027  | 250000 | 247737 |
| Johnson & Johnson 2.1% 9/1/2040  | 60000 | 42932 |
| Johnson & Johnson 2.45% 9/1/2060  | 60000 | 34165 |
| Johnson & Johnson 3.5% 1/15/2048  | 145000 | 114334 |
| Johnson & Johnson 3.625% 3/3/2037  | 115000 | 105396 |
| Johnson & Johnson 4.9% 6/1/2031  | 50000 | 52429 |
| Johnson & Johnson 5% 3/1/2035  | 90000 | 94462 |
| Merck & Co Inc 2.45% 6/24/2050  | 180000 | 108739 |
| Merck & Co Inc 2.9% 12/10/2061  | 100000 | 60114 |
| Merck & Co Inc 4.05% 5/17/2028  | 760000 | 765415 |
| Merck & Co Inc 4.5% 5/17/2033  | 125000 | 127003 |
| Merck & Co Inc 4.9% 5/17/2044  | 50000 | 47822 |
| Merck & Co Inc 5.700% 9/15/2055  | 100000 | 103606 |
| Mylan Inc 5.2% 4/15/2048  | 83000 | 67816 |
| Mylan Inc 5.4% 11/29/2043  | 30000 | 25995 |
| Novartis Capital Corp 2% 2/14/2027  | 175000 | 171511 |
| Novartis Capital Corp 2.75% 8/14/2050  | 50000 | 32862 |
| Novartis Capital Corp 3.7% 9/21/2042  | 110000 | 92557 |
| Novartis Capital Corp 4.6% 11/5/2035  | 120000 | 120066 |
| Novartis Capital Corp 5.3% 11/5/2055  | 20000 | 19835 |
| Pfizer Inc 2.55% 5/28/2040  | 345000 | 256907 |
| Pfizer Inc 3.9% 3/15/2039  | 50000 | 44883 |
| Pfizer Inc 5.6% 11/15/2055  | 60000 | 60726 |
| Pfizer Investment Enterprises Pte Ltd 4.45% 5/19/2028  | 150000 | 151807 |
| Pfizer Investment Enterprises Pte Ltd 4.65% 5/19/2030  | 64000 | 65530 |
| Pfizer Investment Enterprises Pte Ltd 4.75% 5/19/2033  | 100000 | 101956 |
| Pfizer Investment Enterprises Pte Ltd 5.11% 5/19/2043  | 60000 | 58487 |
| Pfizer Investment Enterprises Pte Ltd 5.3% 5/19/2053  | 137000 | 132787 |
| Pfizer Investment Enterprises Pte Ltd 5.34% 5/19/2063  | 115000 | 109130 |
| Royalty Pharma PLC 2.15% 9/2/2031  | 100000 | 87834 |
| Royalty Pharma PLC 2.2% 9/2/2030  | 20000 | 18136 |
| Royalty Pharma PLC 3.3% 9/2/2040  | 70000 | 54950 |
| Royalty Pharma PLC 5.200% 9/25/2035  | 60000 | 60657 |
| Viatris Inc 2.3% 6/22/2027  | 105000 | 101399 |
| Viatris Inc 4% 6/22/2050  | 20000 | 13410 |
| Wyeth LLC 6% 2/15/2036  | 100000 | 109657 |
| Wyeth LLC 6.5% 2/1/2034  | 100000 | 113335 |
| Zoetis Inc 3% 5/15/2050  | 70000 | 47316 |
| Zoetis Inc 4.15% 8/17/2028  | 150000 | 150923 |
| Zoetis Inc 5% 8/17/2035  | 10000 | 10175 |
|  |  | 5663840 |
| TOTAL HEALTH CARE |  | 19496964 |
| Industrials - 1.2% |  |  |
| Aerospace & Defense - 0.0% |  |  |
| GE Aerospace 5.875% 1/14/2038  | 75000 | 82407 |
| GE Aerospace 6.75% 3/15/2032  | 40000 | 45627 |
| Howmet Aerospace Inc 5.95% 2/1/2037  | 20000 | 21881 |
|  |  | 149915 |
| Air Freight & Logistics - 0.1% |  |  |
| FedEx Corp 4.4% 1/15/2047  | 80000 | 65800 |
| FedEx Corp 4.55% 4/1/2046  | 90000 | 73204 |
| FedEx Corp 4.95% 10/17/2048  | 78000 | 68496 |
| United Parcel Service Inc 2.5% 9/1/2029  | 90000 | 85477 |
| United Parcel Service Inc 3.05% 11/15/2027  | 140000 | 138143 |
| United Parcel Service Inc 3.4% 9/1/2049  | 50000 | 36104 |
| United Parcel Service Inc 3.75% 11/15/2047  | 58000 | 45632 |
| United Parcel Service Inc 5.25% 5/14/2035  | 30000 | 31372 |
| United Parcel Service Inc 5.5% 5/22/2054  | 140000 | 139157 |
| United Parcel Service Inc 5.6% 5/22/2064  | 20000 | 19734 |
| United Parcel Service Inc 5.95% 5/14/2055  | 20000 | 21051 |
|  |  | 724170 |
| Building Products - 0.1% |  |  |
| Carrier Global Corp 3.377% 4/5/2040  | 80000 | 65323 |
| Carrier Global Corp 5.9% 3/15/2034  | 54000 | 58335 |
| Carrier Global Corp 6.2% 3/15/2054  | 30000 | 32971 |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA 1.75% 9/15/2030  | 30000 | 26837 |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA 4.9% 12/1/2032  | 50000 | 51221 |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA 5.5% 4/19/2029  | 150000 | 156494 |
| Johnson Controls International plc 5.125% 9/14/2045  | 14000 | 13122 |
| Masco Corp 2% 2/15/2031  | 29000 | 25737 |
| Masco Corp 3.125% 2/15/2051  | 14000 | 9368 |
| Owens Corning 3.95% 8/15/2029  | 180000 | 178654 |
| Owens Corning 5.95% 6/15/2054  | 35000 | 35901 |
| Trane Technologies Holdco Inc 4.3% 2/21/2048  | 62000 | 52999 |
|  |  | 706962 |
| Commercial Services & Supplies - 0.1% |  |  |
| Republic Services Inc 1.75% 2/15/2032  | 200000 | 172994 |
| Republic Services Inc 3.05% 3/1/2050  | 20000 | 13845 |
| Republic Services Inc 5.2% 11/15/2034  | 30000 | 31305 |
| Veralto Corp 5.35% 9/18/2028  | 30000 | 30975 |
| Veralto Corp 5.5% 9/18/2026  | 40000 | 40375 |
| Waste Connections Inc 2.2% 1/15/2032  | 150000 | 132989 |
| Waste Management Inc 2% 6/1/2029  | 55000 | 51538 |
| Waste Management Inc 2.5% 11/15/2050  | 135000 | 82492 |
| Waste Management Inc 4.65% 3/15/2030  | 20000 | 20472 |
| Waste Management Inc 4.875% 2/15/2029  | 70000 | 71962 |
| Waste Management Inc 4.95% 3/15/2035  | 20000 | 20498 |
| Waste Management Inc 4.95% 7/3/2027  | 20000 | 20326 |
| Waste Management Inc 4.95% 7/3/2031  | 20000 | 20784 |
| Waste Management Inc 5.35% 10/15/2054  | 40000 | 39712 |
|  |  | 750267 |
| Electrical Equipment - 0.0% |  |  |
| Emerson Electric Co 2.8% 12/21/2051  | 90000 | 58586 |
| Hubbell Inc 3.35% 3/1/2026  | 60000 | 60000 |
| Regal Rexnord Corp 6.4% 4/15/2033  | 70000 | 75485 |
| Rockwell Automation Inc 4.2% 3/1/2049  | 40000 | 33966 |
|  |  | 228037 |
| Ground Transportation - 0.3% |  |  |
| CSX Corp 2.5% 5/15/2051  | 115000 | 69600 |
| CSX Corp 3.35% 9/15/2049  | 70000 | 50333 |
| CSX Corp 4.5% 3/15/2049  | 90000 | 78350 |
| CSX Corp 5.05% 6/15/2035  | 170000 | 174391 |
| CSX Corp 5.2% 11/15/2033  | 50000 | 52404 |
| Norfolk Southern Corp 2.9% 6/15/2026  | 100000 | 99428 |
| Norfolk Southern Corp 3.05% 5/15/2050  | 50000 | 33583 |
| Norfolk Southern Corp 3.155% 5/15/2055  | 195000 | 128523 |
| Norfolk Southern Corp 4.1% 5/15/2121  | 80000 | 57083 |
| Norfolk Southern Corp 5.1% 5/1/2035  | 50000 | 51430 |
| Ryder System Inc 4.85% 6/15/2030  | 110000 | 112461 |
| Uber Technologies Inc 4.15% 1/15/2031  | 90000 | 89606 |
| Uber Technologies Inc 4.3% 1/15/2030  | 20000 | 20102 |
| Uber Technologies Inc 4.8% 9/15/2034  | 40000 | 40224 |
| Uber Technologies Inc 4.8% 9/15/2035  | 30000 | 29986 |
| Uber Technologies Inc 5.35% 9/15/2054  | 40000 | 38722 |
| Union Pacific Corp 2.891% 4/6/2036  | 70000 | 59561 |
| Union Pacific Corp 3.2% 5/20/2041  | 45000 | 35564 |
| Union Pacific Corp 3.5% 2/14/2053  | 10000 | 7270 |
| Union Pacific Corp 3.6% 9/15/2037  | 145000 | 130205 |
| Union Pacific Corp 3.839% 3/20/2060  | 132000 | 97842 |
| Union Pacific Corp 3.875% 2/1/2055  | 20000 | 15378 |
| Union Pacific Corp 4.05% 11/15/2045  | 120000 | 100256 |
| Union Pacific Corp 4.95% 5/15/2053  | 70000 | 65320 |
| Union Pacific Corp 5.1% 2/20/2035  | 30000 | 31180 |
| Union Pacific Corp 5.15% 1/20/2063  | 10000 | 9390 |
| Union Pacific Corp 5.6% 12/1/2054  | 30000 | 30498 |
|  |  | 1708690 |
| Industrial Conglomerates - 0.0% |  |  |
| 3M Co 2.375% 8/26/2029  | 86000 | 81039 |
| 3M Co 3.05% 4/15/2030  | 7000 | 6703 |
| 3M Co 3.125% 9/19/2046  | 50000 | 35388 |
| 3M Co 3.7% 4/15/2050  | 8000 | 6076 |
| 3M Co 4% 9/14/2048  | 50000 | 40753 |
| 3M Co 5.15% 3/15/2035  | 50000 | 51763 |
|  |  | 221722 |
| Machinery - 0.4% |  |  |
| AGCO Corp 5.8% 3/21/2034  | 20000 | 20927 |
| Caterpillar Financial Services Corp 1.1% 9/14/2027  | 40000 | 38192 |
| Caterpillar Financial Services Corp 2.4% 8/9/2026  | 140000 | 138600 |
| Caterpillar Financial Services Corp 4.1% 8/15/2028  | 290000 | 292022 |
| Caterpillar Inc 3.25% 4/9/2050  | 15000 | 10922 |
| Caterpillar Inc 3.25% 9/19/2049  | 50000 | 36318 |
| Caterpillar Inc 5.2% 5/15/2035  | 30000 | 31409 |
| Caterpillar Inc 5.2% 5/27/2041  | 105000 | 107018 |
| Caterpillar Inc 6.05% 8/15/2036  | 60000 | 67285 |
| Cummins Inc 2.6% 9/1/2050  | 50000 | 31029 |
| Cummins Inc 4.7% 2/15/2031  | 40000 | 41002 |
| Cummins Inc 5.15% 2/20/2034  | 15000 | 15609 |
| Cummins Inc 5.45% 2/20/2054  | 20000 | 20002 |
| Deere & Co 2.875% 9/7/2049  | 130000 | 88800 |
| Deere & Co 3.75% 4/15/2050  | 120000 | 95732 |
| Deere & Co 3.9% 6/9/2042  | 10000 | 8721 |
| Eaton Corp 4% 11/2/2032  | 50000 | 49290 |
| Eaton Corp 4.15% 3/15/2033  | 80000 | 79253 |
| Eaton Corp 4.7% 8/23/2052  | 30000 | 27339 |
| Illinois Tool Works Inc 2.65% 11/15/2026  | 50000 | 49459 |
| Illinois Tool Works Inc 3.9% 9/1/2042  | 30000 | 25630 |
| Illinois Tool Works Inc 4.875% 9/15/2041  | 10000 | 9793 |
| Ingersoll Rand Inc 5.197% 6/15/2027  | 90000 | 91401 |
| Ingersoll Rand Inc 5.7% 6/15/2054  | 30000 | 30507 |
| Ingersoll Rand Inc 5.7% 8/14/2033  | 30000 | 32018 |
| Otis Worldwide Corp 3.112% 2/15/2040  | 50000 | 39454 |
| Otis Worldwide Corp 3.362% 2/15/2050  | 20000 | 14327 |
| Otis Worldwide Corp 5.131% 9/4/2035  | 10000 | 10218 |
| Parker-Hannifin Corp 4% 6/14/2049  | 10000 | 8155 |
| Parker-Hannifin Corp 4.2% 11/21/2034  | 75000 | 73490 |
| Parker-Hannifin Corp 4.25% 9/15/2027  | 30000 | 30203 |
| Parker-Hannifin Corp 6.25% 5/15/2038  | 20000 | 22546 |
| Stanley Black & Decker Inc 2.75% 11/15/2050  | 60000 | 36071 |
| Stanley Black & Decker Inc 3% 5/15/2032  | 50000 | 45237 |
| Westinghouse Air Brake Technologies Corp 3.45% 11/15/2026  | 30000 | 29820 |
| Westinghouse Air Brake Technologies Corp 4.7% 9/15/2028 (d) | 60000 | 60731 |
| Westinghouse Air Brake Technologies Corp 5.5% 5/29/2035  | 30000 | 31432 |
|  |  | 1839962 |
| Passenger Airlines - 0.0% |  |  |
| American Airlines 2019-1 Class AA Pass Through Trust equipment trust certificate 3.15% 8/15/2033  | 56125 | 52686 |
| Delta Air Lines Inc 4.95% 7/10/2028  | 60000 | 60921 |
| Delta Air Lines Inc 5.25% 7/10/2030  | 30000 | 30799 |
|  |  | 144406 |
| Professional Services - 0.1% |  |  |
| Booz Allen Hamilton Inc 5.95% 8/4/2033  | 40000 | 42100 |
| Paychex Inc 5.1% 4/15/2030  | 70000 | 71937 |
| Paychex Inc 5.6% 4/15/2035  | 72000 | 75637 |
| Verisk Analytics Inc 4.5% 8/15/2030  | 40000 | 40324 |
| Verisk Analytics Inc 5.125% 2/15/2036  | 40000 | 40573 |
| Verisk Analytics Inc 5.25% 3/15/2035  | 60000 | 61385 |
|  |  | 331956 |
| Trading Companies & Distributors - 0.1% |  |  |
| Air Lease Corp 2.875% 1/15/2026  | 50000 | 49906 |
| Air Lease Corp 3% 2/1/2030  | 55000 | 51470 |
| Air Lease Corp 3.125% 12/1/2030  | 20000 | 18566 |
| Air Lease Corp 4.625% 10/1/2028  | 52000 | 52263 |
| Air Lease Corp 5.2% 7/15/2031  | 30000 | 30595 |
| Ferguson Enterprises Inc 5% 10/3/2034  | 20000 | 20291 |
| GATX Corp 4.55% 11/7/2028  | 50000 | 50448 |
| GATX Corp 4.9% 3/15/2033  | 65000 | 65570 |
| GATX Corp 6.05% 3/15/2034  | 50000 | 53619 |
| GATX Corp 6.9% 5/1/2034  | 60000 | 67863 |
| WW Grainger Inc 4.45% 9/15/2034  | 60000 | 59940 |
| WW Grainger Inc 4.6% 6/15/2045  | 20000 | 18312 |
|  |  | 538843 |
| TOTAL INDUSTRIALS |  | 7344930 |
| Information Technology - 2.4% |  |  |
| Communications Equipment - 0.0% |  |  |
| Cisco Systems Inc 4.75% 2/24/2030  | 50000 | 51452 |
| Cisco Systems Inc 5.05% 2/26/2034  | 70000 | 72645 |
| Cisco Systems Inc 5.1% 2/24/2035  | 120000 | 124599 |
| Cisco Systems Inc 5.3% 2/26/2054  | 10000 | 9800 |
| Cisco Systems Inc 5.5% 1/15/2040  | 135000 | 142421 |
| Cisco Systems Inc 5.9% 2/15/2039  | 90000 | 98243 |
| Motorola Solutions Inc 5.2% 8/15/2032  | 140000 | 144625 |
|  |  | 643785 |
| Electronic Equipment, Instruments & Components - 0.2% |  |  |
| Amphenol Corp 3.8% 11/15/2027  | 200000 | 199759 |
| Amphenol Corp 4.125% 11/15/2030  | 60000 | 59881 |
| Amphenol Corp 4.35% 6/1/2029  | 50000 | 50572 |
| Amphenol Corp 4.625% 2/15/2036  | 30000 | 29717 |
| Amphenol Corp 5.25% 4/5/2034  | 80000 | 83799 |
| Amphenol Corp 5.3% 11/15/2055  | 40000 | 38966 |
| Amphenol Corp 5.375% 11/15/2054  | 18000 | 17836 |
| Corning Inc 3.9% 11/15/2049  | 20000 | 15786 |
| Corning Inc 5.35% 11/15/2048  | 20000 | 19684 |
| Dell International LLC / EMC Corp 4.9% 10/1/2026  | 30000 | 30160 |
| Dell International LLC / EMC Corp 5.3% 10/1/2029  | 80000 | 82626 |
| Dell International LLC / EMC Corp 8.1% 7/15/2036  | 40000 | 48774 |
| Dell International LLC / EMC Corp 8.35% 7/15/2046  | 134000 | 172934 |
| Flex Ltd 5.25% 1/15/2032  | 60000 | 61295 |
| Vontier Corp 1.8% 4/1/2026  | 50000 | 49548 |
|  |  | 961337 |
| IT Services - 0.2% |  |  |
| CDW LLC / CDW Finance Corp 2.67% 12/1/2026  | 130000 | 127886 |
| CDW LLC / CDW Finance Corp 3.569% 12/1/2031  | 30000 | 28054 |
| CDW LLC / CDW Finance Corp 5.1% 3/1/2030  | 40000 | 40858 |
| CDW LLC / CDW Finance Corp 5.55% 8/22/2034  | 20000 | 20576 |
| IBM Corporation 2.85% 5/15/2040  | 135000 | 102913 |
| IBM Corporation 2.95% 5/15/2050  | 100000 | 65333 |
| IBM Corporation 3.45% 2/19/2026  | 166000 | 165731 |
| IBM Corporation 3.5% 5/15/2029  | 240000 | 235884 |
| IBM Corporation 4.15% 5/15/2039  | 100000 | 90515 |
| IBM Corporation 5.2% 2/10/2035  | 100000 | 103582 |
| IBM Corporation 5.6% 11/30/2039  | 110000 | 115553 |
|  |  | 1096885 |
| Semiconductors & Semiconductor Equipment - 0.7% |  |  |
| Advanced Micro Devices Inc 4.393% 6/1/2052  | 20000 | 17165 |
| Analog Devices Inc 2.8% 10/1/2041  | 50000 | 37327 |
| Analog Devices Inc 2.95% 10/1/2051  | 50000 | 33017 |
| Analog Devices Inc 4.5% 6/15/2030  | 30000 | 30522 |
| Analog Devices Inc 5.3% 12/15/2045  | 20000 | 19801 |
| Applied Materials Inc 4% 1/15/2031  | 50000 | 49875 |
| Applied Materials Inc 4.35% 4/1/2047  | 76000 | 66900 |
| Broadcom Inc 3.419% 4/15/2033  | 185000 | 173365 |
| Broadcom Inc 3.469% 4/15/2034  | 400000 | 369007 |
| Broadcom Inc 3.75% 2/15/2051  | 80000 | 62121 |
| Broadcom Inc 4.11% 9/15/2028  | 170000 | 170714 |
| Broadcom Inc 4.15% 4/15/2032 (e) | 70000 | 69099 |
| Broadcom Inc 4.3% 11/15/2032  | 150000 | 149203 |
| Broadcom Inc 4.55% 2/15/2032  | 70000 | 70828 |
| Broadcom Inc 4.6% 7/15/2030  | 90000 | 91717 |
| Broadcom Inc 4.8% 10/15/2034  | 70000 | 70977 |
| Broadcom Inc 4.8% 2/15/2036  | 180000 | 180423 |
| Broadcom Inc 5.05% 7/12/2029  | 50000 | 51666 |
| Intel Corp 2.45% 11/15/2029  | 50000 | 46712 |
| Intel Corp 4% 8/5/2029  | 210000 | 208075 |
| Intel Corp 4.1% 5/19/2046  | 70000 | 54875 |
| Intel Corp 4.6% 3/25/2040  | 100000 | 90610 |
| Intel Corp 4.75% 3/25/2050  | 150000 | 126416 |
| Intel Corp 4.875% 2/10/2028  | 50000 | 50766 |
| Intel Corp 4.9% 8/5/2052  | 50000 | 42638 |
| Intel Corp 5.05% 8/5/2062  | 20000 | 16798 |
| Intel Corp 5.15% 2/21/2034  | 60000 | 61073 |
| Intel Corp 5.2% 2/10/2033  | 70000 | 71825 |
| Intel Corp 5.7% 2/10/2053  | 70000 | 67102 |
| Intel Corp 5.9% 2/10/2063  | 110000 | 106278 |
| KLA Corp 3.3% 3/1/2050  | 60000 | 42717 |
| KLA Corp 4.65% 7/15/2032  | 210000 | 214556 |
| KLA Corp 5.25% 7/15/2062  | 5000 | 4789 |
| Lam Research Corp 2.875% 6/15/2050  | 50000 | 33274 |
| Marvell Technology Inc 4.875% 6/22/2028  | 100000 | 101752 |
| Marvell Technology Inc 5.45% 7/15/2035  | 20000 | 20668 |
| Micron Technology Inc 3.366% 11/1/2041  | 55000 | 42532 |
| Micron Technology Inc 4.663% 2/15/2030  | 90000 | 91151 |
| Micron Technology Inc 5.65% 11/1/2032  | 30000 | 31576 |
| Micron Technology Inc 5.8% 1/15/2035  | 20000 | 21159 |
| Micron Technology Inc 5.875% 2/9/2033  | 50000 | 53255 |
| Micron Technology Inc 5.875% 9/15/2033  | 10000 | 10679 |
| Micron Technology Inc 6.05% 11/1/2035  | 10000 | 10732 |
| NVIDIA Corp 2% 6/15/2031  | 215000 | 194360 |
| NVIDIA Corp 3.5% 4/1/2050  | 10000 | 7627 |
| NVIDIA Corp 3.7% 4/1/2060  | 30000 | 22860 |
| QUALCOMM Inc 3.25% 5/20/2027  | 120000 | 119122 |
| QUALCOMM Inc 3.25% 5/20/2050  | 50000 | 35276 |
| QUALCOMM Inc 4.3% 5/20/2047  | 55000 | 47083 |
| QUALCOMM Inc 4.5% 5/20/2030  | 50000 | 50899 |
| QUALCOMM Inc 4.65% 5/20/2035  | 145000 | 146529 |
| QUALCOMM Inc 5% 5/20/2035  | 50000 | 51581 |
| QUALCOMM Inc 6% 5/20/2053  | 20000 | 21464 |
| Teledyne FLIR LLC 2.5% 8/1/2030  | 55000 | 50995 |
| Texas Instruments Inc 4.5% 5/23/2030  | 70000 | 71441 |
| Texas Instruments Inc 5.05% 5/18/2063  | 100000 | 91960 |
| Texas Instruments Inc 5.1% 5/23/2035  | 70000 | 72521 |
|  |  | 4319453 |
| Software - 0.8% |  |  |
| Adobe Inc 4.95% 4/4/2034  | 40000 | 41591 |
| Autodesk Inc 2.4% 12/15/2031  | 40000 | 35772 |
| Autodesk Inc 5.3% 6/15/2035  | 20000 | 20670 |
| Cadence Design Systems Inc 4.3% 9/10/2029  | 40000 | 40203 |
| Cadence Design Systems Inc 4.7% 9/10/2034  | 20000 | 20124 |
| Intuit Inc 5.2% 9/15/2033  | 20000 | 21005 |
| Intuit Inc 5.5% 9/15/2053  | 50000 | 50270 |
| Microsoft Corp 2.5% 9/15/2050  | 110000 | 69106 |
| Microsoft Corp 2.525% 6/1/2050  | 180000 | 113788 |
| Microsoft Corp 2.921% 3/17/2052  | 276000 | 187622 |
| Microsoft Corp 3.041% 3/17/2062  | 30000 | 19439 |
| Microsoft Corp 3.3% 2/6/2027  | 350000 | 348761 |
| Microsoft Corp 3.75% 2/12/2045  | 50000 | 42563 |
| Microsoft Corp 4.25% 2/6/2047  | 60000 | 54698 |
| Oracle Corp 2.3% 3/25/2028  | 60000 | 57237 |
| Oracle Corp 2.65% 7/15/2026  | 242000 | 239771 |
| Oracle Corp 2.8% 4/1/2027  | 110000 | 107843 |
| Oracle Corp 2.95% 4/1/2030  | 210000 | 195335 |
| Oracle Corp 3.6% 4/1/2040  | 50000 | 38565 |
| Oracle Corp 3.6% 4/1/2050  | 310000 | 205062 |
| Oracle Corp 3.8% 11/15/2037  | 110000 | 91489 |
| Oracle Corp 3.85% 4/1/2060  | 310000 | 202234 |
| Oracle Corp 3.9% 5/15/2035  | 50000 | 44195 |
| Oracle Corp 4.1% 3/25/2061  | 20000 | 13505 |
| Oracle Corp 4.125% 5/15/2045  | 110000 | 82959 |
| Oracle Corp 4.2% 9/27/2029  | 470000 | 463775 |
| Oracle Corp 4.375% 5/15/2055  | 50000 | 36623 |
| Oracle Corp 4.7% 9/27/2034  | 130000 | 123151 |
| Oracle Corp 5.2% 9/26/2035  | 390000 | 382157 |
| Oracle Corp 5.5% 8/3/2035  | 50000 | 50096 |
| Oracle Corp 5.55% 2/6/2053  | 90000 | 78816 |
| Oracle Corp 5.95% 9/26/2055  | 100000 | 93704 |
| Oracle Corp 6% 8/3/2055  | 50000 | 46455 |
| Oracle Corp 6.25% 11/9/2032  | 110000 | 116738 |
| Roper Technologies Inc 1.4% 9/15/2027  | 30000 | 28658 |
| Roper Technologies Inc 1.75% 2/15/2031  | 30000 | 26311 |
| Roper Technologies Inc 2% 6/30/2030  | 110000 | 99442 |
| Roper Technologies Inc 4.9% 10/15/2034  | 20000 | 20085 |
| Roper Technologies Inc 5.1% 9/15/2035  | 30000 | 30449 |
| Salesforce Inc 1.95% 7/15/2031  | 195000 | 174266 |
| Salesforce Inc 2.7% 7/15/2041  | 50000 | 36741 |
| Synopsys Inc 4.65% 4/1/2028  | 210000 | 212808 |
| Synopsys Inc 4.85% 4/1/2030  | 30000 | 30647 |
| Synopsys Inc 5% 4/1/2032  | 70000 | 71815 |
| Synopsys Inc 5.15% 4/1/2035  | 60000 | 61336 |
| Synopsys Inc 5.7% 4/1/2055  | 80000 | 80195 |
| VMware LLC 1.4% 8/15/2026  | 97000 | 95293 |
| VMware LLC 4.7% 5/15/2030  | 70000 | 71176 |
|  |  | 4774544 |
| Technology Hardware, Storage & Peripherals - 0.5% |  |  |
| Apple Inc 1.25% 8/20/2030  | 270000 | 240287 |
| Apple Inc 1.65% 2/8/2031  | 370000 | 330927 |
| Apple Inc 1.65% 5/11/2030  | 100000 | 91083 |
| Apple Inc 1.7% 8/5/2031  | 52000 | 46268 |
| Apple Inc 2.2% 9/11/2029  | 360000 | 340128 |
| Apple Inc 2.375% 2/8/2041  | 160000 | 116558 |
| Apple Inc 2.65% 2/8/2051  | 100000 | 63890 |
| Apple Inc 2.7% 8/5/2051  | 30000 | 19255 |
| Apple Inc 2.8% 2/8/2061  | 155000 | 93885 |
| Apple Inc 2.85% 8/5/2061  | 51000 | 31177 |
| Apple Inc 2.95% 9/11/2049  | 90000 | 62055 |
| Apple Inc 3% 11/13/2027  | 195000 | 192999 |
| Apple Inc 3.85% 5/4/2043  | 177000 | 152293 |
| Apple Inc 4% 5/10/2028  | 100000 | 100788 |
| Apple Inc 4.2% 5/12/2030  | 210000 | 213282 |
| Apple Inc 4.3% 5/10/2033  | 50000 | 50977 |
| Apple Inc 4.375% 5/13/2045  | 60000 | 54537 |
| Hewlett Packard Enterprise Co 4.4% 10/15/2030  | 190000 | 189531 |
| Hewlett Packard Enterprise Co 4.55% 10/15/2029  | 220000 | 221541 |
| Hewlett Packard Enterprise Co 5% 10/15/2034  | 70000 | 69650 |
| Hewlett Packard Enterprise Co 5.6% 10/15/2054  | 30000 | 28078 |
| HP Inc 6% 9/15/2041  | 170000 | 174628 |
|  |  | 2883817 |
| TOTAL INFORMATION TECHNOLOGY |  | 14679821 |
| Materials - 0.5% |  |  |
| Chemicals - 0.3% |  |  |
| Air Products and Chemicals Inc 1.85% 5/15/2027  | 200000 | 194520 |
| Air Products and Chemicals Inc 2.05% 5/15/2030  | 20000 | 18416 |
| Air Products and Chemicals Inc 2.8% 5/15/2050  | 20000 | 13092 |
| Air Products and Chemicals Inc 4.75% 2/8/2031  | 50000 | 51366 |
| Air Products and Chemicals Inc 4.9% 10/11/2032  | 100000 | 103480 |
| Albemarle Corp 4.65% 6/1/2027  | 50000 | 50121 |
| Albemarle Corp 5.05% 6/1/2032  | 30000 | 30106 |
| CF Industries Inc 5.15% 3/15/2034  | 70000 | 70666 |
| Dow Chemical Co/The 2.1% 11/15/2030  | 150000 | 132692 |
| Dow Chemical Co/The 3.6% 11/15/2050  | 30000 | 19982 |
| Dow Chemical Co/The 4.25% 10/1/2034  | 105000 | 96915 |
| Dow Chemical Co/The 4.375% 11/15/2042  | 20000 | 16151 |
| Dow Chemical Co/The 4.8% 5/15/2049  | 40000 | 32280 |
| Dow Chemical Co/The 5.55% 11/30/2048  | 50000 | 44925 |
| Dow Chemical Co/The 5.65% 3/15/2036  | 30000 | 30129 |
| Dow Chemical Co/The 6.9% 5/15/2053  | 10000 | 10491 |
| Ecolab Inc 1.3% 1/30/2031  | 125000 | 108662 |
| Ecolab Inc 2.125% 2/1/2032  | 50000 | 44243 |
| Ecolab Inc 2.7% 12/15/2051  | 25000 | 15736 |
| Ecolab Inc 2.75% 8/18/2055  | 20000 | 12305 |
| Ecolab Inc 5% 9/1/2035  | 20000 | 20535 |
| Huntsman Intl LLC 4.5% 5/1/2029  | 30000 | 28702 |
| International Flavors & Fragrances Inc 4.45% 9/26/2028  | 90000 | 90508 |
| LYB International Finance BV 4.875% 3/15/2044  | 20000 | 16820 |
| LYB International Finance BV 5.25% 7/15/2043  | 50000 | 44009 |
| LYB International Finance II BV 3.5% 3/2/2027  | 90000 | 89479 |
| LYB International Finance III LLC 3.375% 10/1/2040  | 50000 | 36898 |
| LYB International Finance III LLC 3.625% 4/1/2051  | 50000 | 32872 |
| LyondellBasell Industries NV 4.625% 2/26/2055  | 40000 | 30785 |
| Mosaic Co/The 4.05% 11/15/2027  | 70000 | 69977 |
| Mosaic Co/The 5.625% 11/15/2043  | 20000 | 19436 |
| RPM International Inc 2.95% 1/15/2032  | 20000 | 18218 |
| RPM International Inc 3.75% 3/15/2027  | 50000 | 49720 |
| Sherwin-Williams Co/The 2.9% 3/15/2052  | 20000 | 12563 |
| Sherwin-Williams Co/The 3.45% 6/1/2027  | 300000 | 297321 |
| Sherwin-Williams Co/The 4.5% 6/1/2047  | 54000 | 46865 |
| Westlake Corp 3.125% 8/15/2051  | 70000 | 43169 |
| Westlake Corp 5.55% 11/15/2035  | 50000 | 50317 |
|  |  | 2094472 |
| Construction Materials - 0.1% |  |  |
| Amrize Finance US LLC 5.4% 4/7/2035 (e) | 50000 | 51879 |
| CRH America Finance Inc 5.6% 2/9/2056  | 30000 | 30072 |
| Martin Marietta Materials Inc 2.4% 7/15/2031  | 55000 | 49773 |
| Martin Marietta Materials Inc 2.5% 3/15/2030  | 60000 | 55922 |
| Martin Marietta Materials Inc 5.15% 12/1/2034  | 20000 | 20546 |
| Martin Marietta Materials Inc 5.5% 12/1/2054  | 50000 | 49742 |
| Vulcan Materials Co 4.7% 3/1/2048  | 20000 | 17927 |
| Vulcan Materials Co 5.35% 12/1/2034  | 70000 | 72860 |
|  |  | 348721 |
| Containers & Packaging - 0.1% |  |  |
| Avery Dennison Corp 4.875% 12/6/2028  | 50000 | 51040 |
| International Paper Co 4.35% 8/15/2048  | 30000 | 24646 |
| International Paper Co 4.4% 8/15/2047  | 20000 | 16720 |
| International Paper Co 7.3% 11/15/2039  | 50000 | 58947 |
| Packaging Corp of America 3% 12/15/2029  | 110000 | 105477 |
| Packaging Corp of America 5.2% 8/15/2035  | 30000 | 30747 |
| Sonoco Products Co 4.6% 9/1/2029  | 130000 | 131161 |
| WestRock MWV LLC 7.95% 2/15/2031  | 50000 | 57800 |
| WRKCo Inc 3% 6/15/2033  | 120000 | 107385 |
| WRKCo Inc 4% 3/15/2028  | 100000 | 99901 |
| WRKCo Inc 4.9% 3/15/2029  | 10000 | 10212 |
|  |  | 694036 |
| Metals & Mining - 0.0% |  |  |
| Freeport-McMoRan Inc 5.45% 3/15/2043  | 85000 | 82765 |
| Newmont Corp 5.45% 6/9/2044  | 50000 | 50424 |
|  |  | 133189 |
| TOTAL MATERIALS |  | 3270418 |
| Real Estate - 0.9% |  |  |
| Diversified REITs - 0.0% |  |  |
| Equinix Europe 2 Financing Corp LLC 4.6% 11/15/2030  | 30000 | 30197 |
| Equinix Europe 2 Financing Corp LLC 5.5% 6/15/2034  | 110000 | 114473 |
| Piedmont Operating Partnership LP 9.25% 7/20/2028  | 70000 | 77528 |
| Safehold GL Holdings LLC 2.8% 6/15/2031  | 50000 | 46066 |
| Store Capital LLC 4.5% 3/15/2028  | 50000 | 50042 |
| WP Carey Inc 2.45% 2/1/2032  | 30000 | 26518 |
| WP Carey Inc 5.375% 6/30/2034  | 20000 | 20707 |
|  |  | 365531 |
| Health Care REITs - 0.1% |  |  |
| Alexandria Real Estate Equities Inc 2.95% 3/15/2034  | 75000 | 64703 |
| Alexandria Real Estate Equities Inc 3% 5/18/2051  | 100000 | 61705 |
| Alexandria Real Estate Equities Inc 5.625% 5/15/2054  | 20000 | 18843 |
| Healthpeak OP LLC 2.875% 1/15/2031  | 210000 | 194683 |
| Omega Healthcare Investors Inc 3.375% 2/1/2031  | 40000 | 37344 |
| Omega Healthcare Investors Inc 5.2% 7/1/2030  | 20000 | 20379 |
| Ventas Realty LP 4.875% 4/15/2049  | 80000 | 70876 |
| Welltower OP LLC 2.7% 2/15/2027  | 120000 | 118331 |
| Welltower OP LLC 2.75% 1/15/2032  | 50000 | 45641 |
| Welltower OP LLC 4.95% 9/1/2048  | 36000 | 34090 |
|  |  | 666595 |
| Industrial REITs - 0.1% |  |  |
| Prologis LP 1.625% 3/15/2031  | 100000 | 87606 |
| Prologis LP 1.75% 2/1/2031  | 100000 | 88436 |
| Prologis LP 4.625% 1/15/2033  | 50000 | 50653 |
| Prologis LP 5% 3/15/2034  | 50000 | 51236 |
| Prologis LP 5.125% 1/15/2034  | 50000 | 51656 |
| Prologis LP 5.25% 3/15/2054  | 20000 | 19329 |
| Prologis LP 5.25% 5/15/2035  | 20000 | 20758 |
| Prologis LP 5.25% 6/15/2053  | 40000 | 38631 |
|  |  | 408305 |
| Office REITs - 0.0% |  |  |
| Boston Properties LP 2.75% 10/1/2026  | 40000 | 39512 |
| Boston Properties LP 2.9% 3/15/2030  | 40000 | 37518 |
| Boston Properties LP 3.25% 1/30/2031  | 107000 | 100285 |
| Boston Properties LP 5.75% 1/15/2035  | 30000 | 30889 |
| COPT Defense Properties LP 2.75% 4/15/2031  | 40000 | 36397 |
| Highwoods Realty LP 2.6% 2/1/2031  | 50000 | 44682 |
| Kilroy Realty LP 3.05% 2/15/2030  | 50000 | 46361 |
| Kilroy Realty LP 5.875% 10/15/2035  | 20000 | 20289 |
| Kilroy Realty LP 6.25% 1/15/2036  | 10000 | 10398 |
|  |  | 366331 |
| Real Estate Management & Development - 0.1% |  |  |
| CBRE Services Inc 5.1% 6/15/2030  | 40000 | 40727 |
| CBRE Services Inc 5.95% 8/15/2034  | 50000 | 53870 |
| Digital Realty Trust LP 3.7% 8/15/2027  | 26000 | 25820 |
| Digital Realty Trust LP 5.55% 1/15/2028  | 35000 | 36024 |
| Extra Space Storage LP 3.9% 4/1/2029  | 120000 | 118618 |
| Extra Space Storage LP 4.95% 1/15/2033  | 30000 | 30362 |
| Extra Space Storage LP 5.35% 1/15/2035  | 50000 | 51314 |
| Extra Space Storage LP 5.4% 2/1/2034  | 10000 | 10309 |
| Mid-America Apartments LP 4.2% 6/15/2028  | 75000 | 75287 |
| Mid-America Apartments LP 5.3% 2/15/2032  | 30000 | 31390 |
|  |  | 473721 |
| Residential REITs - 0.1% |  |  |
| American Homes 4 Rent LP 4.9% 2/15/2029  | 135000 | 137555 |
| American Homes 4 Rent LP 4.95% 6/15/2030  | 60000 | 61287 |
| American Homes 4 Rent LP 5.5% 2/1/2034  | 20000 | 20728 |
| AvalonBay Communities Inc 2.05% 1/15/2032  | 105000 | 92476 |
| AvalonBay Communities Inc 5.3% 12/7/2033  | 30000 | 31410 |
| Camden Property Trust 4.9% 1/15/2034  | 50000 | 50892 |
| ERP Operating LP 4.5% 6/1/2045  | 20000 | 17796 |
| ERP Operating LP 4.5% 7/1/2044  | 50000 | 44645 |
| Invitation Homes Operating Partnership LP 2.7% 1/15/2034  | 15000 | 12856 |
| Invitation Homes Operating Partnership LP 4.15% 4/15/2032  | 50000 | 48558 |
| Invitation Homes Operating Partnership LP 4.95% 1/15/2033  | 30000 | 30364 |
| Sun Communities Operating LP 2.7% 7/15/2031  | 40000 | 36478 |
| UDR Inc 2.1% 6/15/2033  | 35000 | 29313 |
| UDR Inc 3.2% 1/15/2030  | 40000 | 38431 |
|  |  | 652789 |
| Retail REITs - 0.3% |  |  |
| Agree LP 5.625% 6/15/2034  | 50000 | 52535 |
| Brixmor Operating Partnership LP 2.25% 4/1/2028  | 50000 | 47937 |
| Brixmor Operating Partnership LP 4.05% 7/1/2030  | 12000 | 11843 |
| Brixmor Operating Partnership LP 4.125% 5/15/2029  | 9000 | 8956 |
| Brixmor Operating Partnership LP 4.85% 2/15/2033  | 30000 | 30096 |
| Brixmor Operating Partnership LP 5.5% 2/15/2034  | 20000 | 20691 |
| Federal Realty OP LP 3.5% 6/1/2030  | 50000 | 48299 |
| Kimco Realty OP LLC 1.9% 3/1/2028  | 110000 | 104972 |
| Kimco Realty OP LLC 2.8% 10/1/2026  | 150000 | 148590 |
| Kimco Realty OP LLC 4.6% 2/1/2033  | 10000 | 10018 |
| Kimco Realty OP LLC 4.85% 3/1/2035  | 50000 | 50065 |
| Kimco Realty OP LLC 6.4% 3/1/2034  | 20000 | 22202 |
| Kite Realty Group LP 5.2% 8/15/2032  | 50000 | 51206 |
| NNN REIT Inc 3% 4/15/2052  | 50000 | 31814 |
| NNN REIT Inc 5.5% 6/15/2034  | 20000 | 20868 |
| Phillips Edison Grocery Center Operating Partnership I LP 5.25% 8/15/2032  | 20000 | 20498 |
| Phillips Edison Grocery Center Operating Partnership I LP 5.75% 7/15/2034  | 15000 | 15779 |
| Realty Income Corp 2.85% 12/15/2032  | 175000 | 157512 |
| Realty Income Corp 4% 7/15/2029  | 60000 | 59859 |
| Realty Income Corp 4.125% 10/15/2026  | 75000 | 75034 |
| Realty Income Corp 4.5% 2/1/2033  | 40000 | 39800 |
| Realty Income Corp 4.9% 7/15/2033  | 50000 | 50917 |
| Regency Centers LP 3.7% 6/15/2030  | 50000 | 49035 |
| Regency Centers LP 5.1% 1/15/2035  | 30000 | 30601 |
| Regency Centers LP 5.25% 1/15/2034  | 20000 | 20725 |
| Simon Property Group LP 2.2% 2/1/2031  | 100000 | 90488 |
| Simon Property Group LP 2.65% 7/15/2030  | 50000 | 46897 |
| Simon Property Group LP 3.25% 9/13/2049  | 20000 | 14017 |
| Simon Property Group LP 3.375% 12/1/2027  | 125000 | 123726 |
| Simon Property Group LP 4.75% 3/15/2042  | 55000 | 51216 |
| Simon Property Group LP 4.75% 9/26/2034  | 50000 | 50021 |
| Simon Property Group LP 5.85% 3/8/2053  | 20000 | 20684 |
| Simon Property Group LP 6.65% 1/15/2054  | 30000 | 33979 |
|  |  | 1610880 |
| Specialized REITs - 0.2% |  |  |
| American Tower Corp 2.1% 6/15/2030  | 60000 | 54514 |
| American Tower Corp 3.1% 6/15/2050  | 60000 | 40275 |
| American Tower Corp 3.55% 7/15/2027  | 100000 | 99050 |
| American Tower Corp 3.6% 1/15/2028  | 110000 | 108862 |
| American Tower Corp 3.7% 10/15/2049  | 10000 | 7506 |
| American Tower Corp 4.9% 3/15/2030  | 100000 | 102329 |
| American Tower Corp 5.35% 3/15/2035  | 20000 | 20618 |
| American Tower Corp 5.4% 1/31/2035  | 30000 | 31107 |
| American Tower Corp 5.9% 11/15/2033  | 70000 | 75096 |
| Crown Castle Inc 2.25% 1/15/2031  | 145000 | 129776 |
| Crown Castle Inc 2.9% 4/1/2041  | 60000 | 44067 |
| Crown Castle Inc 3.25% 1/15/2051  | 47000 | 31491 |
| Crown Castle Inc 4.15% 7/1/2050  | 50000 | 39428 |
| CubeSmart LP 3% 2/15/2030  | 50000 | 47489 |
| EPR Properties 4.5% 6/1/2027  | 50000 | 50028 |
| EPR Properties 4.95% 4/15/2028  | 50000 | 50413 |
| Equinix Inc 3.9% 4/15/2032  | 130000 | 125338 |
| Public Storage Operating Co 4.375% 7/1/2030  | 30000 | 30351 |
| Public Storage Operating Co 5.1% 8/1/2033  | 80000 | 83439 |
| Public Storage Operating Co 5.35% 8/1/2053  | 20000 | 19657 |
| Weyerhaeuser Co 4% 11/15/2029  | 75000 | 74363 |
|  |  | 1265197 |
| TOTAL REAL ESTATE |  | 5809349 |
| Utilities - 0.9% |  |  |
| Electric Utilities - 0.6% |  |  |
| AEP Texas Inc 2.1% 7/1/2030  | 10000 | 9115 |
| AEP Texas Inc 3.8% 10/1/2047  | 65000 | 48694 |
| AEP Texas Inc 5.7% 5/15/2034  | 45000 | 47178 |
| Baltimore Gas and Electric Co 3.5% 8/15/2046  | 50000 | 37654 |
| Baltimore Gas and Electric Co 5.4% 6/1/2053  | 50000 | 49002 |
| CenterPoint Energy Houston Electric LLC 3.35% 4/1/2051  | 90000 | 64516 |
| CenterPoint Energy Houston Electric LLC 4.5% 4/1/2044  | 49000 | 43849 |
| CenterPoint Energy Houston Electric LLC 4.95% 4/1/2033  | 30000 | 30737 |
| CenterPoint Energy Houston Electric LLC 5.2% 10/1/2028  | 90000 | 92946 |
| Commonwealth Edison Co 3.8% 10/1/2042  | 125000 | 102685 |
| Commonwealth Edison Co 4% 3/1/2048  | 86000 | 69643 |
| Commonwealth Edison Co 5.3% 6/1/2034  | 80000 | 84040 |
| Connecticut Light and Power Co/The 4% 4/1/2048  | 20000 | 16205 |
| Connecticut Light and Power Co/The 5.25% 1/15/2053  | 20000 | 19241 |
| Consolidated Edison Co of New York Inc 3.7% 11/15/2059  | 80000 | 57148 |
| Consolidated Edison Co of New York Inc 3.85% 6/15/2046  | 50000 | 40030 |
| Consolidated Edison Co of New York Inc 3.875% 6/15/2047  | 44000 | 34957 |
| Consolidated Edison Co of New York Inc 3.95% 4/1/2050  | 130000 | 103900 |
| Consolidated Edison Co of New York Inc 4.45% 3/15/2044  | 45000 | 39803 |
| Consolidated Edison Co of New York Inc 5.3% 3/1/2035  | 50000 | 51941 |
| Consolidated Edison Co of New York Inc 5.5% 12/1/2039  | 50000 | 51560 |
| Consolidated Edison Co of New York Inc 5.7% 5/15/2054  | 30000 | 30568 |
| Consolidated Edison Co of New York Inc 5.75% 11/15/2055  | 10000 | 10228 |
| Consolidated Edison Co of New York Inc 6.2% 6/15/2036  | 100000 | 111033 |
| Entergy Tex Inc 5.25% 4/15/2035  | 40000 | 41334 |
| Entergy Tex Inc 5.8% 9/1/2053  | 30000 | 30560 |
| Eversource Energy 2.55% 3/15/2031  | 125000 | 112966 |
| Eversource Energy 5.45% 3/1/2028  | 200000 | 204811 |
| Exelon Corp 2.75% 3/15/2027  | 160000 | 157159 |
| Exelon Corp 3.4% 4/15/2026  | 190000 | 189457 |
| Exelon Corp 4.1% 3/15/2052  | 65000 | 50723 |
| Exelon Corp 4.45% 4/15/2046  | 20000 | 17105 |
| Exelon Corp 5.125% 3/15/2031  | 30000 | 31046 |
| Exelon Corp 5.3% 3/15/2033  | 20000 | 20865 |
| Exelon Corp 5.45% 3/15/2034  | 35000 | 36642 |
| Exelon Corp 5.875% 3/15/2055  | 30000 | 30719 |
| ITC Holdings Corp 3.25% 6/30/2026  | 50000 | 49722 |
| Jersey Central Power & Light Co 4.4% 1/15/2031 (e) | 10000 | 9975 |
| Jersey Central Power & Light Co 5.1% 1/15/2035  | 30000 | 30475 |
| National Grid USA 5.803% 4/1/2035  | 10000 | 10511 |
| NSTAR Electric Co 4.95% 9/15/2052  | 40000 | 36757 |
| NSTAR Electric Co 5.2% 3/1/2035  | 110000 | 112865 |
| Ohio Power Co 2.9% 10/1/2051  | 20000 | 12529 |
| Ohio Power Co 5% 6/1/2033  | 50000 | 51049 |
| Oncor Electric Delivery Co LLC 3.75% 4/1/2045  | 25000 | 19959 |
| Oncor Electric Delivery Co LLC 3.8% 9/30/2047  | 30000 | 23534 |
| Oncor Electric Delivery Co LLC 4.6% 6/1/2052  | 50000 | 42605 |
| Oncor Electric Delivery Co LLC 4.95% 9/15/2052  | 10000 | 9119 |
| Oncor Electric Delivery Co LLC 5.3% 6/1/2042  | 85000 | 84272 |
| Oncor Electric Delivery Co LLC 5.35% 4/1/2035 (e) | 60000 | 62452 |
| Oncor Electric Delivery Co LLC 5.65% 11/15/2033  | 30000 | 32109 |
| PECO Energy Co 3.9% 3/1/2048  | 50000 | 40075 |
| PECO Energy Co 4.6% 5/15/2052  | 30000 | 26267 |
| PECO Energy Co 4.875% 9/15/2035  | 50000 | 50723 |
| PECO Energy Co 5.65% 9/15/2055  | 20000 | 20421 |
| PG&E Wildfire Recovery Funding LLC 5.212% 12/1/2049  | 110000 | 107813 |
| Potomac Electric Power Co 6.5% 11/15/2037  | 30000 | 34097 |
| PPL Electric Utilities Corp 3% 10/1/2049  | 30000 | 20349 |
| PPL Electric Utilities Corp 5% 5/15/2033  | 50000 | 51682 |
| PPL Electric Utilities Corp 5.25% 5/15/2053  | 20000 | 19593 |
| PPL Electric Utilities Corp 5.55% 8/15/2055  | 30000 | 30361 |
| Public Service Co of New Hampshire 5.15% 1/15/2053  | 20000 | 18893 |
| Public Service Electric and Gas Co 3.2% 5/15/2029  | 60000 | 58541 |
| Public Service Electric and Gas Co 3.6% 12/1/2047  | 87000 | 66786 |
| Public Service Electric and Gas Co 3.65% 9/1/2042  | 100000 | 81928 |
| Public Service Electric and Gas Co 4.9% 8/15/2035  | 30000 | 30434 |
| Public Service Electric and Gas Co 5.3% 8/1/2054  | 10000 | 9773 |
| Public Service Electric and Gas Co 5.5% 3/1/2055  | 20000 | 20073 |
| Public Service Electric and Gas Co 5.8% 5/1/2037  | 35000 | 37957 |
| Tampa Electric Co 3.625% 6/15/2050  | 90000 | 66496 |
|  |  | 3550255 |
| Gas Utilities - 0.1% |  |  |
| Atmos Energy Corp 3% 6/15/2027  | 100000 | 98801 |
| Atmos Energy Corp 4.125% 10/15/2044  | 75000 | 64361 |
| Atmos Energy Corp 4.125% 3/15/2049  | 30000 | 24541 |
| Atmos Energy Corp 5.45% 1/15/2056  | 40000 | 39523 |
| Atmos Energy Corp 5.9% 11/15/2033  | 100000 | 109051 |
| ONE Gas Inc 5.1% 4/1/2029  | 90000 | 92859 |
| Piedmont Natural Gas Co Inc 2.5% 3/15/2031  | 80000 | 72758 |
| Piedmont Natural Gas Co Inc 3.5% 6/1/2029  | 10000 | 9814 |
| Piedmont Natural Gas Co Inc 5.1% 2/15/2035  | 30000 | 30702 |
| Southern California Gas Co 2.55% 2/1/2030  | 90000 | 84727 |
| Southern California Gas Co 3.75% 9/15/2042  | 20000 | 16278 |
| Southern California Gas Co 4.3% 1/15/2049  | 20000 | 16693 |
| Southern California Gas Co 5.05% 9/1/2034  | 30000 | 30720 |
| Southern California Gas Co 5.2% 6/1/2033  | 50000 | 51772 |
| Southern California Gas Co 5.6% 4/1/2054  | 10000 | 9998 |
| Southwest Gas Corp 3.7% 4/1/2028  | 60000 | 59474 |
| Southwest Gas Corp 4.15% 6/1/2049  | 20000 | 16231 |
| Southwest Gas Corp 5.45% 3/23/2028  | 36000 | 36980 |
| Washington Gas Light Co 3.65% 9/15/2049  | 20000 | 14806 |
|  |  | 880089 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Southern Power Co 4.9% 10/1/2035  | 50000 | 49687 |
| Multi-Utilities - 0.2% |  |  |
| CMS Energy Corp 3.45% 8/15/2027  | 60000 | 59365 |
| CMS Energy Corp 6.5% 6/1/2055 (b) | 40000 | 41405 |
| Consumers Energy Co 4.35% 4/15/2049  | 100000 | 85483 |
| Consumers Energy Co 4.9% 2/15/2029  | 80000 | 82179 |
| NiSource Inc 4.375% 5/15/2047  | 165000 | 139307 |
| NiSource Inc 4.8% 2/15/2044  | 40000 | 36366 |
| NiSource Inc 6.95% 11/30/2054 (b) | 40000 | 41673 |
| San Diego Gas & Electric Co 2.95% 8/15/2051  | 60000 | 38934 |
| San Diego Gas & Electric Co 3.75% 6/1/2047  | 85000 | 65541 |
| San Diego Gas & Electric Co 4.95% 8/15/2028  | 110000 | 112645 |
| San Diego Gas & Electric Co 5.4% 4/15/2035  | 40000 | 41701 |
| Sempra 3.4% 2/1/2028  | 26000 | 25613 |
| Sempra 3.8% 2/1/2038  | 30000 | 25962 |
| Sempra 4% 2/1/2048  | 86000 | 66555 |
| Sempra 6.875% 10/1/2054 (b) | 80000 | 82006 |
|  |  | 944735 |
| Water Utilities - 0.0% |  |  |
| American Water Capital Corp 2.3% 6/1/2031  | 50000 | 45251 |
| American Water Capital Corp 2.95% 9/1/2027  | 90000 | 88542 |
| American Water Capital Corp 3.75% 9/1/2047  | 80000 | 62481 |
| American Water Capital Corp 4.3% 9/1/2045  | 25000 | 21781 |
| American Water Capital Corp 6.593% 10/15/2037  | 64000 | 73234 |
|  |  | 291289 |
| TOTAL UTILITIES |  | 5716055 |
| TOTAL UNITED STATES |  | 131326085 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $170,734,990) |  | <br> **165889094** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 25.0%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 25.0%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 25.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 25.0%  |  |  |
| Fannie Mae 2% 2/1/2038  | 619967 | 573836 |
| Fannie Mae 2% 2/1/2052  | 69840 | 58096 |
| Fannie Mae 2% 4/1/2052  | 93686 | 77668 |
| Fannie Mae 3% 3/1/2050  | 5762 | 5207 |
| Fannie Mae 5% 8/1/2053  | 84942 | 85160 |
| Fannie Mae 5.5% 1/1/2055  | 212557 | 217646 |
| Fannie Mae 5.5% 9/1/2054  | 181382 | 183741 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2037  | 135786 | 122489 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2052  | 93225 | 72408 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 348811 | 316288 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 154253 | 139340 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 549974 | 496804 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2051  | 154012 | 119622 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2051  | 89352 | 69400 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2041  | 94428 | 80062 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 179130 | 162372 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2037  | 73798 | 66571 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 3/1/2052  | 82399 | 63999 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2037  | 68597 | 61879 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 6/1/2051  | 80828 | 62780 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 199997 | 155339 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 9/1/2051  | 88421 | 68677 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2036  | 190283 | 176957 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2037  | 85749 | 79368 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 318229 | 261433 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 104379 | 85750 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 70329 | 57777 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 612539 | 502259 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2036  | 79784 | 73872 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 833824 | 683705 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 699598 | 573644 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 246802 | 201211 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035  | 779755 | 726608 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2036  | 63341 | 58628 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 2957062 | 2427453 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 85826 | 70696 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 2364442 | 1927671 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 505420 | 414426 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 303158 | 250852 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 235713 | 195780 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 225847 | 187233 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2037  | 263977 | 244170 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 1787981 | 1467754 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 179195 | 147605 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 49911 | 40844 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 353173 | 289147 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 109399 | 90114 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2037  | 145369 | 134461 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 195149 | 160076 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 72274 | 60165 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2037  | 471303 | 435940 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2037  | 310616 | 287310 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 887101 | 727667 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 707550 | 580385 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2052  | 740547 | 607221 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2035  | 132514 | 123730 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 113013 | 92949 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 350427 | 288213 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 52199 | 42883 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2042  | 334159 | 294767 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050  | 87578 | 72030 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050  | 15640 | 12864 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 208376 | 171642 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2051  | 1510173 | 1231206 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2027  | 9752 | 9662 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2050  | 26507 | 22882 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 315510 | 271482 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 766079 | 652474 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 259590 | 221095 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 50704 | 44009 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 41949 | 36200 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 41068 | 35645 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 29316 | 25445 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 23944 | 20394 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2034  | 78151 | 74562 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2036  | 77885 | 73749 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 1036119 | 885856 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 371188 | 318115 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 58207 | 50085 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2034  | 32019 | 30548 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2049  | 23798 | 20544 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 47635 | 40824 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2032  | 107671 | 103804 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2037  | 213290 | 198869 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2050  | 236536 | 203529 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 327400 | 283452 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 299742 | 258758 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 258591 | 223476 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 73886 | 62929 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 22942 | 19540 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2041  | 213618 | 193888 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 30993 | 26881 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 20148 | 17412 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2037  | 132918 | 125692 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2037  | 125850 | 119598 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051  | 74453 | 64017 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052  | 700543 | 597950 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2036  | 9887 | 9457 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2047  | 33282 | 29137 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2050  | 57031 | 49197 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051  | 280167 | 240896 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2040  | 300549 | 274169 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2050  | 80954 | 69834 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 685952 | 591946 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 552091 | 474705 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052  | 490332 | 417619 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2035  | 45134 | 42962 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2036  | 92252 | 87583 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2052  | 16781 | 14356 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2035  | 29147 | 27745 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2045  | 126817 | 110428 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 109629 | 95290 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2051  | 350545 | 298561 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2051  | 171233 | 146803 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2052  | 137810 | 117374 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2052  | 73380 | 62498 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2035  | 51147 | 48687 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2035  | 37532 | 35727 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2039  | 32335 | 29650 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050  | 174110 | 150032 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2050  | 21603 | 18616 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 216961 | 184787 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 171456 | 146030 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2028  | 12846 | 12673 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2031  | 52730 | 51065 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 198758 | 171271 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 251429 | 217836 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035  | 74479 | 72560 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2044  | 43111 | 39884 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2047  | 58132 | 52770 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 433999 | 390847 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 27808 | 25043 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 267157 | 239508 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 74245 | 65981 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042  | 9136 | 8446 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2044  | 45663 | 42234 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 234064 | 209109 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2046  | 64881 | 58897 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 70907 | 63857 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 26524 | 24044 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 20489 | 18554 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2033  | 10472 | 10230 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 18376 | 16998 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 153718 | 142233 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 32980 | 29938 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 18648 | 17269 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 228200 | 202800 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 84826 | 82641 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 29074 | 28339 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 23942 | 23303 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 9454 | 8739 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 10851 | 9850 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 388678 | 350032 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 23302 | 21145 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2051  | 42505 | 38066 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033  | 16671 | 16278 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033  | 7419 | 7238 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034  | 251405 | 245321 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034  | 20458 | 19985 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2035  | 17038 | 16562 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 107028 | 98952 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 102184 | 94411 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 15024 | 13890 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2048  | 11354 | 10317 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 54144 | 48761 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 210955 | 190969 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 74495 | 67437 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 70467 | 63791 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 11584 | 10486 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 216417 | 192329 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2052  | 121665 | 108123 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2033  | 25276 | 24654 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 33476 | 30954 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047  | 279673 | 258863 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047  | 29288 | 27030 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 145240 | 134376 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 135423 | 125478 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 30010 | 27167 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 148584 | 132510 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2033  | 11519 | 11233 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2040  | 413565 | 395320 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 47918 | 44325 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 422984 | 379737 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2052  | 297320 | 264227 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2035  | 25235 | 24561 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2049  | 121739 | 109977 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2052  | 334245 | 297042 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2035  | 22114 | 21558 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 64244 | 59348 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2048  | 8786 | 7973 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 282905 | 256809 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2052  | 464450 | 414061 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032  | 16696 | 16311 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 35789 | 33078 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045  | 524107 | 479201 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2048  | 3840 | 3541 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2050  | 505476 | 453953 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 9216 | 9048 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 28197 | 26079 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 63173 | 58429 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 12397 | 11288 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2048  | 24389 | 22139 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 21592 | 19573 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2035  | 20415 | 20086 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 45775 | 43656 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2048  | 60974 | 57247 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2052  | 127688 | 118926 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2033  | 8279 | 8172 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2040  | 49615 | 48257 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2049  | 55171 | 52075 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2050  | 36024 | 33361 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2035  | 149280 | 146502 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 113244 | 106713 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048  | 165923 | 155989 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2049  | 192800 | 180414 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047  | 147439 | 138520 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2035  | 10278 | 10125 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2035  | 3228 | 3174 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 224946 | 214276 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 148687 | 141710 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 9998 | 9447 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2048  | 63104 | 59248 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2049  | 17963 | 16837 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2029  | 8848 | 8790 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2035  | 34488 | 33997 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2033  | 9351 | 9230 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049  | 31419 | 29626 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 158384 | 146972 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 44958 | 41845 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2037  | 114958 | 113814 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 164038 | 156252 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 38724 | 36926 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 27419 | 25932 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052  | 648583 | 601849 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2033  | 7797 | 7696 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 109082 | 103965 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2050  | 26512 | 24924 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2044  | 320385 | 304891 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 57418 | 53945 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 1985 | 1952 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 22000 | 21603 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2055  | 710260 | 676900 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 4309 | 4243 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 3161 | 3115 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 1930 | 1902 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 12393 | 12135 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046  | 14900 | 14554 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 80112 | 77476 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 5080 | 4913 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2049  | 53890 | 52016 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 113987 | 108669 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 46366 | 45639 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 25513 | 25045 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 15211 | 14877 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 18178 | 17892 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 24825 | 24420 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2043  | 12938 | 12653 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 17479 | 16893 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 12891 | 12459 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 7304 | 7059 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2038  | 73392 | 72776 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2039  | 38334 | 37832 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 4545 | 4477 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 21583 | 21227 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2044  | 11806 | 11542 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 26360 | 25959 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2044  | 20529 | 20100 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 10264 | 10082 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2048  | 65990 | 63881 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 41410 | 40047 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2050  | 143257 | 138453 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2054  | 45191 | 43082 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2055  | 147251 | 140335 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 445000 | 435071 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 9109 | 8818 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2055  | 148656 | 141674 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2041  | 3414 | 3363 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2046  | 16302 | 15939 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 242259 | 232470 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2053  | 229372 | 219316 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2034  | 10663 | 10713 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2041  | 14659 | 14433 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 11491 | 11112 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 15619 | 15266 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047  | 18668 | 18094 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 7036 | 6805 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 52817 | 51128 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052  | 70640 | 67785 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039  | 5305 | 5234 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2046  | 14325 | 14001 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 15356 | 14851 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2048  | 3044 | 2944 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2049  | 111379 | 107575 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2050  | 50371 | 48556 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2055  | 123225 | 117437 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046  | 18654 | 18233 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 47163 | 45655 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 22646 | 21958 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 4055 | 3921 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2049  | 46967 | 45392 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048  | 4731 | 4716 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 119966 | 119362 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039  | 9790 | 9861 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 8686 | 8651 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052  | 412796 | 406135 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052  | 86341 | 85016 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 21780 | 21670 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2049  | 21834 | 21676 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2050  | 93314 | 92465 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2052  | 86767 | 85354 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2028  | 6914 | 6905 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2052  | 48634 | 47888 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 3986 | 3962 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2055  | 171213 | 168212 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2055  | 164089 | 162033 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2040  | 245130 | 245244 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049  | 9912 | 9853 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2054  | 766632 | 751997 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2054  | 91951 | 90188 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 39776 | 39613 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 25604 | 25508 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 14714 | 14818 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 24512 | 24434 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 9800 | 9728 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2049  | 31898 | 31677 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2050  | 30671 | 30401 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2052  | 84889 | 83958 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2041  | 5591 | 5628 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2048  | 23306 | 23210 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2055  | 94226 | 94085 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2048  | 87096 | 89426 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2055  | 124139 | 123953 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2049  | 7307 | 7424 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 311215 | 312888 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2053  | 88942 | 89115 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2053  | 87874 | 88100 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2054  | 98421 | 98274 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048  | 140253 | 142848 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048  | 11207 | 11414 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2049  | 99745 | 101590 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2049  | 14459 | 14717 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 33458 | 34077 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2055  | 507397 | 506636 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2049  | 2255 | 2295 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2053  | 128700 | 129191 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2029  | 25901 | 26124 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2041  | 78946 | 80851 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 155243 | 155787 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2054  | 149341 | 149328 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2040  | 71745 | 72580 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2048  | 8902 | 9040 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2055  | 24856 | 24819 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2048  | 14019 | 14296 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2053  | 238037 | 240581 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2055  | 49219 | 49145 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2040  | 95292 | 96402 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2048  | 2464 | 2512 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2052  | 78354 | 78765 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2049  | 21237 | 22104 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2049  | 18455 | 19126 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 391728 | 397336 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 323552 | 332209 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2053  | 184592 | 187396 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2054  | 124697 | 126786 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2055  | 222666 | 225561 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2053  | 484886 | 496343 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2053  | 154654 | 157342 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 350001 | 355011 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 189344 | 191983 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2055  | 186469 | 188894 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054  | 189646 | 192237 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2055  | 123009 | 124609 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 254225 | 257817 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 151920 | 155937 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2054  | 164262 | 168298 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2055  | 374069 | 378933 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 138300 | 140487 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2054  | 109405 | 110930 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2052  | 283767 | 289497 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 290011 | 295051 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054  | 31573 | 32014 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2054  | 32124 | 33029 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2053  | 291338 | 299690 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 549139 | 562223 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 174631 | 179229 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 148569 | 153734 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054  | 115266 | 119715 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2054  | 39480 | 40486 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2055  | 49995 | 51171 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054  | 156474 | 160459 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2055  | 243786 | 253518 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054  | 1595518 | 1636151 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054  | 143804 | 147295 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2039  | 126919 | 131635 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2055  | 318109 | 328621 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2055  | 220042 | 229187 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2053  | 138204 | 143726 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2053  | 321619 | 333268 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2053  | 40315 | 41775 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2044  | 95792 | 99399 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2053  | 114214 | 118628 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2053  | 90199 | 93684 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054  | 17370 | 17981 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 8/1/2055  | 47612 | 49303 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053  | 64125 | 66513 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2053  | 507030 | 531755 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 21576 | 22736 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 21390 | 22666 |
| Freddie Mac Gold Pool 1.5% 10/1/2041  | 93922 | 79741 |
| Freddie Mac Gold Pool 1.5% 10/1/2051  | 412275 | 320216 |
| Freddie Mac Gold Pool 1.5% 10/1/2051  | 121846 | 94639 |
| Freddie Mac Gold Pool 1.5% 11/1/2040  | 93099 | 79805 |
| Freddie Mac Gold Pool 1.5% 11/1/2051  | 359527 | 279246 |
| Freddie Mac Gold Pool 1.5% 12/1/2036  | 118012 | 106935 |
| Freddie Mac Gold Pool 1.5% 2/1/2042  | 73055 | 62345 |
| Freddie Mac Gold Pool 1.5% 2/1/2051  | 86640 | 67294 |
| Freddie Mac Gold Pool 1.5% 3/1/2037  | 68015 | 61354 |
| Freddie Mac Gold Pool 1.5% 3/1/2052  | 43373 | 33688 |
| Freddie Mac Gold Pool 1.5% 6/1/2051  | 86561 | 67882 |
| Freddie Mac Gold Pool 1.5% 7/1/2036  | 551662 | 499535 |
| Freddie Mac Gold Pool 1.5% 7/1/2041  | 242893 | 206796 |
| Freddie Mac Gold Pool 1.5% 7/1/2051  | 612496 | 475729 |
| Freddie Mac Gold Pool 1.5% 7/1/2051  | 78732 | 61151 |
| Freddie Mac Gold Pool 2% 1/1/2037  | 163000 | 151126 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 159403 | 131302 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 111250 | 91325 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 17118 | 14052 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 953707 | 780812 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 190401 | 158323 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 26944 | 22404 |
| Freddie Mac Gold Pool 2% 10/1/2036  | 118012 | 109267 |
| Freddie Mac Gold Pool 2% 10/1/2051  | 154212 | 126448 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 564852 | 464040 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 27263 | 22696 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 351760 | 288430 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 239303 | 197117 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 234625 | 193264 |
| Freddie Mac Gold Pool 2% 12/1/2036  | 245334 | 227079 |
| Freddie Mac Gold Pool 2% 12/1/2036  | 56727 | 52595 |
| Freddie Mac Gold Pool 2% 12/1/2050  | 245516 | 200010 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 309122 | 256270 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 104942 | 87163 |
| Freddie Mac Gold Pool 2% 2/1/2036  | 197846 | 183990 |
| Freddie Mac Gold Pool 2% 3/1/2037  | 358667 | 331699 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 229185 | 189785 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 71364 | 58783 |
| Freddie Mac Gold Pool 2% 3/1/2052  | 61662 | 50483 |
| Freddie Mac Gold Pool 2% 4/1/2036  | 160038 | 148430 |
| Freddie Mac Gold Pool 2% 4/1/2037  | 192429 | 178291 |
| Freddie Mac Gold Pool 2% 4/1/2042  | 581539 | 513179 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 162813 | 134111 |
| Freddie Mac Gold Pool 2% 4/1/2052  | 87164 | 72070 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 1803977 | 1479758 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 17373 | 14462 |
| Freddie Mac Gold Pool 2% 5/1/2052  | 843266 | 690392 |
| Freddie Mac Gold Pool 2% 5/1/2052  | 240011 | 198975 |
| Freddie Mac Gold Pool 2% 6/1/2051  | 181067 | 149883 |
| Freddie Mac Gold Pool 2% 6/1/2052  | 282705 | 231807 |
| Freddie Mac Gold Pool 2% 7/1/2050  | 455705 | 374800 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 213778 | 176626 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 102090 | 85210 |
| Freddie Mac Gold Pool 2% 8/1/2037  | 404972 | 374586 |
| Freddie Mac Gold Pool 2% 8/1/2050  | 268264 | 220637 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 303429 | 248895 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 20231 | 16620 |
| Freddie Mac Gold Pool 2% 9/1/2041  | 719337 | 631777 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 259336 | 213294 |
| Freddie Mac Gold Pool 2.5% 10/1/2050  | 297595 | 256067 |
| Freddie Mac Gold Pool 2.5% 10/1/2050  | 282642 | 245851 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 957504 | 815511 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 706212 | 605236 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 259377 | 220913 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 23112 | 19684 |
| Freddie Mac Gold Pool 2.5% 11/1/2046  | 12893 | 11287 |
| Freddie Mac Gold Pool 2.5% 11/1/2050  | 142135 | 123545 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 282317 | 241951 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 95717 | 83138 |
| Freddie Mac Gold Pool 2.5% 12/1/2049  | 28140 | 24292 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 257550 | 222335 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 97846 | 83336 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 51902 | 45049 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 771200 | 659968 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 149985 | 127743 |
| Freddie Mac Gold Pool 2.5% 3/1/2033  | 16653 | 16053 |
| Freddie Mac Gold Pool 2.5% 3/1/2052  | 483674 | 413913 |
| Freddie Mac Gold Pool 2.5% 3/1/2052  | 150000 | 127756 |
| Freddie Mac Gold Pool 2.5% 4/1/2042  | 139947 | 126095 |
| Freddie Mac Gold Pool 2.5% 4/1/2051  | 393380 | 335290 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 435009 | 372811 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 105439 | 91517 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 624954 | 537355 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 99897 | 86831 |
| Freddie Mac Gold Pool 2.5% 6/1/2050  | 78212 | 67469 |
| Freddie Mac Gold Pool 2.5% 7/1/2050  | 152799 | 131667 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 669091 | 573632 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 395623 | 339179 |
| Freddie Mac Gold Pool 2.5% 7/1/2052  | 210485 | 179271 |
| Freddie Mac Gold Pool 2.5% 8/1/2035  | 69680 | 66328 |
| Freddie Mac Gold Pool 2.5% 8/1/2051  | 634023 | 543568 |
| Freddie Mac Gold Pool 2.5% 8/1/2051  | 133200 | 113447 |
| Freddie Mac Gold Pool 2.5% 9/1/2035  | 65127 | 61994 |
| Freddie Mac Gold Pool 2.5% 9/1/2050  | 476839 | 410895 |
| Freddie Mac Gold Pool 2.5% 9/1/2051  | 196891 | 168801 |
| Freddie Mac Gold Pool 3% 1/1/2033  | 43749 | 42691 |
| Freddie Mac Gold Pool 3% 10/1/2043  | 73696 | 68380 |
| Freddie Mac Gold Pool 3% 11/1/2026  | 4200 | 4171 |
| Freddie Mac Gold Pool 3% 11/1/2049  | 106629 | 96027 |
| Freddie Mac Gold Pool 3% 12/1/2034  | 26179 | 25480 |
| Freddie Mac Gold Pool 3% 2/1/2052  | 100000 | 88870 |
| Freddie Mac Gold Pool 3% 3/1/2045  | 15099 | 13865 |
| Freddie Mac Gold Pool 3% 3/1/2052  | 47417 | 42251 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 19748 | 18122 |
| Freddie Mac Gold Pool 3% 4/1/2049  | 91413 | 82581 |
| Freddie Mac Gold Pool 3% 4/1/2050  | 40188 | 36380 |
| Freddie Mac Gold Pool 3% 4/1/2051  | 418795 | 375453 |
| Freddie Mac Gold Pool 3% 4/1/2052  | 274946 | 245202 |
| Freddie Mac Gold Pool 3% 5/1/2029  | 13205 | 13060 |
| Freddie Mac Gold Pool 3% 5/1/2052  | 308002 | 273720 |
| Freddie Mac Gold Pool 3% 5/1/2052  | 96210 | 85502 |
| Freddie Mac Gold Pool 3% 7/1/2038  | 237902 | 229171 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 5345 | 4899 |
| Freddie Mac Gold Pool 3% 7/1/2051  | 149985 | 133291 |
| Freddie Mac Gold Pool 3% 8/1/2049  | 128143 | 115763 |
| Freddie Mac Gold Pool 3% 8/1/2052  | 970215 | 876174 |
| Freddie Mac Gold Pool 3% 8/1/2052  | 74999 | 66652 |
| Freddie Mac Gold Pool 3% 9/1/2034  | 1287 | 1255 |
| Freddie Mac Gold Pool 3% 9/1/2051  | 263069 | 233788 |
| Freddie Mac Gold Pool 3.5% 1/1/2050  | 192504 | 180076 |
| Freddie Mac Gold Pool 3.5% 12/1/2033  | 16827 | 16587 |
| Freddie Mac Gold Pool 3.5% 2/1/2034  | 9633 | 9496 |
| Freddie Mac Gold Pool 3.5% 2/1/2043  | 19944 | 19022 |
| Freddie Mac Gold Pool 3.5% 2/1/2047  | 152280 | 143211 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 78776 | 74048 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 6541 | 6148 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 55809 | 52633 |
| Freddie Mac Gold Pool 3.5% 3/1/2050  | 227233 | 214339 |
| Freddie Mac Gold Pool 3.5% 3/1/2051  | 185574 | 173130 |
| Freddie Mac Gold Pool 3.5% 3/1/2055  | 169964 | 157399 |
| Freddie Mac Gold Pool 3.5% 6/1/2034  | 16783 | 16534 |
| Freddie Mac Gold Pool 3.5% 7/1/2046  | 121137 | 114831 |
| Freddie Mac Gold Pool 3.5% 7/1/2049  | 75874 | 71070 |
| Freddie Mac Gold Pool 3.5% 8/1/2046  | 68799 | 64885 |
| Freddie Mac Gold Pool 3.5% 8/1/2052  | 412075 | 382383 |
| Freddie Mac Gold Pool 3.5% 9/1/2033  | 16421 | 16208 |
| Freddie Mac Gold Pool 3.5% 9/1/2042  | 27982 | 26684 |
| Freddie Mac Gold Pool 3.5% 9/1/2052  | 917671 | 849254 |
| Freddie Mac Gold Pool 3.5% 9/1/2052  | 124681 | 115580 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 23638 | 23318 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 11655 | 11497 |
| Freddie Mac Gold Pool 4% 1/1/2044  | 14588 | 14285 |
| Freddie Mac Gold Pool 4% 1/1/2047  | 75656 | 73970 |
| Freddie Mac Gold Pool 4% 1/1/2055  | 171044 | 163010 |
| Freddie Mac Gold Pool 4% 10/1/2034  | 12489 | 12541 |
| Freddie Mac Gold Pool 4% 10/1/2042  | 5209 | 5119 |
| Freddie Mac Gold Pool 4% 10/1/2048  | 135869 | 131356 |
| Freddie Mac Gold Pool 4% 10/1/2050  | 121801 | 117260 |
| Freddie Mac Gold Pool 4% 10/1/2051  | 95055 | 91333 |
| Freddie Mac Gold Pool 4% 10/1/2052  | 84753 | 81276 |
| Freddie Mac Gold Pool 4% 11/1/2036  | 27000 | 26754 |
| Freddie Mac Gold Pool 4% 11/1/2037  | 61419 | 60904 |
| Freddie Mac Gold Pool 4% 11/1/2048  | 4159 | 4029 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 12566 | 12396 |
| Freddie Mac Gold Pool 4% 12/1/2049  | 79012 | 76214 |
| Freddie Mac Gold Pool 4% 12/1/2055  | 99990 | 95294 |
| Freddie Mac Gold Pool 4% 2/1/2034  | 17910 | 17984 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 15462 | 15256 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 4166 | 4106 |
| Freddie Mac Gold Pool 4% 2/1/2043  | 21302 | 20887 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 9408 | 9276 |
| Freddie Mac Gold Pool 4% 4/1/2049  | 142605 | 138448 |
| Freddie Mac Gold Pool 4% 5/1/2045  | 4256 | 4181 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 7691 | 7453 |
| Freddie Mac Gold Pool 4% 6/1/2047  | 386185 | 372245 |
| Freddie Mac Gold Pool 4% 7/1/2042  | 4197 | 4139 |
| Freddie Mac Gold Pool 4% 7/1/2045  | 19839 | 19551 |
| Freddie Mac Gold Pool 4% 7/1/2049  | 40620 | 39232 |
| Freddie Mac Gold Pool 4% 7/1/2052  | 632350 | 606799 |
| Freddie Mac Gold Pool 4% 7/1/2052  | 31521 | 30247 |
| Freddie Mac Gold Pool 4% 7/1/2055  | 50000 | 47652 |
| Freddie Mac Gold Pool 4% 8/1/2038  | 89239 | 88184 |
| Freddie Mac Gold Pool 4% 8/1/2049  | 65472 | 63236 |
| Freddie Mac Gold Pool 4% 9/1/2040  | 3857 | 3805 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 33650 | 32897 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 139090 | 134669 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 67455 | 65235 |
| Freddie Mac Gold Pool 4% 9/1/2048  | 41552 | 40184 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 8187 | 8146 |
| Freddie Mac Gold Pool 4.5% 1/1/2050  | 46558 | 46164 |
| Freddie Mac Gold Pool 4.5% 10/1/2048  | 22436 | 22344 |
| Freddie Mac Gold Pool 4.5% 10/1/2052  | 367897 | 362254 |
| Freddie Mac Gold Pool 4.5% 10/1/2055  | 100000 | 97935 |
| Freddie Mac Gold Pool 4.5% 11/1/2040  | 295256 | 297352 |
| Freddie Mac Gold Pool 4.5% 11/1/2049  | 41544 | 41244 |
| Freddie Mac Gold Pool 4.5% 12/1/2048  | 15251 | 15174 |
| Freddie Mac Gold Pool 4.5% 2/1/2053  | 80439 | 79532 |
| Freddie Mac Gold Pool 4.5% 3/1/2049  | 44871 | 44603 |
| Freddie Mac Gold Pool 4.5% 4/1/2050  | 56929 | 56447 |
| Freddie Mac Gold Pool 4.5% 4/1/2053  | 82426 | 81058 |
| Freddie Mac Gold Pool 4.5% 5/1/2049  | 10427 | 10355 |
| Freddie Mac Gold Pool 4.5% 7/1/2041  | 26468 | 26651 |
| Freddie Mac Gold Pool 4.5% 7/1/2048  | 31749 | 31619 |
| Freddie Mac Gold Pool 4.5% 8/1/2048  | 81645 | 81311 |
| Freddie Mac Gold Pool 4.5% 8/1/2048  | 53601 | 53382 |
| Freddie Mac Gold Pool 4.5% 8/1/2052  | 391838 | 385949 |
| Freddie Mac Gold Pool 4.5% 8/1/2053  | 163127 | 160370 |
| Freddie Mac Gold Pool 4.5% 9/1/2048  | 8564 | 8538 |
| Freddie Mac Gold Pool 4.5% 9/1/2052  | 87914 | 86566 |
| Freddie Mac Gold Pool 4.5% 9/1/2054  | 120905 | 118446 |
| Freddie Mac Gold Pool 5% 10/1/2053  | 32829 | 33067 |
| Freddie Mac Gold Pool 5% 11/1/2052  | 88645 | 89066 |
| Freddie Mac Gold Pool 5% 11/1/2054  | 628068 | 627127 |
| Freddie Mac Gold Pool 5% 11/1/2054  | 161638 | 161434 |
| Freddie Mac Gold Pool 5% 12/1/2048  | 21354 | 21749 |
| Freddie Mac Gold Pool 5% 12/1/2052  | 162039 | 163670 |
| Freddie Mac Gold Pool 5% 12/1/2053  | 235289 | 238466 |
| Freddie Mac Gold Pool 5% 12/1/2053  | 97081 | 97239 |
| Freddie Mac Gold Pool 5% 12/1/2054  | 286497 | 286067 |
| Freddie Mac Gold Pool 5% 2/1/2049  | 4887 | 4983 |
| Freddie Mac Gold Pool 5% 4/1/2039  | 65401 | 66203 |
| Freddie Mac Gold Pool 5% 4/1/2040  | 227219 | 230468 |
| Freddie Mac Gold Pool 5% 4/1/2053  | 333201 | 334472 |
| Freddie Mac Gold Pool 5% 4/1/2053  | 163119 | 164505 |
| Freddie Mac Gold Pool 5% 4/1/2053  | 86411 | 86519 |
| Freddie Mac Gold Pool 5% 4/1/2055  | 24845 | 24807 |
| Freddie Mac Gold Pool 5% 5/1/2050  | 14571 | 14786 |
| Freddie Mac Gold Pool 5% 6/1/2053  | 165547 | 165959 |
| Freddie Mac Gold Pool 5% 6/1/2053  | 83380 | 83672 |
| Freddie Mac Gold Pool 5% 6/1/2055  | 249444 | 249281 |
| Freddie Mac Gold Pool 5% 7/1/2054  | 93210 | 93245 |
| Freddie Mac Gold Pool 5% 8/1/2052  | 137335 | 137885 |
| Freddie Mac Gold Pool 5% 8/1/2055  | 90527 | 90986 |
| Freddie Mac Gold Pool 5% 9/1/2052  | 230768 | 232009 |
| Freddie Mac Gold Pool 5.5% 1/1/2040  | 184341 | 188829 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 57703 | 58687 |
| Freddie Mac Gold Pool 5.5% 10/1/2054  | 190142 | 194813 |
| Freddie Mac Gold Pool 5.5% 11/1/2053  | 411546 | 417797 |
| Freddie Mac Gold Pool 5.5% 11/1/2054  | 253780 | 257080 |
| Freddie Mac Gold Pool 5.5% 11/1/2054  | 139945 | 144039 |
| Freddie Mac Gold Pool 5.5% 12/1/2052  | 174398 | 177920 |
| Freddie Mac Gold Pool 5.5% 12/1/2054  | 187007 | 189439 |
| Freddie Mac Gold Pool 5.5% 12/1/2054  | 24953 | 25277 |
| Freddie Mac Gold Pool 5.5% 2/1/2055  | 392437 | 397540 |
| Freddie Mac Gold Pool 5.5% 3/1/2053  | 305895 | 311784 |
| Freddie Mac Gold Pool 5.5% 4/1/2053  | 160635 | 163427 |
| Freddie Mac Gold Pool 5.5% 4/1/2054  | 164422 | 166715 |
| Freddie Mac Gold Pool 5.5% 4/1/2055  | 208830 | 211545 |
| Freddie Mac Gold Pool 5.5% 5/1/2055  | 248837 | 252073 |
| Freddie Mac Gold Pool 5.5% 6/1/2049  | 35743 | 37134 |
| Freddie Mac Gold Pool 5.5% 7/1/2053  | 112084 | 113857 |
| Freddie Mac Gold Pool 5.5% 7/1/2054  | 535074 | 547550 |
| Freddie Mac Gold Pool 5.5% 8/1/2053  | 89423 | 90837 |
| Freddie Mac Gold Pool 5.5% 8/1/2053  | 82257 | 83558 |
| Freddie Mac Gold Pool 5.5% 8/1/2055  | 72850 | 73797 |
| Freddie Mac Gold Pool 5.5% 9/1/2040  | 118265 | 121071 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 149521 | 153661 |
| Freddie Mac Gold Pool 6% 1/1/2053  | 217115 | 223255 |
| Freddie Mac Gold Pool 6% 1/1/2053  | 148328 | 152523 |
| Freddie Mac Gold Pool 6% 1/1/2055  | 268328 | 274722 |
| Freddie Mac Gold Pool 6% 10/1/2055  | 48886 | 50238 |
| Freddie Mac Gold Pool 6% 12/1/2052  | 434466 | 447058 |
| Freddie Mac Gold Pool 6% 12/1/2053  | 173360 | 179851 |
| Freddie Mac Gold Pool 6% 12/1/2053  | 139075 | 142704 |
| Freddie Mac Gold Pool 6% 4/1/2054  | 314369 | 327213 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 422070 | 439974 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 383291 | 392453 |
| Freddie Mac Gold Pool 6% 5/1/2055  | 275391 | 282590 |
| Freddie Mac Gold Pool 6% 5/1/2055  | 22366 | 22895 |
| Freddie Mac Gold Pool 6% 6/1/2053  | 142302 | 146082 |
| Freddie Mac Gold Pool 6% 6/1/2054  | 474953 | 490425 |
| Freddie Mac Gold Pool 6% 6/1/2054  | 80329 | 82322 |
| Freddie Mac Gold Pool 6% 6/1/2055  | 225000 | 230326 |
| Freddie Mac Gold Pool 6% 7/1/2055  | 238635 | 244321 |
| Freddie Mac Gold Pool 6% 8/1/2054  | 463839 | 475217 |
| Freddie Mac Gold Pool 6% 8/1/2055  | 148506 | 154678 |
| Freddie Mac Gold Pool 6% 9/1/2054  | 135354 | 138663 |
| Freddie Mac Gold Pool 6.5% 12/1/2053  | 220583 | 228572 |
| Freddie Mac Gold Pool 6.5% 12/1/2053  | 88346 | 92788 |
| Freddie Mac Gold Pool 6.5% 2/1/2054  | 505361 | 523626 |
| Freddie Mac Gold Pool 6.5% 2/1/2054  | 168217 | 176610 |
| Freddie Mac Gold Pool 6.5% 5/1/2055  | 110213 | 114591 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 178227 | 187871 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 89375 | 94518 |
| Freddie Mac Gold Pool 6.5% 8/1/2053  | 62043 | 64353 |
| Freddie Mac Gold Pool 6.5% 8/1/2054  | 274973 | 284503 |
| Freddie Mac Gold Pool 6.5% 9/1/2053  | 380501 | 394669 |
| Freddie Mac Gold Pool 6.5% 9/1/2054  | 107432 | 113649 |
| Freddie Mac Gold Pool 6.5% 9/1/2055  | 209378 | 216848 |
| Freddie Mac Gold Pool 7% 1/1/2054  | 247600 | 262302 |
| Freddie Mac Gold Pool 7% 1/1/2054  | 25814 | 27329 |
| Freddie Mac Manufactured Housing participation certificates 6% 4/1/2055  | 586384 | 609058 |
| Freddie Mac Non Gold Pool 5% 7/1/2055  | 24790 | 24771 |
| Freddie Mac Non Gold Pool 5.5% 4/1/2054  | 106299 | 108047 |
| Freddie Mac Non Gold Pool 5.5% 8/1/2054  | 20907 | 21198 |
| Freddie Mac Non Gold Pool 6% 2/1/2055  | 167181 | 171113 |
| Freddie Mac Non Gold Pool 6.5% 5/1/2053  | 163724 | 171956 |
| Freddie Mac Non Gold Pool 6.5% 8/1/2053  | 430506 | 447209 |
| Ginnie Mae I Pool 2.5% 7/20/2052  | 83387 | 72473 |
| Ginnie Mae I Pool 3% 10/20/2042  | 46239 | 43042 |
| Ginnie Mae I Pool 3% 7/20/2052  | 225242 | 203490 |
| Ginnie Mae I Pool 3% 9/20/2052  | 79090 | 71749 |
| Ginnie Mae I Pool 3.5% 10/20/2052  | 243197 | 225625 |
| Ginnie Mae I Pool 3.5% 11/20/2052  | 164135 | 152070 |
| Ginnie Mae I Pool 3.5% 12/20/2052  | 171643 | 159026 |
| Ginnie Mae I Pool 3.5% 7/20/2052  | 307400 | 285501 |
| Ginnie Mae I Pool 4% 1/20/2053  | 161426 | 154434 |
| Ginnie Mae I Pool 4% 10/20/2052  | 322018 | 308373 |
| Ginnie Mae I Pool 4% 12/20/2052  | 42513 | 40698 |
| Ginnie Mae I Pool 4% 3/20/2047  | 44656 | 43360 |
| Ginnie Mae I Pool 4% 6/20/2053  | 84940 | 81221 |
| Ginnie Mae I Pool 4% 7/20/2052  | 153837 | 147607 |
| Ginnie Mae I Pool 4% 8/20/2052  | 155088 | 148710 |
| Ginnie Mae I Pool 4.5% 10/20/2052  | 313337 | 308815 |
| Ginnie Mae I Pool 4.5% 10/20/2054  | 118708 | 116318 |
| Ginnie Mae I Pool 4.5% 2/20/2053  | 80320 | 79060 |
| Ginnie Mae I Pool 4.5% 4/20/2053  | 86074 | 84718 |
| Ginnie Mae I Pool 4.5% 7/20/2052  | 151405 | 149220 |
| Ginnie Mae I Pool 4.5% 8/20/2052  | 75781 | 74687 |
| Ginnie Mae I Pool 5% 10/20/2052  | 229996 | 231532 |
| Ginnie Mae I Pool 5% 10/20/2054  | 376679 | 376841 |
| Ginnie Mae I Pool 5% 12/20/2052  | 76816 | 77281 |
| Ginnie Mae I Pool 5% 4/20/2053  | 238556 | 239702 |
| Ginnie Mae I Pool 5% 9/20/2052  | 224085 | 225582 |
| Ginnie Mae I Pool 5.5% 1/20/2053  | 66798 | 67926 |
| Ginnie Mae I Pool 5.5% 10/20/2054  | 132821 | 134287 |
| Ginnie Mae I Pool 5.5% 12/20/2052  | 201570 | 205055 |
| Ginnie Mae I Pool 5.5% 2/20/2053  | 68421 | 69555 |
| Ginnie Mae I Pool 5.5% 4/20/2053  | 36562 | 37134 |
| Ginnie Mae I Pool 5.5% 5/20/2053  | 152215 | 154597 |
| Ginnie Mae I Pool 5.5% 6/20/2053  | 188079 | 191154 |
| Ginnie Mae I Pool 6% 12/20/2052  | 213988 | 219856 |
| Ginnie Mae I Pool 6% 4/20/2053  | 57455 | 58954 |
| Ginnie Mae I Pool 6.5% 12/20/2052  | 37094 | 38365 |
| Ginnie Mae II Pool 1.5% 5/20/2051  | 35083 | 28020 |
| Ginnie Mae II Pool 2% 1/20/2051  | 735113 | 613063 |
| Ginnie Mae II Pool 2% 1/20/2052  | 126740 | 105698 |
| Ginnie Mae II Pool 2% 11/20/2051  | 504087 | 420236 |
| Ginnie Mae II Pool 2% 12/1/2055 (f) | 25000 | 20832 |
| Ginnie Mae II Pool 2% 12/20/2050  | 1447060 | 1206694 |
| Ginnie Mae II Pool 2% 12/20/2051  | 72917 | 60811 |
| Ginnie Mae II Pool 2% 2/20/2051  | 600682 | 500787 |
| Ginnie Mae II Pool 2% 2/20/2052  | 90195 | 75220 |
| Ginnie Mae II Pool 2% 3/20/2051  | 843235 | 703234 |
| Ginnie Mae II Pool 2% 3/20/2052  | 94118 | 78492 |
| Ginnie Mae II Pool 2% 4/20/2051  | 471759 | 393286 |
| Ginnie Mae II Pool 2% 4/20/2052  | 536444 | 447379 |
| Ginnie Mae II Pool 2% 6/20/2051  | 305556 | 254729 |
| Ginnie Mae II Pool 2% 7/20/2051  | 100727 | 83972 |
| Ginnie Mae II Pool 2% 9/20/2050  | 94685 | 79112 |
| Ginnie Mae II Pool 2.5% 1/20/2051  | 105314 | 91489 |
| Ginnie Mae II Pool 2.5% 1/20/2052  | 48418 | 42055 |
| Ginnie Mae II Pool 2.5% 10/20/2050  | 359092 | 312290 |
| Ginnie Mae II Pool 2.5% 10/20/2051  | 99163 | 86114 |
| Ginnie Mae II Pool 2.5% 11/20/2050  | 160761 | 139808 |
| Ginnie Mae II Pool 2.5% 11/20/2051  | 513689 | 446096 |
| Ginnie Mae II Pool 2.5% 12/20/2049  | 77975 | 68250 |
| Ginnie Mae II Pool 2.5% 12/20/2050  | 143853 | 124947 |
| Ginnie Mae II Pool 2.5% 12/20/2051  | 132376 | 114978 |
| Ginnie Mae II Pool 2.5% 2/20/2051  | 151052 | 131223 |
| Ginnie Mae II Pool 2.5% 2/20/2052  | 449538 | 390491 |
| Ginnie Mae II Pool 2.5% 3/20/2050  | 47607 | 41432 |
| Ginnie Mae II Pool 2.5% 3/20/2051  | 56151 | 48780 |
| Ginnie Mae II Pool 2.5% 3/20/2052  | 25000 | 21716 |
| Ginnie Mae II Pool 2.5% 4/20/2052  | 75105 | 65252 |
| Ginnie Mae II Pool 2.5% 5/20/2050  | 120040 | 104470 |
| Ginnie Mae II Pool 2.5% 5/20/2051  | 432581 | 375660 |
| Ginnie Mae II Pool 2.5% 5/20/2052  | 745818 | 647971 |
| Ginnie Mae II Pool 2.5% 6/20/2051  | 138257 | 120064 |
| Ginnie Mae II Pool 2.5% 7/20/2051  | 1150755 | 999334 |
| Ginnie Mae II Pool 2.5% 8/20/2050  | 159911 | 139002 |
| Ginnie Mae II Pool 2.5% 8/20/2051  | 437439 | 379878 |
| Ginnie Mae II Pool 2.5% 9/20/2050  | 366489 | 318723 |
| Ginnie Mae II Pool 2.5% 9/20/2051  | 137942 | 119791 |
| Ginnie Mae II Pool 3% 1/20/2043  | 2876 | 2675 |
| Ginnie Mae II Pool 3% 1/20/2050  | 223694 | 202616 |
| Ginnie Mae II Pool 3% 10/20/2050  | 227471 | 205753 |
| Ginnie Mae II Pool 3% 11/20/2047  | 15690 | 14334 |
| Ginnie Mae II Pool 3% 11/20/2049  | 59190 | 53613 |
| Ginnie Mae II Pool 3% 11/20/2051  | 41131 | 37127 |
| Ginnie Mae II Pool 3% 11/20/2053  | 74332 | 67688 |
| Ginnie Mae II Pool 3% 11/20/2054  | 95073 | 86004 |
| Ginnie Mae II Pool 3% 12/1/2055 (f) | 25000 | 22557 |
| Ginnie Mae II Pool 3% 12/20/2047  | 93500 | 85420 |
| Ginnie Mae II Pool 3% 12/20/2049  | 74289 | 67289 |
| Ginnie Mae II Pool 3% 12/20/2051  | 46805 | 42256 |
| Ginnie Mae II Pool 3% 12/20/2054  | 91685 | 82939 |
| Ginnie Mae II Pool 3% 2/20/2046  | 63426 | 58104 |
| Ginnie Mae II Pool 3% 2/20/2050  | 73441 | 66475 |
| Ginnie Mae II Pool 3% 2/20/2051  | 174805 | 158006 |
| Ginnie Mae II Pool 3% 3/20/2043  | 2950 | 2742 |
| Ginnie Mae II Pool 3% 3/20/2048  | 30316 | 27659 |
| Ginnie Mae II Pool 3% 3/20/2052  | 256056 | 231169 |
| Ginnie Mae II Pool 3% 4/20/2048  | 36020 | 32908 |
| Ginnie Mae II Pool 3% 4/20/2050  | 152443 | 137984 |
| Ginnie Mae II Pool 3% 4/20/2051  | 30136 | 27240 |
| Ginnie Mae II Pool 3% 4/20/2052  | 522585 | 471793 |
| Ginnie Mae II Pool 3% 5/20/2052  | 540423 | 487897 |
| Ginnie Mae II Pool 3% 6/20/2050  | 83130 | 75245 |
| Ginnie Mae II Pool 3% 6/20/2052  | 356709 | 322262 |
| Ginnie Mae II Pool 3% 7/20/2042  | 3905 | 3637 |
| Ginnie Mae II Pool 3% 7/20/2046  | 28569 | 26172 |
| Ginnie Mae II Pool 3% 7/20/2049  | 51408 | 46677 |
| Ginnie Mae II Pool 3% 7/20/2050  | 48256 | 43595 |
| Ginnie Mae II Pool 3% 8/20/2043  | 3193 | 2963 |
| Ginnie Mae II Pool 3% 8/20/2046  | 143134 | 131123 |
| Ginnie Mae II Pool 3% 8/20/2050  | 51226 | 46335 |
| Ginnie Mae II Pool 3% 8/20/2051  | 279182 | 252178 |
| Ginnie Mae II Pool 3.5% 1/20/2048  | 49184 | 46072 |
| Ginnie Mae II Pool 3.5% 1/20/2050  | 200962 | 187242 |
| Ginnie Mae II Pool 3.5% 10/20/2047  | 3204 | 3005 |
| Ginnie Mae II Pool 3.5% 10/20/2048  | 11721 | 10939 |
| Ginnie Mae II Pool 3.5% 10/20/2055  | 623977 | 572407 |
| Ginnie Mae II Pool 3.5% 11/20/2050  | 8383 | 7811 |
| Ginnie Mae II Pool 3.5% 12/1/2055 (f) | 25000 | 22930 |
| Ginnie Mae II Pool 3.5% 12/20/2049  | 31113 | 28989 |
| Ginnie Mae II Pool 3.5% 2/20/2046  | 97702 | 91947 |
| Ginnie Mae II Pool 3.5% 2/20/2047  | 7845 | 7374 |
| Ginnie Mae II Pool 3.5% 2/20/2048  | 14843 | 13904 |
| Ginnie Mae II Pool 3.5% 2/20/2049  | 95997 | 89803 |
| Ginnie Mae II Pool 3.5% 2/20/2051  | 189640 | 176693 |
| Ginnie Mae II Pool 3.5% 3/20/2048  | 54345 | 50907 |
| Ginnie Mae II Pool 3.5% 3/20/2049  | 65238 | 60845 |
| Ginnie Mae II Pool 3.5% 3/20/2050  | 221627 | 206496 |
| Ginnie Mae II Pool 3.5% 3/20/2051  | 201504 | 187747 |
| Ginnie Mae II Pool 3.5% 4/20/2046  | 74196 | 69826 |
| Ginnie Mae II Pool 3.5% 4/20/2049  | 10652 | 9934 |
| Ginnie Mae II Pool 3.5% 5/20/2046  | 35603 | 33506 |
| Ginnie Mae II Pool 3.5% 5/20/2051  | 28214 | 26199 |
| Ginnie Mae II Pool 3.5% 5/20/2052  | 150358 | 139647 |
| Ginnie Mae II Pool 3.5% 5/20/2054  | 85594 | 79028 |
| Ginnie Mae II Pool 3.5% 5/20/2055  | 99752 | 91601 |
| Ginnie Mae II Pool 3.5% 6/20/2048  | 33556 | 31433 |
| Ginnie Mae II Pool 3.5% 6/20/2049  | 2709 | 2524 |
| Ginnie Mae II Pool 3.5% 7/20/2049  | 18569 | 17307 |
| Ginnie Mae II Pool 3.5% 8/20/2048  | 10462 | 9800 |
| Ginnie Mae II Pool 3.5% 8/20/2049  | 6595 | 6146 |
| Ginnie Mae II Pool 3.5% 9/20/2049  | 12890 | 12010 |
| Ginnie Mae II Pool 4% 1/20/2049  | 27402 | 26444 |
| Ginnie Mae II Pool 4% 10/20/2048  | 20031 | 19356 |
| Ginnie Mae II Pool 4% 10/20/2049  | 26799 | 25812 |
| Ginnie Mae II Pool 4% 11/20/2049  | 30590 | 29463 |
| Ginnie Mae II Pool 4% 12/20/2047  | 12859 | 12454 |
| Ginnie Mae II Pool 4% 12/20/2049  | 37699 | 36310 |
| Ginnie Mae II Pool 4% 12/20/2050  | 37842 | 36448 |
| Ginnie Mae II Pool 4% 2/20/2050  | 47499 | 45839 |
| Ginnie Mae II Pool 4% 3/20/2050  | 161792 | 155834 |
| Ginnie Mae II Pool 4% 4/20/2047  | 17055 | 16539 |
| Ginnie Mae II Pool 4% 4/20/2049  | 17985 | 17357 |
| Ginnie Mae II Pool 4% 4/20/2050  | 21403 | 20615 |
| Ginnie Mae II Pool 4% 5/20/2048  | 35870 | 34694 |
| Ginnie Mae II Pool 4% 5/20/2050  | 23897 | 23017 |
| Ginnie Mae II Pool 4% 5/20/2054  | 213334 | 203311 |
| Ginnie Mae II Pool 4% 6/20/2048  | 9588 | 9274 |
| Ginnie Mae II Pool 4% 6/20/2051  | 52114 | 50195 |
| Ginnie Mae II Pool 4% 6/20/2055  | 323379 | 306846 |
| Ginnie Mae II Pool 4% 8/20/2048  | 39564 | 38231 |
| Ginnie Mae II Pool 4% 8/20/2055  | 149094 | 141472 |
| Ginnie Mae II Pool 4% 9/20/2055  | 49882 | 47332 |
| Ginnie Mae II Pool 4.5% 1/20/2049  | 82285 | 82016 |
| Ginnie Mae II Pool 4.5% 1/20/2055  | 267442 | 261785 |
| Ginnie Mae II Pool 4.5% 10/20/2053  | 90350 | 88842 |
| Ginnie Mae II Pool 4.5% 11/20/2048  | 16203 | 16171 |
| Ginnie Mae II Pool 4.5% 11/20/2054  | 619725 | 607248 |
| Ginnie Mae II Pool 4.5% 12/20/2049  | 12432 | 12392 |
| Ginnie Mae II Pool 4.5% 12/20/2050  | 52027 | 51857 |
| Ginnie Mae II Pool 4.5% 12/20/2053  | 92631 | 90882 |
| Ginnie Mae II Pool 4.5% 2/20/2049  | 8279 | 8252 |
| Ginnie Mae II Pool 4.5% 2/20/2050  | 67735 | 67514 |
| Ginnie Mae II Pool 4.5% 2/20/2055  | 97943 | 95871 |
| Ginnie Mae II Pool 4.5% 3/20/2055  | 73763 | 72180 |
| Ginnie Mae II Pool 4.5% 4/20/2049  | 9994 | 9962 |
| Ginnie Mae II Pool 4.5% 4/20/2050  | 20810 | 20716 |
| Ginnie Mae II Pool 4.5% 4/20/2051  | 51156 | 51053 |
| Ginnie Mae II Pool 4.5% 5/20/2049  | 15336 | 15286 |
| Ginnie Mae II Pool 4.5% 5/20/2054  | 95115 | 93192 |
| Ginnie Mae II Pool 4.5% 6/20/2054  | 167669 | 164280 |
| Ginnie Mae II Pool 4.5% 7/20/2053  | 86579 | 85079 |
| Ginnie Mae II Pool 4.5% 8/20/2048  | 40768 | 40725 |
| Ginnie Mae II Pool 4.5% 9/20/2049  | 15763 | 15731 |
| Ginnie Mae II Pool 5% 1/1/2056 (f) | 625000 | 623633 |
| Ginnie Mae II Pool 5% 1/20/2055  | 214854 | 214879 |
| Ginnie Mae II Pool 5% 10/20/2048  | 7635 | 7762 |
| Ginnie Mae II Pool 5% 11/20/2049  | 25001 | 25496 |
| Ginnie Mae II Pool 5% 11/20/2053  | 88766 | 89192 |
| Ginnie Mae II Pool 5% 11/20/2054  | 285343 | 285466 |
| Ginnie Mae II Pool 5% 12/1/2055 (f) | 1250000 | 1248633 |
| Ginnie Mae II Pool 5% 12/20/2047  | 12106 | 12403 |
| Ginnie Mae II Pool 5% 12/20/2054  | 143327 | 143344 |
| Ginnie Mae II Pool 5% 2/20/2055  | 167652 | 167671 |
| Ginnie Mae II Pool 5% 3/20/2049  | 7664 | 7792 |
| Ginnie Mae II Pool 5% 3/20/2050  | 15487 | 15842 |
| Ginnie Mae II Pool 5% 4/20/2055  | 147633 | 147557 |
| Ginnie Mae II Pool 5% 5/20/2054  | 91064 | 91189 |
| Ginnie Mae II Pool 5% 6/20/2048  | 25101 | 25598 |
| Ginnie Mae II Pool 5% 6/20/2054  | 92974 | 93101 |
| Ginnie Mae II Pool 5% 7/20/2048  | 6953 | 7080 |
| Ginnie Mae II Pool 5% 7/20/2053  | 167889 | 168695 |
| Ginnie Mae II Pool 5% 8/20/2053  | 85448 | 85858 |
| Ginnie Mae II Pool 5% 9/20/2053  | 84867 | 85275 |
| Ginnie Mae II Pool 5.5% 1/1/2056 (f) | 675000 | 681249 |
| Ginnie Mae II Pool 5.5% 1/20/2055  | 313276 | 316661 |
| Ginnie Mae II Pool 5.5% 10/20/2053  | 157181 | 159641 |
| Ginnie Mae II Pool 5.5% 12/1/2055 (f) | 1350000 | 1363711 |
| Ginnie Mae II Pool 5.5% 12/20/2048  | 8076 | 8362 |
| Ginnie Mae II Pool 5.5% 2/20/2054  | 215200 | 218315 |
| Ginnie Mae II Pool 5.5% 5/20/2055  | 493596 | 498968 |
| Ginnie Mae II Pool 5.5% 6/20/2055  | 346126 | 349893 |
| Ginnie Mae II Pool 5.5% 7/20/2054  | 209731 | 212063 |
| Ginnie Mae II Pool 5.5% 7/20/2055  | 593962 | 600612 |
| Ginnie Mae II Pool 5.5% 8/20/2054  | 210122 | 212441 |
| Ginnie Mae II Pool 5.5% 9/20/2053  | 148408 | 150730 |
| Ginnie Mae II Pool 5.5% 9/20/2055  | 149123 | 150897 |
| Ginnie Mae II Pool 6% 1/1/2056 (f) | 275000 | 280317 |
| Ginnie Mae II Pool 6% 1/20/2055  | 481103 | 490161 |
| Ginnie Mae II Pool 6% 12/1/2055 (f) | 1225000 | 1248256 |
| Ginnie Mae II Pool 6% 12/20/2054  | 540613 | 550917 |
| Ginnie Mae II Pool 6% 2/1/2056 (f) | 300000 | 305590 |
| Ginnie Mae II Pool 6% 3/20/2055  | 574986 | 584958 |
| Ginnie Mae II Pool 6% 5/20/2055  | 246240 | 251087 |
| Ginnie Mae II Pool 6.5% 1/1/2056 (f) | 300000 | 308637 |
| Ginnie Mae II Pool 6.5% 1/20/2055  | 176712 | 181666 |
| Ginnie Mae II Pool 6.5% 12/1/2055 (f) | 300000 | 309164 |
| Ginnie Mae II Pool 6.5% 5/20/2055  | 170093 | 175353 |
| Ginnie Mae II Pool 6.5% 7/20/2053  | 86314 | 89206 |
| Ginnie Mae II Pool 6.5% 7/20/2054  | 162577 | 167858 |
| Uniform Mortgage Backed Securities 2% 12/1/2055 (f) | 300000 | 244219 |
| Uniform Mortgage Backed Securities 2.5% 12/1/2055 (f) | 125000 | 106387 |
| Uniform Mortgage Backed Securities 3% 12/1/2055 (f) | 100000 | 88820 |
| Uniform Mortgage Backed Securities 3.5% 1/1/2056 (f) | 1425000 | 1317791 |
| Uniform Mortgage Backed Securities 3.5% 12/1/2055 (f) | 2900000 | 2682500 |
| Uniform Mortgage Backed Securities 4.5% 12/1/2055 (f) | 200000 | 195797 |
| Uniform Mortgage Backed Securities 5% 12/1/2055 (f) | 650000 | 648781 |
| Uniform Mortgage Backed Securities 5.5% 12/1/2055 (f) | 1150000 | 1164555 |
| Uniform Mortgage Backed Securities 6% 12/1/2055 (f) | 1275000 | 1305580 |
| TOTAL UNITED STATES |  | 155662309 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $161,675,297) |  | <br> **155662309** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.1%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Financial Services - 0.1% |  |  |
| Fannie Mae 0.75% 10/8/2027  | 125000 | 118842 |
| Fannie Mae 0.875% 8/5/2030  | 83000 | 73393 |
| Fannie Mae 6.625% 11/15/2030  | 229000 | 259868 |
| Freddie Mac Non Gold Pool 6.25% 7/15/2032  | 130000 | 148461 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $645,330) |  | <br> **600564** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 45.8%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 45.8%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 45.8%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 45.8%** |
|  | Yield (%) (g) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 1.125% 8/15/2040  | 1.35 to 1.88 | 775000 | 496333 |
| US Treasury Bonds 1.375% 11/15/2040  | 1.65 to 1.92 | 599000 | 396650 |
| US Treasury Bonds 1.375% 8/15/2050  | 1.93 | 189000 | 96132 |
| US Treasury Bonds 1.625% 11/15/2050  | 1.57 to 1.95 | 1086000 | 589579 |
| US Treasury Bonds 1.75% 8/15/2041  | 2.01 to 3.46 | 1262000 | 868463 |
| US Treasury Bonds 1.875% 11/15/2051  | 2.29 to 3.21 | 439000 | 251002 |
| US Treasury Bonds 1.875% 2/15/2041  | 2.25 | 209000 | 148921 |
| US Treasury Bonds 1.875% 2/15/2051  | 2.30 to 2.31 | 96000 | 55440 |
| US Treasury Bonds 2% 11/15/2041  | 1.88 to 3.34 | 1046000 | 744826 |
| US Treasury Bonds 2% 2/15/2050  | 1.71 | 45000 | 27211 |
| US Treasury Bonds 2% 8/15/2051  | 2.04 | 579000 | 342944 |
| US Treasury Bonds 2.25% 2/15/2052  | 2.49 | 100000 | 62660 |
| US Treasury Bonds 2.25% 5/15/2041  | 2.63 to 3.29 | 1321000 | 991318 |
| US Treasury Bonds 2.25% 8/15/2046  | 3.03 | 6000 | 4050 |
| US Treasury Bonds 2.25% 8/15/2049  | 2.22 to 2.31 | 34000 | 21942 |
| US Treasury Bonds 2.375% 11/15/2049  | 2.39 | 1000 | 660 |
| US Treasury Bonds 2.375% 2/15/2042  | 3.61 | 1650000 | 1237792 |
| US Treasury Bonds 2.375% 5/15/2051  | 2.05 to 2.97 | 842000 | 547695 |
| US Treasury Bonds 2.5% 2/15/2046  | 2.33 to 3.07 | 89000 | 63513 |
| US Treasury Bonds 2.5% 5/15/2046  | 2.54 to 2.91 | 83000 | 59050 |
| US Treasury Bonds 2.75% 11/15/2042  | 2.83 | 4000 | 3136 |
| US Treasury Bonds 2.75% 11/15/2047  | 2.15 to 3.08 | 23000 | 16812 |
| US Treasury Bonds 2.75% 8/15/2042  | 3.22 | 41000 | 32302 |
| US Treasury Bonds 2.875% 5/15/2049  | 2.62 | 12000 | 8845 |
| US Treasury Bonds 2.875% 5/15/2052  | 3.07 to 4.29 | 2450000 | 1765723 |
| US Treasury Bonds 2.875% 8/15/2045  | 1.81 | 95000 | 72990 |
| US Treasury Bonds 3% 11/15/2044  | 3.38 | 7000 | 5537 |
| US Treasury Bonds 3% 11/15/2045  | 3.36 | 8000 | 6262 |
| US Treasury Bonds 3% 2/15/2048  | 3.02 | 4000 | 3055 |
| US Treasury Bonds 3% 2/15/2049  | 3.09 | 20000 | 15130 |
| US Treasury Bonds 3% 5/15/2042  | 3.12 | 13000 | 10670 |
| US Treasury Bonds 3% 5/15/2045  | 2.32 to 3.03 | 121000 | 95259 |
| US Treasury Bonds 3% 5/15/2047  | 2.95 | 17000 | 13090 |
| US Treasury Bonds 3% 8/15/2048  | 3.20 to 3.39 | 28000 | 21278 |
| US Treasury Bonds 3% 8/15/2052  | 3.29 to 4.15 | 2260000 | 1669575 |
| US Treasury Bonds 3.125% 11/15/2041  | 2.06 | 75000 | 63190 |
| US Treasury Bonds 3.125% 2/15/2043  | 2.40 to 2.87 | 125000 | 103188 |
| US Treasury Bonds 3.125% 5/15/2048  | 2.75 to 3.09 | 57000 | 44440 |
| US Treasury Bonds 3.125% 8/15/2044  | 3.05 to 3.09 | 238000 | 192659 |
| US Treasury Bonds 3.25% 5/15/2042  | 3.28 to 4.49 | 665000 | 565276 |
| US Treasury Bonds 3.375% 11/15/2048  | 3.03 to 3.25 | 32000 | 25973 |
| US Treasury Bonds 3.375% 5/15/2044  | 2.54 to 3.16 | 198000 | 167001 |
| US Treasury Bonds 3.375% 8/15/2042  | 4.43 | 390000 | 336162 |
| US Treasury Bonds 3.625% 2/15/2053  | 3.96 | 400000 | 333703 |
| US Treasury Bonds 3.625% 5/15/2053  | 4.01 to 4.40 | 100000 | 83332 |
| US Treasury Bonds 3.625% 8/15/2043  | 3.34 to 3.45 | 47000 | 41422 |
| US Treasury Bonds 3.75% 11/15/2043  | 3.16 | 39000 | 34897 |
| US Treasury Bonds 3.75% 8/15/2041  | 2.43 to 3.39 | 48000 | 44044 |
| US Treasury Bonds 3.875% 2/15/2043  | 3.81 to 4.59 | 2320000 | 2128963 |
| US Treasury Bonds 3.875% 5/15/2043  | 4.01 to 4.57 | 650000 | 595140 |
| US Treasury Bonds 3.875% 8/15/2040  | 2.34 | 20000 | 18823 |
| US Treasury Bonds 4% 11/15/2042  | 3.69 to 3.97 | 1920000 | 1794375 |
| US Treasury Bonds 4% 11/15/2052  | 3.92 to 3.97 | 195000 | 174091 |
| US Treasury Bonds 4.125% 8/15/2044  | 4.18 to 4.70 | 4010000 | 3759532 |
| US Treasury Bonds 4.125% 8/15/2053  | 4.20 to 5.03 | 1500000 | 1367871 |
| US Treasury Bonds 4.25% 2/15/2054  | 4.34 to 4.78 | 5043000 | 4696097 |
| US Treasury Bonds 4.25% 8/15/2054  | 4.11 to 4.52 | 2860000 | 2663487 |
| US Treasury Bonds 4.375% 11/15/2039  | 2.41 | 24000 | 24040 |
| US Treasury Bonds 4.375% 5/15/2040  | 2.77 | 45000 | 44907 |
| US Treasury Bonds 4.375% 8/15/2043  | 4.39 to 5.20 | 2570000 | 2505248 |
| US Treasury Bonds 4.5% 11/15/2054  | 4.37 to 4.80 | 1690000 | 1641413 |
| US Treasury Bonds 4.5% 2/15/2036  | 3.21 | 1000 | 1045 |
| US Treasury Bonds 4.5% 2/15/2044  | 4.36 to 4.93 | 3050000 | 3013543 |
| US Treasury Bonds 4.5% 5/15/2038  | 2.94 | 45000 | 46464 |
| US Treasury Bonds 4.625% 11/15/2044  | 4.86 to 4.92 | 930000 | 930363 |
| US Treasury Bonds 4.625% 11/15/2045 (f) | 4.60 to 4.69 | 1380000 | 1378922 |
| US Treasury Bonds 4.625% 11/15/2055  | 4.64 to 4.67 | 1100000 | 1092094 |
| US Treasury Bonds 4.625% 2/15/2055  | 4.47 to 4.85 | 2430000 | 2410063 |
| US Treasury Bonds 4.625% 5/15/2044  | 4.50 to 4.71 | 2080000 | 2085850 |
| US Treasury Bonds 4.625% 5/15/2054  | 4.34 to 4.63 | 1700000 | 1685258 |
| US Treasury Bonds 4.75% 11/15/2043  | 4.20 to 4.74 | 2520000 | 2571778 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.80 to 4.99 | 3200000 | 3238500 |
| US Treasury Bonds 4.75% 8/15/2055  | 4.67 to 4.92 | 1710000 | 1731375 |
| US Treasury Bonds 4.875% 8/15/2045  | 4.64 to 4.92 | 2520000 | 2598750 |
| US Treasury Bonds 5% 5/15/2037  | 2.92 | 10000 | 10838 |
| US Treasury Bonds 5% 5/15/2045  | 4.80 to 5.05 | 4290000 | 4497127 |
| US Treasury Notes 0.375% 7/31/2027  | 0.42 to 0.48 | 1248000 | 1184771 |
| US Treasury Notes 0.5% 10/31/2027  | 0.64 | 64000 | 60458 |
| US Treasury Notes 0.5% 5/31/2027  | 0.44 to 0.70 | 1548000 | 1479670 |
| US Treasury Notes 0.5% 6/30/2027  | 0.39 to 0.66 | 1571000 | 1498280 |
| US Treasury Notes 0.5% 8/31/2027  | 1.19 | 309000 | 293272 |
| US Treasury Notes 0.625% 11/30/2027  | 0.62 to 0.78 | 509000 | 480965 |
| US Treasury Notes 0.625% 12/31/2027  | 0.76 | 338000 | 318644 |
| US Treasury Notes 0.625% 3/31/2027  | 0.38 to 0.60 | 808000 | 777353 |
| US Treasury Notes 0.625% 5/15/2030  | 1.69 | 75000 | 65933 |
| US Treasury Notes 0.625% 8/15/2030  | 0.71 | 204000 | 177934 |
| US Treasury Notes 0.75% 1/31/2028  | 0.93 to 0.94 | 263000 | 248062 |
| US Treasury Notes 1% 7/31/2028  | 1.13 | 2000 | 1873 |
| US Treasury Notes 1.125% 2/15/2031  | 1.63 | 2000 | 1767 |
| US Treasury Notes 1.125% 2/28/2027  | 0.73 | 1000 | 969 |
| US Treasury Notes 1.125% 2/29/2028  | 1.28 | 1000 | 948 |
| US Treasury Notes 1.125% 8/31/2028  | 1.13 | 10000 | 9383 |
| US Treasury Notes 1.25% 12/31/2026  | 2.17 | 225000 | 219384 |
| US Treasury Notes 1.25% 3/31/2028  | 1.30 | 13000 | 12354 |
| US Treasury Notes 1.25% 4/30/2028  | 1.25 to 1.26 | 659000 | 625046 |
| US Treasury Notes 1.25% 6/30/2028  | 0.99 | 262000 | 247600 |
| US Treasury Notes 1.25% 8/15/2031  | 3.20 | 259000 | 226807 |
| US Treasury Notes 1.25% 9/30/2028  | 1.56 | 5000 | 4699 |
| US Treasury Notes 1.375% 10/31/2028  | 1.39 to 1.81 | 410000 | 386041 |
| US Treasury Notes 1.375% 12/31/2028  | 1.56 to 1.76 | 995000 | 933823 |
| US Treasury Notes 1.5% 1/31/2027  | 3.03 | 173000 | 168864 |
| US Treasury Notes 1.5% 11/30/2028  | 1.92 to 2.37 | 2379000 | 2244531 |
| US Treasury Notes 1.625% 8/15/2029  | 0.81 to 1.92 | 176000 | 164574 |
| US Treasury Notes 1.75% 1/31/2029  | 2.89 to 2.94 | 465000 | 440588 |
| US Treasury Notes 1.875% 2/28/2027  | 2.85 | 160000 | 156688 |
| US Treasury Notes 1.875% 2/28/2029  | 3.26 | 25000 | 23749 |
| US Treasury Notes 2% 11/15/2026  | 2.85 | 110000 | 108299 |
| US Treasury Notes 2.25% 11/15/2027  | 2.08 to 2.47 | 100000 | 97633 |
| US Treasury Notes 2.25% 2/15/2027  | 3.09 to 3.14 | 134000 | 131891 |
| US Treasury Notes 2.25% 8/15/2027  | 3.05 | 35000 | 34259 |
| US Treasury Notes 2.375% 5/15/2027  | 3.19 | 22000 | 21635 |
| US Treasury Notes 2.375% 5/15/2029  | 2.12 | 16000 | 15402 |
| US Treasury Notes 2.625% 2/15/2029  | 2.56 | 57000 | 55459 |
| US Treasury Notes 2.625% 5/31/2027  | 2.84 to 3.07 | 670000 | 660945 |
| US Treasury Notes 2.625% 7/31/2029  | 3.15 | 735000 | 712003 |
| US Treasury Notes 2.75% 2/15/2028  | 1.53 to 3.13 | 492000 | 484313 |
| US Treasury Notes 2.75% 7/31/2027  | 2.70 to 3.18 | 1095000 | 1081056 |
| US Treasury Notes 2.75% 8/15/2032  | 4.05 | 436000 | 409755 |
| US Treasury Notes 2.875% 5/15/2028  | 1.90 to 2.72 | 323000 | 318319 |
| US Treasury Notes 2.875% 5/15/2032  | 3.02 to 4.06 | 265000 | 251791 |
| US Treasury Notes 2.875% 8/15/2028  | 3.23 | 61000 | 60044 |
| US Treasury Notes 3.125% 11/15/2028  | 1.80 to 3.57 | 2365000 | 2340519 |
| US Treasury Notes 3.125% 8/31/2027  | 3.33 to 3.92 | 2265000 | 2249517 |
| US Treasury Notes 3.125% 8/31/2029  | 3.34 to 3.86 | 925000 | 911306 |
| US Treasury Notes 3.25% 6/30/2027  | 2.86 to 3.05 | 670000 | 667043 |
| US Treasury Notes 3.25% 6/30/2029  | 2.70 to 3.08 | 640000 | 633775 |
| US Treasury Notes 3.375% 5/15/2033  | 3.86 | 440000 | 427075 |
| US Treasury Notes 3.375% 9/15/2027  | 3.92 | 1160000 | 1156964 |
| US Treasury Notes 3.375% 9/15/2028  | 3.62 | 4990000 | 4974406 |
| US Treasury Notes 3.5% 1/31/2030  | 3.61 to 4.07 | 900000 | 897645 |
| US Treasury Notes 3.5% 10/15/2028  | 3.58 to 3.60 | 1520000 | 1520000 |
| US Treasury Notes 3.5% 11/15/2028  | 3.47 to 3.49 | 2140000 | 2140502 |
| US Treasury Notes 3.5% 11/30/2030  | 3.60 | 1760000 | 1752163 |
| US Treasury Notes 3.5% 2/15/2033  | 3.97 | 640000 | 627425 |
| US Treasury Notes 3.5% 4/30/2028  | 4.02 to 4.06 | 1040000 | 1040137 |
| US Treasury Notes 3.5% 4/30/2030  | 3.71 to 3.88 | 780000 | 777502 |
| US Treasury Notes 3.5% 9/30/2029  | 3.57 to 3.91 | 1290000 | 1287632 |
| US Treasury Notes 3.625% 10/31/2030  | 3.57 | 400000 | 400344 |
| US Treasury Notes 3.625% 3/31/2028  | 3.51 to 3.58 | 1030000 | 1033098 |
| US Treasury Notes 3.625% 3/31/2030  | 3.88 | 180000 | 180338 |
| US Treasury Notes 3.625% 5/31/2028  | 4.03 to 4.14 | 550000 | 551783 |
| US Treasury Notes 3.625% 8/15/2028  | 3.58 | 3620000 | 3632444 |
| US Treasury Notes 3.625% 8/31/2029  | 3.71 | 1110000 | 1112862 |
| US Treasury Notes 3.625% 8/31/2030  | 3.69 | 150000 | 150152 |
| US Treasury Notes 3.625% 9/30/2031  | 3.66 to 3.98 | 1390000 | 1385113 |
| US Treasury Notes 3.75% 10/31/2032  | 3.75 to 3.89 | 3780000 | 3771141 |
| US Treasury Notes 3.75% 12/31/2028  | 3.84 to 4.06 | 840000 | 846038 |
| US Treasury Notes 3.75% 12/31/2030  | 4.02 to 4.11 | 1270000 | 1277293 |
| US Treasury Notes 3.75% 4/15/2028  | 3.58 to 3.80 | 3400000 | 3419523 |
| US Treasury Notes 3.75% 5/15/2028  | 3.83 to 4.02 | 8930000 | 8985281 |
| US Treasury Notes 3.75% 5/31/2030  | 3.98 | 1520000 | 1530331 |
| US Treasury Notes 3.75% 6/30/2030  | 4.39 | 140000 | 140946 |
| US Treasury Notes 3.75% 8/31/2031  | 3.59 to 3.65 | 860000 | 862990 |
| US Treasury Notes 3.875% 11/30/2027  | 4.01 | 5000 | 5034 |
| US Treasury Notes 3.875% 11/30/2029  | 3.57 to 3.90 | 1850000 | 1871463 |
| US Treasury Notes 3.875% 12/31/2027  | 3.93 | 450000 | 453373 |
| US Treasury Notes 3.875% 12/31/2029  | 3.45 to 3.75 | 840000 | 849745 |
| US Treasury Notes 3.875% 3/15/2028  | 3.68 to 4.03 | 5040000 | 5082722 |
| US Treasury Notes 3.875% 4/30/2030  | 3.72 | 550000 | 556596 |
| US Treasury Notes 3.875% 6/15/2028  | 3.68 to 3.88 | 6390000 | 6450405 |
| US Treasury Notes 3.875% 6/30/2030  | 3.79 to 3.83 | 1390000 | 1406778 |
| US Treasury Notes 3.875% 7/15/2028  | 3.88 | 4050000 | 4088602 |
| US Treasury Notes 3.875% 7/31/2030  | 3.95 | 950000 | 961355 |
| US Treasury Notes 3.875% 8/15/2033  | 4.65 to 4.88 | 1050000 | 1051969 |
| US Treasury Notes 3.875% 8/15/2034  | 3.92 to 4.28 | 2100000 | 2091721 |
| US Treasury Notes 3.875% 9/30/2032  | 3.88 to 3.93 | 1900000 | 1910391 |
| US Treasury Notes 4% 1/15/2027  | 4.01 to 4.16 | 1770000 | 1777467 |
| US Treasury Notes 4% 1/31/2029  | 3.87 to 4.25 | 1960000 | 1988175 |
| US Treasury Notes 4% 1/31/2031  | 3.91 to 4.29 | 1680000 | 1708875 |
| US Treasury Notes 4% 10/31/2029  | 3.60 to 4.14 | 2710000 | 2753508 |
| US Treasury Notes 4% 11/15/2035  | 3.99 to 4.02 | 1860000 | 1857094 |
| US Treasury Notes 4% 12/15/2027  | 4.28 to 4.36 | 2320000 | 2342950 |
| US Treasury Notes 4% 2/15/2034  | 4.19 to 4.69 | 2320000 | 2338306 |
| US Treasury Notes 4% 2/28/2030  | 3.49 to 4.00 | 1990000 | 2023193 |
| US Treasury Notes 4% 2/29/2028  | 3.53 | 720000 | 727763 |
| US Treasury Notes 4% 3/31/2030  | 3.95 | 400000 | 406719 |
| US Treasury Notes 4% 4/30/2032  | 3.93 to 4.29 | 3300000 | 3348469 |
| US Treasury Notes 4% 5/31/2030  | 3.95 to 4.12 | 2610000 | 2654961 |
| US Treasury Notes 4% 6/30/2032  | 3.99 | 920000 | 932973 |
| US Treasury Notes 4% 7/31/2030  | 4.07 to 4.35 | 680000 | 691741 |
| US Treasury Notes 4% 7/31/2032  | 3.92 to 4.03 | 3750000 | 3801123 |
| US Treasury Notes 4.125% 10/31/2027  | 3.66 to 4.24 | 1765000 | 1784925 |
| US Treasury Notes 4.125% 10/31/2029  | 4.15 | 1580000 | 1612526 |
| US Treasury Notes 4.125% 10/31/2031  | 4.13 to 4.24 | 3180000 | 3251302 |
| US Treasury Notes 4.125% 11/15/2027  | 4.10 to 4.27 | 3910000 | 3954751 |
| US Treasury Notes 4.125% 11/15/2032  | 3.62 to 3.95 | 1385000 | 1413512 |
| US Treasury Notes 4.125% 11/30/2029  | 4.03 to 4.28 | 2080000 | 2123388 |
| US Treasury Notes 4.125% 11/30/2031  | 4.12 to 4.51 | 1910000 | 1952751 |
| US Treasury Notes 4.125% 2/29/2032  | 4.10 to 4.12 | 2550000 | 2605582 |
| US Treasury Notes 4.125% 3/31/2029  | 4.20 to 4.33 | 1510000 | 1538254 |
| US Treasury Notes 4.125% 3/31/2031  | 4.33 to 4.72 | 1500000 | 1534688 |
| US Treasury Notes 4.125% 3/31/2032  | 3.88 to 4.08 | 1270000 | 1297632 |
| US Treasury Notes 4.125% 5/31/2032  | 3.99 to 4.31 | 3170000 | 3238349 |
| US Treasury Notes 4.125% 7/31/2028  | 4.18 to 4.42 | 1180000 | 1198945 |
| US Treasury Notes 4.125% 7/31/2031  | 3.68 to 4.10 | 4540000 | 4643692 |
| US Treasury Notes 4.125% 8/31/2030  | 4.35 to 4.63 | 1790000 | 1830415 |
| US Treasury Notes 4.125% 9/30/2027  | 4.28 | 225000 | 227391 |
| US Treasury Notes 4.25% 1/15/2028  | 4.24 | 1240000 | 1258745 |
| US Treasury Notes 4.25% 1/31/2030  | 4.33 | 440000 | 451498 |
| US Treasury Notes 4.25% 11/15/2034  | 4.55 to 4.60 | 440000 | 449866 |
| US Treasury Notes 4.25% 11/30/2026  | 3.63 to 3.82 | 14740000 | 14825906 |
| US Treasury Notes 4.25% 2/15/2028  | 3.96 to 4.04 | 4520000 | 4591797 |
| US Treasury Notes 4.25% 2/28/2029  | 4.26 to 4.30 | 1350000 | 1380006 |
| US Treasury Notes 4.25% 2/28/2031  | 4.10 to 4.31 | 2930000 | 3015496 |
| US Treasury Notes 4.25% 5/15/2035  | 4.36 to 4.51 | 3090000 | 3153731 |
| US Treasury Notes 4.25% 6/30/2029  | 4.16 to 4.34 | 1140000 | 1167253 |
| US Treasury Notes 4.25% 6/30/2031  | 4.23 | 300000 | 308801 |
| US Treasury Notes 4.25% 8/15/2035  | 4.10 | 940000 | 958213 |
| US Treasury Notes 4.375% 1/31/2032  | 4.44 | 1160000 | 1201280 |
| US Treasury Notes 4.375% 11/30/2028  | 4.29 | 290000 | 297137 |
| US Treasury Notes 4.375% 11/30/2030  | 3.91 to 4.36 | 1370000 | 1417094 |
| US Treasury Notes 4.375% 12/15/2026  | 4.01 to 4.13 | 2210000 | 2226835 |
| US Treasury Notes 4.375% 12/31/2029  | 4.41 | 240000 | 247322 |
| US Treasury Notes 4.375% 5/15/2034  | 4.49 | 700000 | 723680 |
| US Treasury Notes 4.375% 7/15/2027  | 4.20 | 760000 | 769930 |
| US Treasury Notes 4.5% 11/15/2033  | 3.91 to 4.45 | 2640000 | 2755191 |
| US Treasury Notes 4.5% 12/31/2031  | 4.49 to 4.52 | 1310000 | 1365675 |
| US Treasury Notes 4.5% 4/15/2027  | 4.87 | 20000 | 20244 |
| US Treasury Notes 4.5% 5/15/2027  | 4.67 | 1530000 | 1550261 |
| US Treasury Notes 4.625% 11/15/2026  | 4.46 to 4.78 | 3720000 | 3753974 |
| US Treasury Notes 4.625% 2/15/2035  | 4.20 to 4.31 | 2770000 | 2910122 |
| US Treasury Notes 4.625% 4/30/2029  | 4.72 | 590000 | 610696 |
| US Treasury Notes 4.625% 4/30/2031  | 4.70 | 750000 | 785742 |
| US Treasury Notes 4.625% 5/31/2031  | 4.22 to 4.49 | 2800000 | 2933766 |
| US Treasury Notes 4.625% 6/15/2027  | 4.52 | 10000 | 10158 |
| US Treasury Notes 4.625% 9/30/2028  | 4.60 to 4.61 | 820000 | 844920 |
| US Treasury Notes 4.625% 9/30/2030  | 4.65 to 4.84 | 970000 | 1013423 |
| US Treasury Notes 4.75% 2/15/2045  | 4.59 to 4.92 | 2980000 | 3027028 |
| US Treasury Notes 4.875% 10/31/2028  | 4.44 to 4.82 | 2540000 | 2635845 |
| US Treasury Notes 4.875% 10/31/2030  | 4.47 to 4.89 | 800000 | 845125 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $287,254,247) |  |  | **284916545** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.7%** | &nbsp;&nbsp;**Money Market Funds - 0.7%** | &nbsp;&nbsp;**Money Market Funds - 0.7%** | &nbsp;&nbsp;**Money Market Funds - 0.7%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (h)<br>(Cost $4,226,128)<br>| 4.02 | 4225283 | **4226128** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 102.3%**<br> (Cost $650,621,574)<br>| <br>**636706677** |
| **NET OTHER ASSETS (LIABILITIES) - (2.3)%**  | **(13985567)** |
| **NET ASSETS - 100.0%** | **622721110** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a) | Value ($) |
| U.S. Government Agency - Mortgage Securities |  |  |
| Ginnie Mae II Pool 5% 12/1/2055 | (1250000) | (1248633) |
| Ginnie Mae II Pool 5.5% 12/1/2055 | (1350000) | (1363711) |
| Ginnie Mae II Pool 6% 1/1/2056 | (300000) | (305801) |
| Ginnie Mae II Pool 6% 12/1/2055 | (550000) | (560441) |
| Ginnie Mae II Pool 6.5% 12/1/2055 | (300000) | (309164) |
| Uniform Mortgage Backed Securities 2% 12/1/2055 | (50000) | (40703) |
| Uniform Mortgage Backed Securities 3% 12/1/2055 | (50000) | (44410) |
| Uniform Mortgage Backed Securities 3.5% 12/1/2055 | (2900000) | (2682500) |
| Uniform Mortgage Backed Securities 5.5% 12/1/2055 | (100000) | (101266) |
| Uniform Mortgage Backed Securities 6% 12/1/2055 | (900000) | (921586) |
| TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES  |  | (7578215) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $7,570,840) |  | <br> **(7578215)** |

---

**Legend**

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

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

(c) Zero coupon bond which is issued at a discount.

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

(e) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $761,553 or 0.1% of net assets.

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

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

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

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 5307595 | 30442185 | 31523646 | 23065 | (6) | - | 4226128 | 4225283 | 0.0% |
| Total | 5307595 | 30442185 | 31523646 | 23065 | (6) | - | 4226128 |  |  |

---

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity Sustainability Bond Index Fund

- **b. EDGAR series identifier (if any):** S000061665

- **c. LEI of Series:** 549300HLKV8H8IDLLJ36

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $642950185.65

**Total Liabilities:** $22880455.09

**Net Assets:** $620069730.56

**Delayed Delivery Securities:** $12774118.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7907.29559732 | **1-Year:** 55514.12464880 | **5-Year:** 114741.34269073 | **10-Year:** 125749.64470889 | **30-Year:** 58929.81078206

**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 C000199795 | 0.96%                | 0.64%                | 0.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $90394.58                | $4117025.40                                |
| Month 2  | $245182.53               | $1362752.57                                |
| Month 3  | $178738.73               | $1746754.12                                |

**Designated Index Information**

- **Index Name:** Bloomberg MSCI US Aggregate ESG Choice Bond Index

- **Index Identifier:** 56048177

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AON GLOBAL LTD                                                                  | AON GLOBAL LTD 4.75% 05/15/2045                                                                   | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     68000 | PA      | $61215.83     | 0.01%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 6% 04/01/2039                                                                 | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22401.66     | 0.00%             | 2039-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 5.3% 05/27/2040                                                               | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146120.51    | 0.02%             | 2040-05-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.5% 05/14/2035                                                                        | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158761.09    | 0.03%             | 2035-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.7% 05/14/2045                                                                        | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $211875.59    | 0.03%             | 2045-05-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                       | AETNA INC 4.75% 03/15/2044                                                                        | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35299.00     | 0.01%             | 2044-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                            | HOWMET AEROSPACE INC 5.95% 02/01/2037                                                             | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21880.93     | 0.00%             | 2037-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 4.05% 12/03/2042                                                              | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60738.02     | 0.01%             | 2042-12-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 4.5% 07/16/2044                                                    | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    127000 | PA      | $113154.67    | 0.02%             | 2044-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 6.593% 10/15/2037                                                             | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     64000 | PA      | $73234.44     | 0.01%             | 2037-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 4.3% 09/01/2045                                                               | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21780.98     | 0.00%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.4% 05/01/2045                                                                         | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    178000 | PA      | $155309.07    | 0.03%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 5.3% 12/15/2045                                                                | CUSIP: 032654AK1<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19801.02     | 0.00%             | 2045-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AON CORP2                                                                       | AON CORP 6.25% 09/30/2040                                                                         | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11054.68     | 0.00%             | 2040-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3.85% 05/04/2043                                                                        | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    177000 | PA      | $152292.86    | 0.02%             | 2043-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.375% 05/13/2045                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54536.63     | 0.01%             | 2045-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCH CAP GROUP US INC                                                           | ARCH CAP GROUP US INC 5.144% 11/01/2043                                                           | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48375.64     | 0.01%             | 2043-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                                                       | ARCHER DANIELS MIDLAND CO 4.016% 04/16/2043                                                       | CUSIP: 039483BH4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63672.59     | 0.01%             | 2043-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 6.45% 09/15/2037                                                                  | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $46157.61     | 0.01%             | 2037-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 4.125% 10/15/2044                                                               | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64361.24     | 0.01%             | 2044-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.875% 02/07/2042                                                     | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $145714.20    | 0.02%             | 2042-02-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.75% 04/21/2045                                                      | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50210.01     | 0.01%             | 2045-04-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 4.685% 12/15/2044                                                         | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8964.34      | 0.00%             | 2044-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | BIOGEN INC 5.2% 09/15/2045                                                                        | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9383.80      | 0.00%             | 2045-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATION PLC                                                   | BRITISH TELECOMMUNICATION PLC STEP 12/15/2030                                                     | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $67645.41     | 0.01%             | 2030-12-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                               | CF INDUSTRIES INC 5.15% 03/15/2034                                                                | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70665.56     | 0.01%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 4.875% 07/20/2035                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158459.15    | 0.03%             | 2035-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.125% 07/20/2045                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    320000 | PA      | $293098.13    | 0.05%             | 2045-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 4.8% 08/01/2045                                                                | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $55682.83     | 0.01%             | 2045-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | CARDINAL HEALTH INC 4.9% 09/15/2045                                                               | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27458.40     | 0.00%             | 2045-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 6.05% 08/15/2036                                                                  | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $67284.76     | 0.01%             | 2036-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 5.2% 05/27/2041                                                                   | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107018.29    | 0.02%             | 2041-05-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.5% 04/01/2044                                           | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     49000 | PA      | $43848.56     | 0.01%             | 2044-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                      | CHUBB CORP 6.5% 05/15/2038                                                                        | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $45454.17     | 0.01%             | 2038-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.9% 02/15/2039                                                                 | CUSIP: 17275RAD4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |     90000 | PA      | $98242.88     | 0.02%             | 2039-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.5% 01/15/2040                                                                 | CUSIP: 17275RAF9<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142421.16    | 0.02%             | 2040-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 6.625% 06/15/2032                                                                   | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $66782.03     | 0.01%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 8.125% 07/15/2039                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     85000 | PA      | $109935.17    | 0.02%             | 2039-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.875% 01/30/2042                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69182.50     | 0.01%             | 2042-01-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.65% 07/30/2045                                                                    | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38334.52     | 0.01%             | 2045-07-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK CR CARD ISSUANCE TR                                                    | CITIBANK CR CARD ISSUANCE TR 2007-A3 A3 6.15% 06/15/2039                                          | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $111708.86    | 0.02%             | 2039-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 4.65% 07/15/2042                                                                     | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44277.74     | 0.01%             | 2042-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 3.8% 10/01/2042                                                            | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102684.07    | 0.02%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC 7% 10/01/2028                                                                  | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53374.07     | 0.01%             | 2028-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 5.3% 03/01/2035                                                      | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51941.26     | 0.01%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 6.2% 06/15/2036                                                      | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111032.42    | 0.02%             | 2036-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 5.5% 12/01/2039                                                      | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51560.29     | 0.01%             | 2039-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 4.45% 03/15/2044                                                     | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39803.36     | 0.01%             | 2044-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 5.25% 05/24/2041                                                         | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     54000 | PA      | $54633.12     | 0.01%             | 2041-05-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE USA INC                                                           | CREDIT SUISSE USA INC 7.125% 07/15/2032                                                           | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    170000 | PA      | $195672.60    | 0.03%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                      | DCP MIDSTREAM OPER LP 5.6% 04/01/2044                                                             | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19410.31     | 0.00%             | 2044-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE and CO                                                                    | DEERE and CO 3.9% 06/09/2042                                                                      | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8721.31      | 0.00%             | 2042-06-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INTL FIN BV                                                    | DEUTSCHE TELEKOM INTL FIN BV 9.25% 06/01/2032                                                     | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $62640.41     | 0.01%             | 2032-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 4.125% 12/01/2041                                                        | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48684.37     | 0.01%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 3.7% 12/01/2042                                                          | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41094.91     | 0.01%             | 2042-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 4.125% 06/01/2044                                                        | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68481.38     | 0.01%             | 2044-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 4.375% 11/15/2042                                                                 | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16151.39     | 0.00%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 4.25% 10/01/2034                                                                  | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96913.68     | 0.02%             | 2034-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP OPERATING LP 4.5% 07/01/2044                                                                  | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44645.34     | 0.01%             | 2044-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP OPERATING LP 4.5% 06/01/2045                                                                  | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17796.08     | 0.00%             | 2045-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | EATON CORP 4% 11/02/2032                                                                          | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49290.24     | 0.01%             | 2032-11-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 4% 07/15/2042                                                                            | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41640.41     | 0.01%             | 2042-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS LP                                                     | ENBRIDGE ENERGY PARTNERS LP 7.5% 04/15/2038                                                       | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $83180.67     | 0.01%             | 2038-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 7.55% 04/15/2038                                                        | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $66986.03     | 0.01%             | 2038-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 5.7% 02/15/2042                                                         | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20583.28     | 0.00%             | 2042-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 5.1% 02/15/2045                                                         | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47877.64     | 0.01%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                                            | LAUDER ESTEE COS INC 6% 05/15/2037                                                                | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43755.60     | 0.01%             | 2037-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 04/01/2045#G08635                                                                  | CUSIP: 3128MJV56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19748 | PA      | $18121.90     | 0.00%             | 2045-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 03/01/2045#G08631                                                                  | CUSIP: 3128MJVZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15099 | PA      | $13865.16     | 0.00%             | 2045-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 09/45#G08669                                                                       | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33650 | PA      | $32897.21     | 0.01%             | 2045-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.0% 07/01/2045#G08653                                                                  | CUSIP: 3128MJWP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5345 | PA      | $4899.25      | 0.00%             | 2045-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.0% 09/01/2040#C03520                                                                  | CUSIP: 31292K4D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3857 | PA      | $3805.46      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2040#A95825                                                                    | CUSIP: 312944PJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12566 | PA      | $12395.58     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2041#A96413                                                                    | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11655 | PA      | $11496.55     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2042#Z40054                                                                    | CUSIP: 3132FCBX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4197 | PA      | $4138.85      | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FREDDIE MAC 6.25% 07/15/2032                                                                      | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    130000 | PA      | $148460.73    | 0.02%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 6.625% 11/15/2030                                                                      | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    229000 | PA      | $259867.86    | 0.04%             | 2030-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2040#190405                                                                    | CUSIP: 31368HNW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1930 | PA      | $1902.98      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2041#AH4763                                                                    | CUSIP: 3138A6JH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1985 | PA      | $1953.09      | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2041#AJ8083                                                                    | CUSIP: 3138E06V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24825 | PA      | $24420.49     | 0.00%             | 2041-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2042#AJ7547                                                                    | CUSIP: 3138E0L56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22000 | PA      | $21603.04     | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.0% 05/01/2041#AL0390                                                                  | CUSIP: 3138EGNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78946 | PA      | $80851.23     | 0.01%             | 2041-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2041#AL0935                                                                    | CUSIP: 3138EHBD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3414 | PA      | $3362.85      | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2039#AL0939                                                                  | CUSIP: 3138EHBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9790 | PA      | $9860.69      | 0.00%             | 2039-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 04/01/2043#AT2016                                                                  | CUSIP: 3138WPG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33476 | PA      | $30953.94     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 5/43#AT2722                                                                        | CUSIP: 3138WQAY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47918 | PA      | $44325.02     | 0.01%             | 2043-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 08/01/2043#AU3735                                                                  | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35789 | PA      | $33077.65     | 0.01%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.0% 06/41#AZ7903                                                                            | CUSIP: 3140E0X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14659 | PA      | $14433.04     | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 10/40 #890267                                                                          | CUSIP: 31410LCC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3161 | PA      | $3114.50      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 8/39 #AC1578                                                                           | CUSIP: 31417KXG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5305 | PA      | $5233.65      | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 4.00% 2/41 #AE0949                                                                           | CUSIP: 31419BBT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4545 | PA      | $4476.68      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                        | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   7984053 | NS      | $7985649.39   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 8.25% 03/01/2038                                                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $24776.60     | 0.00%             | 2038-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | FREEPORT-MCMORAN INC 5.45% 03/15/2043                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82764.78     | 0.01%             | 2043-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 03/20/2043#MA0851                                                                    | CUSIP: 36179M5L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2950 | PA      | $2742.86      | 0.00%             | 2043-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 07/20/2042#MA0219                                                                    | CUSIP: 36179MG46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3905 | PA      | $3636.97      | 0.00%             | 2042-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 01/20/2043#MA0698                                                                    | CUSIP: 36179MX39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2876 | PA      | $2675.84      | 0.00%             | 2043-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.0% 08/20/2043#MA1223                                                                    | CUSIP: 36179NLC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3193 | PA      | $2963.81      | 0.00%             | 2043-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 8% 11/01/2031                                                                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $73968.83     | 0.01%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                                    | GE AEROSPACE 5.875% 01/14/2038                                                                    | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82407.43     | 0.01%             | 2038-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                                    | GE AEROSPACE 6.75% 03/15/2032                                                                     | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $45626.76     | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5% 04/01/2035                                                                   | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29648.84     | 0.00%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.2% 04/01/2045                                                                 | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181829.86    | 0.03%             | 2045-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 4.8% 04/01/2044                                                               | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48737.07     | 0.01%             | 2044-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 4.5% 02/01/2045                                                               | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27023.85     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 3.65% 03/01/2026                                                              | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174782.68    | 0.03%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC                                                     | GLAXOSMITHKLINE CAPITAL INC 6.375% 05/15/2038                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     82000 | PA      | $93315.12     | 0.02%             | 2038-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 6.125% 02/15/2033                                                   | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44111.90     | 0.01%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037                                                    | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    180000 | PA      | $202745.70    | 0.03%             | 2037-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 6.25% 02/01/2041                                                    | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $82890.08     | 0.01%             | 2041-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 6.45% 05/01/2036                                                    | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22076.34     | 0.00%             | 2036-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.15% 05/22/2045                                                    | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19044.91     | 0.00%             | 2045-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRAINGER (W.W.) INC                                                             | GRAINGER (W.W.) INC 4.6% 06/15/2045                                                               | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18311.83     | 0.00%             | 2045-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB DE CV                                                        | GRUPO TELEVISA SAB DE CV 6.625% 01/15/2040                                                        | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     60000 | PA      | $55331.40     | 0.01%             | 2040-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.1% 01/14/2042                                                                 | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $76599.28     | 0.01%             | 2042-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 6.7% 09/15/2038                                                                    | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11236.30     | 0.00%             | 2038-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 4.85% 11/15/2035                                                                   | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9948.10      | 0.00%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 5% 11/15/2045                                                                      | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    126000 | PA      | $114963.69    | 0.02%             | 2045-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 6% 09/15/2041                                                                              | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174628.02    | 0.03%             | 2041-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 5.875% 12/16/2036                                                                  | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43721.82     | 0.01%             | 2036-12-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 5.4% 09/15/2040                                                                    | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62462.60     | 0.01%             | 2040-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.2% 04/01/2043                                                                    | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43932.07     | 0.01%             | 2043-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.4% 03/15/2045                                                                    | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79730.52     | 0.01%             | 2045-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                             | HUNGARY REPUBLIC OF 7.625% 03/29/2041                                                             | CUSIP: 445545AF3<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |     30000 | PA      | $35356.80     | 0.01%             | 2041-03-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                         | ILLINOIS TOOL WORKS INC 4.875% 09/15/2041                                                         | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9793.77      | 0.00%             | 2041-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                         | ILLINOIS TOOL WORKS INC 3.9% 09/01/2042                                                           | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25629.65     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | VOYA FINANCIAL INC 5.7% 07/15/2043                                                                | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20179.30     | 0.00%             | 2043-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 3.2% 08/07/2042                                                           | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    123000 | PA      | $101768.40    | 0.02%             | 2042-08-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 4.75% 02/15/2035                                                 | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94727.26     | 0.02%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 5.6% 11/30/2039                                                                   | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115552.95    | 0.02%             | 2039-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                          | INTERNATIONAL PAPER CO 7.3% 11/15/2039                                                            | CUSIP: 460146CF8<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     50000 | PA      | $58946.94     | 0.01%             | 2039-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 6.4% 05/15/2038                                                             | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     86000 | PA      | $98445.67     | 0.02%             | 2038-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.95% 06/01/2045                                                            | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     92000 | PA      | $88206.53     | 0.01%             | 2045-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMBB COML MTG SECS TR 2014-C24                                                 | JPMBB 2014-C24 A5 3.6385% 11/47                                                                   | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7015 | PA      | $6900.07      | 0.00%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                       | KELLANOVA 7.45% 04/01/2031                                                                        | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $46073.67     | 0.01%             | 2031-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                                               | NATIONAL GRID USA 5.803% 04/01/2035                                                               | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10510.89     | 0.00%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 0% 04/18/2036                                                      | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    125000 | PA      | $81789.09     | 0.01%             | 2036-04-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 6.875% 01/26/2039                                                            | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22448.93     | 0.00%             | 2039-01-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5% 04/15/2042                                                                           | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47407.46     | 0.01%             | 2042-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE BV                                                    | LYB INTL FIN BV 5.25% 07/15/2043                                                                  | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $44009.38     | 0.01%             | 2043-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE BV                                                    | LYB INTL FIN BV 4.875% 03/15/2044                                                                 | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $16820.02     | 0.00%             | 2044-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                                                                  | LEGG MASON INC 5.625% 01/15/2044                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10052.29     | 0.00%             | 2044-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 5.55% 03/15/2037                                                                 | CUSIP: 532457BA5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109450.60    | 0.02%             | 2037-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 3.7% 03/01/2045                                                                  | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90169.67     | 0.01%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL INDS NV                                                          | LYONDELLBASELL INDS NV 4.625% 02/26/2055                                                          | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |     40000 | PA      | $30784.69     | 0.00%             | 2055-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 4.75% 09/15/2044                                                          | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     88000 | PA      | $76482.48     | 0.01%             | 2044-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 3.75% 03/14/2026                                                       | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219762.22    | 0.04%             | 2026-03-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 6.3% 03/01/2038                                                                    | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $67155.24     | 0.01%             | 2038-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.625% 05/01/2043                                                                  | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56490.32     | 0.01%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.7% 12/09/2035                                                                    | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20071.93     | 0.00%             | 2035-12-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION CO                                                       | MEAD JOHNSON NUTRITION CO 4.6% 06/01/2044                                                         | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18096.01     | 0.00%             | 2044-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                   | MEDTRONIC INC 4.375% 03/15/2035                                                                   | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    157000 | PA      | $155546.85    | 0.03%             | 2035-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 6.11% 01/29/2037                                                      | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217665.96    | 0.04%             | 2037-01-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 5.7% 06/15/2035                                                                       | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64347.21     | 0.01%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 6.4%/VAR 12/15/2066                                                                   | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73555.09     | 0.01%             | 2066-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 4.125% 08/13/2042                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86193.57     | 0.01%             | 2042-08-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.75% 02/12/2045                                                                   | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42562.95     | 0.01%             | 2045-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.95% 04/23/2027                                                                   | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49996.12     | 0.01%             | 2027-04-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                       | MOSAIC CO NEW 5.625% 11/15/2043                                                                   | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19435.84     | 0.00%             | 2043-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                       | MYLAN INC 5.4% 11/29/2043                                                                         | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25994.52     | 0.00%             | 2043-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 4.8% 02/15/2044                                                                      | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36366.13     | 0.01%             | 2044-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 3.7% 09/21/2042                                                                 | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92556.71     | 0.01%             | 2042-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 5.3% 06/01/2042                                                        | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84272.08     | 0.01%             | 2042-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 3.75% 04/01/2045                                                       | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19959.30     | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                               | ONEOK PARTNERS LP 6.65% 10/01/2036                                                                | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54833.56     | 0.01%             | 2036-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.9% 05/15/2035                                                                       | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44195.48     | 0.01%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.125% 05/15/2045                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    110000 | PA      | $82959.23     | 0.01%             | 2045-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.375% 05/15/2055                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36623.24     | 0.01%             | 2055-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                          | ORANGE 5.5% 02/06/2044                                                                            | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     60000 | PA      | $59676.63     | 0.01%             | 2044-02-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 6.25% 05/15/2038                                                             | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22546.06     | 0.00%             | 2038-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 4.2% 11/21/2034                                                              | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73489.25     | 0.01%             | 2034-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 3.6% 08/13/2042                                                                       | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    105000 | PA      | $86710.91     | 0.01%             | 2042-08-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 6.375% 10/23/2034                                                         | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    100000 | PA      | $112596.00    | 0.02%             | 2034-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 5.875% 05/01/2042                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54838.05     | 0.01%             | 2042-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 4.65% 11/15/2034                                                                      | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64019.71     | 0.01%             | 2034-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 4.9% 02/15/2045                                                    | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $17580.47     | 0.00%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER CO                                                       | POTOMAC ELECTRIC POWER CO 6.5% 11/15/2037                                                         | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34097.34     | 0.01%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                   | PRINCIPAL FINL GROUP INC 6.05% 10/15/2036                                                         | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54733.34     | 0.01%             | 2036-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                              | PUBLIC SERVICE ELECTRIC AND GAS CO 5.8% 05/01/2037                                                | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37957.42     | 0.01%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                              | PUBLIC SERVICE ELECTRIC AND GAS CO 3.65% 09/01/2042                                               | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81928.23     | 0.01%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PULTE GROUP INC                                                                 | PULTE GROUP INC 7.875% 06/15/2032                                                                 | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $35177.40     | 0.01%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 4.65% 05/20/2035                                                                     | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146529.29    | 0.02%             | 2035-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 4.125% 10/15/2026                                                              | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75034.16     | 0.01%             | 2026-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                           | REGIONS FINL CORP NEW 7.375% 12/10/2037                                                           | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23159.61     | 0.00%             | 2037-12-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 4.125% 11/20/2045                                                   | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     20000 | PA      | $17720.00     | 0.00%             | 2045-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 4.375% 10/27/2027                                                   | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     10000 | PA      | $10035.00     | 0.00%             | 2027-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LTD                                                     | RIO TINTO FINANCE (USA) LTD 5.2% 11/02/2040                                                       | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $50478.43     | 0.01%             | 2040-11-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | RIO TINTO FIN USA PLC 4.125% 08/21/2042                                                           | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $60930.03     | 0.01%             | 2042-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 7.5% 08/15/2038                                                         | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $70108.37     | 0.01%             | 2038-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 4.75% 03/15/2042                                                          | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51215.98     | 0.01%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO/THE                                                               | JM SMUCKER CO/THE 4.25% 03/15/2035                                                                | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47496.91     | 0.01%             | 2035-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 3.75% 09/15/2042                                                       | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16278.09     | 0.00%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                                                        | SOUTHERN COPPER CORP DEL 5.25% 11/08/2042                                                         | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125002.80    | 0.02%             | 2042-11-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 4.3% 06/15/2045                                                                    | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17083.31     | 0.00%             | 2045-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 4% 07/01/2042                                                                         | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42763.18     | 0.01%             | 2042-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | TELEFONICA EMISIONES SAU 7.045% 06/20/2036                                                        | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    226000 | PA      | $254701.13    | 0.04%             | 2036-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 6.55% 05/01/2037                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51113.56     | 0.01%             | 2037-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 7.3% 07/01/2038                                                             | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $101131.82    | 0.02%             | 2038-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 5.875% 11/15/2040                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27868.76     | 0.00%             | 2040-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 7.625% 01/15/2039                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $60075.78     | 0.01%             | 2039-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 5% 10/16/2043                                                           | CUSIP: 89352HAL3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47679.03     | 0.01%             | 2043-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 4.625% 03/01/2034                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49080.73     | 0.01%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | TRANSCONTINENTAL GAS LINE LLC 4.45% 08/01/2042                                                    | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $92966.57     | 0.01%             | 2042-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 6.25% 06/15/2037                                                                | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44883.01     | 0.01%             | 2037-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 5.35% 11/01/2040                                                                | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128161.47    | 0.02%             | 2040-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 4.875% 08/15/2034                                                                 | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75133.40     | 0.01%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP 5.9% 11/15/2032                                                             | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     80000 | PA      | $87775.30     | 0.01%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.875% 02/01/2055                                                              | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15377.70     | 0.00%             | 2055-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 4.05% 11/15/2045                                                               | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100256.28    | 0.02%             | 2045-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 7.5% 04/08/2033                                                      | CUSIP: 91086QAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     55000 | PA      | $63208.75     | 0.01%             | 2033-04-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.75% 03/08/2044                                                     | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    100000 | PA      | $83200.00     | 0.01%             | 2044-03-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 5.55% 01/21/2045                                                     | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     45000 | PA      | $41883.75     | 0.01%             | 2045-01-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 02/15/2036                                                       | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $1045.04      | 0.00%             | 2036-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 5% 05/15/2037                                                         | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $10837.50     | 0.00%             | 2037-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 05/15/2038                                                       | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $46464.26     | 0.01%             | 2038-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.375% 11/15/2039                                                     | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     24000 | PA      | $24040.31     | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.375% 05/15/2040                                                     | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $44906.84     | 0.01%             | 2040-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.875% 08/15/2040                                                     | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $18823.44     | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.75% 08/15/2041                                                      | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     48000 | PA      | $44043.75     | 0.01%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.125% 11/15/2041                                                     | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $63190.43     | 0.01%             | 2041-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 05/15/2042                                                         | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13000 | PA      | $10669.65     | 0.00%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.75% 08/15/2042                                                      | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41000 | PA      | $32301.91     | 0.01%             | 2042-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.75% 11/15/2042                                                      | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4000 | PA      | $3136.41      | 0.00%             | 2042-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.125% 02/15/2043                                                     | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $103188.48    | 0.02%             | 2043-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.625% 08/15/2043                                                     | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     47000 | PA      | $41422.42     | 0.01%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.75% 11/15/2043                                                      | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     39000 | PA      | $34897.38     | 0.01%             | 2043-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.375% 05/15/2044                                                     | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    198000 | PA      | $167000.63    | 0.03%             | 2044-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.125% 08/15/2044                                                     | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    238000 | PA      | $192659.14    | 0.03%             | 2044-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 11/15/2044                                                         | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7000 | PA      | $5537.38      | 0.00%             | 2044-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 05/15/2045                                                         | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    121000 | PA      | $95259.14     | 0.02%             | 2045-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.875% 08/15/2045                                                     | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     95000 | PA      | $72990.43     | 0.01%             | 2045-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 11/15/2045                                                         | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8000 | PA      | $6261.56      | 0.00%             | 2045-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.8% 03/15/2036                                                            | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53800.00     | 0.01%             | 2036-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 6.625% 11/15/2037                                                          | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57188.88     | 0.01%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 6.875% 02/15/2038                                                          | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    185000 | PA      | $215855.10    | 0.03%             | 2038-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.375% 03/15/2042                                                          | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49196.51     | 0.01%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.75% 07/15/2045                                                           | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64050.38     | 0.01%             | 2045-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.75% 11/01/2041                                                       | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    189000 | PA      | $173871.80    | 0.03%             | 2041-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.862% 08/21/2046                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54245.89     | 0.01%             | 2046-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 7.875% 07/30/2030                                                                | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22189.23     | 0.00%             | 2030-07-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 6.15% 02/27/2037                                                               | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     18000 | PA      | $19733.05     | 0.00%             | 2037-02-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                   | WACHOVIA CORP 5.5% 08/01/2035                                                                     | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62525.70     | 0.01%             | 2035-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.625% 05/15/2042                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27182.42     | 0.00%             | 2042-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.65% 01/15/2043                                                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58823.76     | 0.01%             | 2043-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.606% 01/15/2044                                                          | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100808.29    | 0.02%             | 2044-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.9% 05/01/2045                                                            | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82534.80     | 0.01%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.9% 11/17/2045                                                            | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    280000 | PA      | $255494.11    | 0.04%             | 2045-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 5.45% 04/01/2044                                                          | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45809.03     | 0.01%             | 2044-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                            | WESTERN UN CO 6.2% 11/17/2036                                                                     | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15713.10     | 0.00%             | 2036-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                                | WESTROCK MWV LLC 7.95% 02/15/2031                                                                 | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57800.30     | 0.01%             | 2031-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                       | WYETH LLC 6.5% 02/01/2034                                                                         | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113334.69    | 0.02%             | 2034-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                       | WYETH LLC 6% 02/15/2036                                                                           | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109657.22    | 0.02%             | 2036-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 4.3% 12/14/2045                                                                          | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57543.61     | 0.01%             | 2045-12-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.5% 12/16/2025                                                               | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $85001.28     | 0.01%             | 2025-12-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.5% 02/15/2046                                                       | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     89000 | PA      | $63513.32     | 0.01%             | 2046-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 3.45% 02/19/2026                                                                  | CUSIP: 459200JG7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    166000 | PA      | $165730.90    | 0.03%             | 2026-02-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/20/2046#MA3454                                                                    | CUSIP: 36179RZT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97702 | PA      | $91947.43     | 0.01%             | 2046-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 2.75% 03/01/2026                                                     | CUSIP: 136375CJ9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    141000 | PA      | $140544.34    | 0.02%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 5.15% 03/15/2042                                                                     | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57824.02     | 0.01%             | 2042-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                     | HUBBELL INC 3.35% 03/01/2026                                                                      | CUSIP: 443510AG7<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60000.00     | 0.01%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                         | MANULIFE FINANCIAL CORP 5.375% 03/04/2046                                                         | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30045.56     | 0.00%             | 2046-03-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.65% 03/24/2026                                                         | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    221000 | PA      | $221124.01    | 0.04%             | 2026-03-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 4.55% 04/01/2046                                                                       | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73204.08     | 0.01%             | 2046-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 4.5% 04/01/2046                                                                        | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43620.36     | 0.01%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.45% 04/15/2046                                                                      | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17105.38     | 0.00%             | 2046-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 3.4% 04/15/2026                                                                       | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189456.44    | 0.03%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2046#BC0791                                                                  | CUSIP: 3140EU2Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9998 | PA      | $9446.59      | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 04/20/2046#MA3597                                                                    | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74196 | PA      | $69826.14     | 0.01%             | 2046-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 3.1% 04/27/2026                                                                    | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49809.39     | 0.01%             | 2026-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.5% 05/15/2046                                                       | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     83000 | PA      | $59049.96     | 0.01%             | 2046-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.75% 05/18/2046                                                                    | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53480.52     | 0.01%             | 2046-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.1% 05/19/2046                                                                        | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54874.69     | 0.01%             | 2046-05-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 2.875% 06/01/2026                                                                 | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168892.60    | 0.03%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAXALTA INC                                                                     | BAXALTA INC 5.25% 06/23/2045                                                                      | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131100.06    | 0.02%             | 2045-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 2.9% 06/15/2026                                                             | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99427.71     | 0.02%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | VOYA FINANCIAL INC 3.65% 06/15/2026                                                               | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59857.06     | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/46#MA3663                                                                         | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35603 | PA      | $33505.66     | 0.01%             | 2046-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.85% 06/15/2046                                                     | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40029.63     | 0.01%             | 2046-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.65% 07/15/2026                                                                      | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    242000 | PA      | $239770.89    | 0.04%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                  | ITC HLDGS CORP 3.25% 06/30/2026                                                                   | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49721.99     | 0.01%             | 2026-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.35% 01/15/2027                                                                     | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83500.11     | 0.01%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.4% 07/15/2046                                                                      | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106557.69    | 0.02%             | 2046-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.125% 07/25/2028                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    154000 | PA      | $154035.59    | 0.02%             | 2028-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 3.75% 07/28/2026                                                             | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114636.69    | 0.02%             | 2026-07-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL 3.7% 08/04/2026                                                               | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29874.08     | 0.00%             | 2026-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                          | INTERNATIONAL PAPER CO 4.4% 08/15/2047                                                            | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16720.42     | 0.00%             | 2047-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.25% 08/15/2046                                                      | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6000 | PA      | $4050.00      | 0.00%             | 2046-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/46#G08716                                                                       | CUSIP: 3128MJYN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68799 | PA      | $64884.85     | 0.01%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 2.4% 08/09/2026                                                        | CUSIP: 14912L6T3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138599.65    | 0.02%             | 2026-08-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP 2.75% 10/01/2026                                                             | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39512.29     | 0.01%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | KIMCO REALTY OP LLC 2.8% 10/01/2026                                                               | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148589.14    | 0.02%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 5% 05/01/2029#MA0082                                                                    | CUSIP: 31417YCU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25901 | PA      | $26124.44     | 0.00%             | 2029-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 08/20/2046#MA3873                                                                      | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143134 | PA      | $131123.42    | 0.02%             | 2046-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2028#890560                                                                  | CUSIP: 31410LMH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12846 | PA      | $12672.65     | 0.00%             | 2028-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                   | BALTIMORE GAS and ELECTRIC CO 3.5% 08/15/2046                                                     | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37653.72     | 0.01%             | 2046-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 07/20/2046#MA3802                                                                      | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28569 | PA      | $26171.92     | 0.00%             | 2046-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 3.625%/VAR 09/15/2031                                                       | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $74536.54     | 0.01%             | 2031-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 3.4% 09/15/2026                                                                | CUSIP: 91913YAU4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49725.18     | 0.01%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.57% 07/25/2026                                                   | CUSIP: 3137BRQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73240 | PA      | $72587.33     | 0.01%             | 2026-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.125% 09/19/2046                                                                           | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35387.54     | 0.01%             | 2046-09-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 2.375% 10/06/2026                                                                     | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217401.75    | 0.04%             | 2026-10-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 3.01% 10/19/2026                                                     | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    120000 | PA      | $118977.74    | 0.02%             | 2026-10-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.2% 10/21/2026                                                                     | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    191000 | PA      | $189589.76    | 0.03%             | 2026-10-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                         | ILLINOIS TOOL WORKS INC 2.65% 11/15/2026                                                          | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49458.82     | 0.01%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#MA2806                                                                    | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32980 | PA      | $29938.01     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2% 11/15/2026                                                                           | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $108299.30    | 0.02%             | 2026-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                   | PRINCIPAL FINL GROUP INC 3.1% 11/15/2026                                                          | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69377.76     | 0.01%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                   | PRINCIPAL FINL GROUP INC 4.3% 11/15/2046                                                          | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17235.17     | 0.00%             | 2046-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 2.95% 11/21/2026                                                                   | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183518.71    | 0.03%             | 2026-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 4.75% 11/30/2036                                                              | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45752.97     | 0.01%             | 2036-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.183% 11/25/2027                                                     | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95122.87     | 0.02%             | 2027-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 02/20/2046#MA3453                                                                      | CUSIP: 36179RZS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63426 | PA      | $58104.19     | 0.01%             | 2046-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                        | ARCH CAP FIN LLC 4.011% 12/15/2026                                                                | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169942.68    | 0.03%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                        | ARCH CAP FIN LLC 5.031% 12/15/2046                                                                | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9513.08      | 0.00%             | 2046-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | ALLSTATE CORP 4.2% 12/15/2046                                                                     | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25178.17     | 0.00%             | 2046-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.834% 10/23/2055 | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29476.34     | 0.00%             | 2055-10-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO 5.291% 12/08/2046                                                                   | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109694.95    | 0.02%             | 2046-12-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2046#AS8483                                                                    | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10851 | PA      | $9850.41      | 0.00%             | 2046-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2046#MA2737                                                                    | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12397 | PA      | $11287.94     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                              | JOHNSON CTLS INTL PLC 5.125% 09/14/2045                                                           | CUSIP: 478375AS7<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     14000 | PA      | $13123.44     | 0.00%             | 2045-09-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 4.4% 01/15/2047                                                                        | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65800.61     | 0.01%             | 2047-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.35% 01/30/2047                                                       | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25830.68     | 0.00%             | 2047-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                         | CBOE GLOBAL MARKETS INC 3.65% 01/12/2027                                                          | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59764.46     | 0.01%             | 2027-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 2.75% 01/19/2027                                                                | CUSIP: 50064FAM6<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $197889.41    | 0.03%             | 2027-01-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.625% 01/20/2027                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    268000 | PA      | $267138.02    | 0.04%             | 2027-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 4.25% 02/06/2047                                                                   | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54698.06     | 0.01%             | 2047-02-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.3% 02/06/2027                                                                    | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348761.07    | 0.06%             | 2027-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.25% 02/15/2027                                                                        | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    134000 | PA      | $131890.55    | 0.02%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 4.1% 02/09/2027                                                              | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49962.15     | 0.01%             | 2027-02-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.125% 03/01/2027                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239767.91    | 0.04%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS ENERGY CORP 3.45% 08/15/2027                                                                  | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59364.64     | 0.01%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/47#MA4262                                                                         | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7845 | PA      | $7373.50      | 0.00%             | 2047-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE II BV                                                 | LYB INTERNATIONAL FINANCE II BV 3.5% 03/02/2027                                                   | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |     90000 | PA      | $89478.50     | 0.01%             | 2027-03-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 3.35% 03/08/2027                                                             | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    115000 | PA      | $114406.88    | 0.02%             | 2027-03-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                           | RPM INTERNATIONAL INC 3.75% 03/15/2027                                                            | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49719.99     | 0.01%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 3.625% 03/03/2037                                                             | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105396.13    | 0.02%             | 2037-03-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | TELEFONICA EMISIONES SAU 4.103% 03/08/2027                                                        | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $149809.95    | 0.02%             | 2027-03-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.041%/VAR 03/13/2028                                                           | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    211000 | PA      | $210616.07    | 0.03%             | 2028-03-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 4.75% 04/15/2043                                                              | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19323.64     | 0.00%             | 2043-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BLACKROCK INC 3.2% 03/15/2027                                                                     | CUSIP: 09247XAN1<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218517.13    | 0.04%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 3.95% 03/29/2027                                                                     | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $259587.49    | 0.04%             | 2027-03-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | APPLIED MATERIALS INC 4.35% 04/01/2047                                                            | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     76000 | PA      | $66900.02     | 0.01%             | 2047-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                           | PROGRESSIVE CORP OHIO 4.125% 04/15/2047                                                           | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42241.04     | 0.01%             | 2047-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 04/20/2047#MA4383                                                                      | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17055 | PA      | $16539.21     | 0.00%             | 2047-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 3.75% 06/01/2027                                                                     | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49765.87     | 0.01%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.05% 05/03/2047                                                                    | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    112000 | PA      | $90120.92     | 0.01%             | 2047-05-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.1% 05/03/2027                                                                     | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33568.26     | 0.01%             | 2027-05-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.244%/VAR 04/24/2038                                                 | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70837.97     | 0.01%             | 2038-04-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 4% 05/02/2047                                                                         | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66836.45     | 0.01%             | 2047-05-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 3.9% 05/04/2047                                                               | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16080.56     | 0.00%             | 2047-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 4.836% 05/09/2028                                                                    | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $216360.90    | 0.03%             | 2028-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 4.5% 06/01/2047                                                               | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     54000 | PA      | $46864.88     | 0.01%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 3.45% 06/01/2027                                                              | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297320.63    | 0.05%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 05/15/2047                                                         | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17000 | PA      | $13090.00     | 0.00%             | 2047-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.375% 05/15/2027                                                                       | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     22000 | PA      | $21634.77     | 0.00%             | 2027-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                             | NORTHERN TRUST CORP 3.375%/VAR 05/08/2032                                                         | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29523.02     | 0.00%             | 2032-05-08      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                  | BANK 2017-BNK4 ASB 3.419 05/15/2050                                                               | CUSIP: 06541FAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20056 | PA      | $19962.25     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                    | SABINE PASS LIQUEFACTION LLC 5% 03/15/2027                                                        | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160937.48    | 0.03%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 4.375% 05/15/2047                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    165000 | PA      | $139306.39    | 0.02%             | 2047-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                  | EPR PPTYS 4.5% 06/01/2027                                                                         | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50028.12     | 0.01%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 4.3% 05/20/2047                                                                      | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47083.15     | 0.01%             | 2047-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 3.25% 05/20/2027                                                                     | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119121.78    | 0.02%             | 2027-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 3.75% 06/15/2027                                                                 | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25824.08     | 0.00%             | 2027-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.691%/VAR 06/05/2028                                               | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    795000 | PA      | $789604.42    | 0.13%             | 2028-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | CARDINAL HEALTH INC 3.41% 06/15/2027                                                              | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69343.43     | 0.01%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 3.75% 06/01/2047                                                    | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     85000 | PA      | $65540.53     | 0.01%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.875% 06/15/2047                                                    | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     44000 | PA      | $34957.13     | 0.01%             | 2047-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 3% 06/15/2027                                                                   | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98800.75     | 0.02%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.5% 06/15/2047                                                                           | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48155.27     | 0.01%             | 2047-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.55% 07/15/2027                                                              | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99049.98     | 0.02%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2047#BE7499                                                                    | CUSIP: 3140FTKM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58132 | PA      | $52769.58     | 0.01%             | 2047-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 4.65% 01/15/2048                                                                        | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26330.32     | 0.00%             | 2048-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.593%/VAR 07/21/2028                                                 | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44650.79     | 0.01%             | 2028-07-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                          | INTERNATIONAL PAPER CO 4.35% 08/15/2048                                                           | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24645.66     | 0.00%             | 2048-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.25% 08/15/2027                                                                        | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35000 | PA      | $34258.98     | 0.01%             | 2027-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                         | DIGITAL REALTY TRUST LP 3.7% 08/15/2027                                                           | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25820.89     | 0.00%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 2.95% 09/01/2027                                                              | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88541.86     | 0.01%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 3.75% 09/01/2047                                                              | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62480.51     | 0.01%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2047#MA3120                                                                  | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57418 | PA      | $53945.03     | 0.01%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 3.3% 08/23/2029                                                         | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38928.42     | 0.01%             | 2029-08-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                | WESTINGHOUSE AIR BRAKE TECH CORP 3.45% 11/15/2026                                                 | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29820.11     | 0.00%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 08/01/2032#MA3090                                                                    | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16696 | PA      | $16310.61     | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 2.75% 09/15/2027                                                                         | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201773.46    | 0.03%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.6% 09/15/2037                                                                | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    145000 | PA      | $130205.31    | 0.02%             | 2037-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 4.5%/VAR 09/15/2047                                                           | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79020.06     | 0.01%             | 2047-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#BD0824                                                                    | CUSIP: 3140F74J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234064 | PA      | $209108.74    | 0.03%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.6% 02/10/2048                                                      | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     50000 | PA      | $39344.00     | 0.01%             | 2048-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 3% 10/15/2027                                                                         | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316066.92    | 0.05%             | 2027-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                       | TARGA RES P LP/TARGA RES P FIN 5% 01/15/2028                                                      | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125018.02    | 0.02%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 3.9% 11/15/2047                                                                       | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35944.34     | 0.01%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 3.244% 08/25/2027                                                  | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70000 | PA      | $69311.96     | 0.01%             | 2027-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 2.95% 10/15/2027                                                           | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127903.43    | 0.02%             | 2027-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC 4.875% 04/15/2028                                                                     | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132884.06    | 0.02%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 2.5% 11/02/2027                                                            | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    726000 | PA      | $711575.23    | 0.11%             | 2027-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.52%/VAR 10/27/2028                                                                | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188034.58    | 0.03%             | 2028-10-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.017%/VAR 10/31/2038                                               | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    155000 | PA      | $140846.93    | 0.02%             | 2038-10-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.75% 11/15/2047                                                      | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     23000 | PA      | $16812.46     | 0.00%             | 2047-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.25% 11/15/2027                                                                        | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $97632.81     | 0.02%             | 2027-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3% 11/13/2027                                                                           | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192999.17    | 0.03%             | 2027-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                  | LANDWIRTSCHAFTLICHE RENTENBANK 2.5% 11/15/2027                                                    | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    230000 | PA      | $225356.10    | 0.04%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 10/20/2047#MA4778                                                                    | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3204 | PA      | $3005.34      | 0.00%             | 2047-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.8% 11/15/2037                                                                       | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91488.86     | 0.01%             | 2037-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                       | MOSAIC CO NEW 4.05% 11/15/2027                                                                    | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69977.00     | 0.01%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 3.5% 01/15/2048                                                               | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    145000 | PA      | $114333.94    | 0.02%             | 2048-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 3.05% 11/15/2027                                                        | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138142.54    | 0.02%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 3.75% 11/15/2047                                                        | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     58000 | PA      | $45631.57     | 0.01%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2047#MA3210                                                                  | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147439 | PA      | $138519.80    | 0.02%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 3.65% 12/01/2027                                                              | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238340.28    | 0.04%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 2.5% 11/22/2027                                                  | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195982.60    | 0.03%             | 2027-11-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 11/20/2047#MA4836                                                                      | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15690 | PA      | $14333.90     | 0.00%             | 2047-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD 3.4% 12/06/2027                                                         | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    285000 | PA      | $282178.50    | 0.05%             | 2027-12-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 3.375% 12/01/2027                                                         | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123725.39    | 0.02%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD 4% 12/06/2037                                                           | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    220000 | PA      | $203610.00    | 0.03%             | 2037-12-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                              | PUBLIC SERVICE ELECTRIC AND GAS CO 3.6% 12/01/2047                                                | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     87000 | PA      | $66785.86     | 0.01%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/47#MA4901                                                                           | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12859 | PA      | $12453.81     | 0.00%             | 2047-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.6% 01/15/2028                                                               | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108862.28    | 0.02%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2032#BJ5864                                                                  | CUSIP: 3140H7QS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107671 | PA      | $103803.96    | 0.02%             | 2032-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 12/20/2047#MA4899                                                                      | CUSIP: 36179TNQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93500 | PA      | $85420.29     | 0.01%             | 2047-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 4% 02/01/2048                                                                              | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     86000 | PA      | $66554.92     | 0.01%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 3.4% 02/01/2028                                                                            | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25613.02     | 0.00%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 3.8% 02/01/2038                                                                            | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25961.85     | 0.00%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2048#G08800                                                                  | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78776 | PA      | $74048.09     | 0.01%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 3.25% 01/17/2028                                                                  | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    370000 | PA      | $362252.39    | 0.06%             | 2028-01-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 3.8% 10/01/2047                                                                     | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     65000 | PA      | $48693.95     | 0.01%             | 2047-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2033#MA3283                                                                    | CUSIP: 31418CUH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7419 | PA      | $7238.24      | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2048#MA3238                                                                  | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60974 | PA      | $57247.16     | 0.01%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.875% 01/23/2028                       | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149187.97    | 0.02%             | 2028-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP                                                      | TOLL BROS FIN CORP 4.35% 02/15/2028                                                               | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40151.52     | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                                                       | PNC BANK NA PITTSBURGH PA 3.25% 01/22/2028                                                        | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267145.78    | 0.04%             | 2028-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.772%/VAR 01/24/2029                                                              | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    510000 | PA      | $506625.92    | 0.08%             | 2029-01-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 3.8% 01/31/2028                                                              | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208879.23    | 0.03%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 3.24% 02/06/2028                                                                | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    230000 | PA      | $225860.00    | 0.04%             | 2028-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                          | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 3.337% 12/15/2027                                       | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $237201.24    | 0.04%             | 2027-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                          | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 4.08% 12/15/2047                                        | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $48508.94     | 0.01%             | 2047-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 02/15/2028                                                                        | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    492000 | PA      | $484312.50    | 0.08%             | 2028-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 02/15/2048                                                         | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4000 | PA      | $3055.47      | 0.00%             | 2048-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.9% 04/15/2058                                                                           | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41558.82     | 0.01%             | 2058-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.5% 04/15/2038                                                                           | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     48000 | PA      | $44038.48     | 0.01%             | 2038-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                   | MCKESSON CORP 3.95% 02/16/2028                                                                    | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70051.64     | 0.01%             | 2028-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 01/48#MA4962                                                                         | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49184 | PA      | $46072.07     | 0.01%             | 2048-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                       | LINCOLN NATIONAL CORP IND 3.8% 03/01/2028                                                         | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75488.35     | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 4% 03/01/2048                                                              | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     86000 | PA      | $69643.24     | 0.01%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDCO INC                                                   | TRANE TECHNOLOGIES HOLDCO INC 4.3% 02/21/2048                                                     | CUSIP: 45687AAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $52998.57     | 0.01%             | 2048-02-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/20/2048#MA5019                                                                    | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14843 | PA      | $13903.55     | 0.00%             | 2048-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 12/20/2047#MA4903                                                                      | CUSIP: 36179TNU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12106 | PA      | $12402.53     | 0.00%             | 2047-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                             | PECO ENERGY COMPANY 3.9% 03/01/2048                                                               | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40075.44     | 0.01%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 3.9% 03/15/2028                                                                       | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218941.17    | 0.04%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.101% 03/01/2028                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100039.65    | 0.02%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 4.4% 07/13/2027                                                           | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73213.73     | 0.01%             | 2027-07-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 4.3% 03/25/2028                                                                   | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250693.17    | 0.04%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 4.78% 03/25/2038                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     42000 | PA      | $39922.17     | 0.01%             | 2038-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.05% 03/25/2048                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53832.87     | 0.01%             | 2048-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2048#MA3332                                                                  | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63104 | PA      | $59247.65     | 0.01%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                               | STORE CAPITAL LLC 4.5% 03/15/2028                                                                 | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50042.45     | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                           | PROGRESSIVE CORP OHIO 4.2% 03/15/2048                                                             | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8497.21      | 0.00%             | 2048-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                          | THE CAMPBELL'S COMPANY 4.15% 03/15/2028                                                           | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100222.07    | 0.02%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 03/01/2033#G18680                                                                  | CUSIP: 3128MMXJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16653 | PA      | $16052.65     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 3.95% 03/14/2028                                                              | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99821.76     | 0.02%             | 2028-03-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | SOUTHWEST GAS CORP 3.7% 04/01/2028                                                                | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59474.39     | 0.01%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 03/20/2048#MA5076                                                                      | CUSIP: 36179TT96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30316 | PA      | $27658.56     | 0.00%             | 2048-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 03/20/2048#MA5077                                                                    | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54345 | PA      | $50906.63     | 0.01%             | 2048-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER CO(THE)                                             | CONNECTICUT LT and PWR CO 4% 04/01/2048                                                           | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16205.24     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                    | ASSURANT INC 4.9% 03/27/2028                                                                      | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30383.07     | 0.00%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2                                     | CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 4.009% 03/10/2051                                     | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248727.80    | 0.04%             | 2051-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 4.2% 04/17/2028                                                                 | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130397.15    | 0.02%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2048#G67710                                                                  | CUSIP: 3132XCR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55809 | PA      | $52633.16     | 0.01%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                 | DOLLAR TREE INC 4.2% 05/15/2028                                                                   | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129859.50    | 0.02%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2048#MA3333                                                                    | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9109 | PA      | $8817.70      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                  | EPR PPTYS 4.95% 04/15/2028                                                                        | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50412.47     | 0.01%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 4.975% 04/20/2055                                                   | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     63000 | PA      | $58117.50     | 0.01%             | 2055-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2048#MA5135                                                                      | CUSIP: 36179TV44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36020 | PA      | $32907.70     | 0.01%             | 2048-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.411%/VAR 04/23/2039                                               | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    180000 | PA      | $168789.25    | 0.03%             | 2039-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 04/01/2033#MA3339                                                                    | CUSIP: 31418CV92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25276 | PA      | $24654.01     | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KEYCORP 4.1% 04/30/2028                                                                           | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55034.72     | 0.01%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 3.85% 04/28/2028                                                        | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170507.06    | 0.03%             | 2028-04-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 3.9% 04/26/2028                                                                    | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94156.52     | 0.02%             | 2028-04-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 05/20/2048#MA5192                                                                      | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35870 | PA      | $34694.30     | 0.01%             | 2048-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 05/15/2028                                                                       | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    323000 | PA      | $318319.02    | 0.05%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.125% 05/15/2048                                                     | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     57000 | PA      | $44439.96     | 0.01%             | 2048-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 3.935% 12/07/2049                                                             | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15806.82     | 0.00%             | 2049-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2047#BM3707                                                                  | CUSIP: 3140J8DM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33282 | PA      | $29137.15     | 0.00%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX CORP 4.55% 11/07/2028                                                                        | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50448.37     | 0.01%             | 2028-11-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                       | KELLANOVA 4.3% 05/15/2028                                                                         | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50338.44     | 0.01%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MID AMERICA APTS LP                                                             | MID AMERICA APTS LP 4.2% 06/15/2028                                                               | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75287.31     | 0.01%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/48#G08814                                                                         | CUSIP: 3128MJ3Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7691 | PA      | $7453.42      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 3.8% 09/30/2047                                                        | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23534.03     | 0.00%             | 2047-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 4.375% 05/30/2028                                                              | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     25000 | PA      | $25406.06     | 0.00%             | 2028-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 5% 05/30/2038                                                                  | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     93000 | PA      | $92347.38     | 0.01%             | 2038-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 5.25% 05/30/2048                                                               | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $18800.39     | 0.00%             | 2048-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 06/20/2048#MA5266                                                                      | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25101 | PA      | $25598.44     | 0.00%             | 2048-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.15% 08/22/2027                                                                   | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237886.95    | 0.04%             | 2027-08-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.25% 08/22/2057                                                                   | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41397.12     | 0.01%             | 2057-08-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                   | CME GROUP INC 4.15% 06/15/2048                                                                    | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17097.32     | 0.00%             | 2048-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2033#MA3363                                                                    | CUSIP: 31418CWZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11519 | PA      | $11232.82     | 0.00%             | 2033-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 06/20/2048#MA5263                                                                    | CUSIP: 36179TZ40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33556 | PA      | $31433.03     | 0.01%             | 2048-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 4.05% 06/29/2048                                                                      | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127606.61    | 0.02%             | 2048-06-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 07/20/2048#MA5332                                                                      | CUSIP: 36179T4R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6953 | PA      | $7080.07      | 0.00%             | 2048-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2048#BJ4644                                                                    | CUSIP: 3140H6ES4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65990 | PA      | $63880.74     | 0.01%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2048#MA3443                                                                    | CUSIP: 31418CZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15356 | PA      | $14850.96     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2048#MA3385                                                                  | CUSIP: 31418CXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39776 | PA      | $39612.82     | 0.01%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2048#BJ9502                                                                    | CUSIP: 3140HBRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11354 | PA      | $10317.12     | 0.00%             | 2048-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 08/01/2033#MA3438                                                                  | CUSIP: 31418CZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7797 | PA      | $7696.09      | 0.00%             | 2033-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 06/01/2033#MA3392                                                                  | CUSIP: 31418CXW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9351 | PA      | $9229.52      | 0.00%             | 2033-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.203%/VAR 07/23/2029                                                       | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30094.28     | 0.00%             | 2029-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.65% 07/23/2048                                                                    | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121316.08    | 0.02%             | 2048-07-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 4.286% 07/26/2038                                                      | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    213000 | PA      | $204632.97    | 0.03%             | 2038-07-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 06/20/2048#MA5264                                                                      | CUSIP: 36179TZ57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9588 | PA      | $9273.82      | 0.00%             | 2048-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2042#BM4320                                                                    | CUSIP: 3140J8YS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46366 | PA      | $45639.11     | 0.01%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029                                                 | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60375.87     | 0.01%             | 2029-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 08/15/2028                                                                       | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     61000 | PA      | $60044.49     | 0.01%             | 2028-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 08/15/2048                                                         | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     28000 | PA      | $21277.81     | 0.00%             | 2048-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#BK7877                                                                  | CUSIP: 3140HMXF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9800 | PA      | $9727.90      | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 3.75% 09/21/2028                                                    | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19890.21     | 0.00%             | 2028-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 5.5% 08/15/2048                                                           | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17687.36     | 0.00%             | 2048-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 4.5% 11/15/2048                                                                    | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     72000 | PA      | $61276.24     | 0.01%             | 2048-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | WELLTOWER OP LLC 4.95% 09/01/2048                                                                 | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34089.88     | 0.01%             | 2048-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 08/20/2048#MA5399                                                                    | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40768 | PA      | $40724.79     | 0.01%             | 2048-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.45% 09/01/2048                                                                   | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     64000 | PA      | $55203.14     | 0.01%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 4.375% 08/17/2048                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     66000 | PA      | $58862.80     | 0.01%             | 2048-08-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 08/20/2048#MA5398                                                                      | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39564 | PA      | $38230.51     | 0.01%             | 2048-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 08/20/2048#MA5397                                                                    | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10462 | PA      | $9799.64      | 0.00%             | 2048-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | WILLIS NORTH AMERICA INC 4.5% 09/15/2028                                                          | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30233.49     | 0.00%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.95% 04/01/2049                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98130.70     | 0.02%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 4.625% 10/01/2028                                                                  | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52263.48     | 0.01%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 11/20/2048#MA5596                                                                    | CUSIP: 36179UGD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16203 | PA      | $16170.86     | 0.00%             | 2048-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2048#BJ9252                                                                    | CUSIP: 3140HBH68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11491 | PA      | $11112.44     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2048#CA1911                                                                  | CUSIP: 3140Q9DR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25604 | PA      | $25507.69     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#BM2007                                                                    | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47163 | PA      | $45655.22     | 0.01%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2048#MA3495                                                                    | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5080 | PA      | $4912.78      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 3.926% 07/25/2028                                                  | CUSIP: 3137FHPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60000 | PA      | $60222.70     | 0.01%             | 2028-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                | WESTINGHOUSE AIR BRAKE TECH CORP STEP 09/15/2028                                                  | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60730.75     | 0.01%             | 2028-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2046#BC4754                                                                    | CUSIP: 3140F0H80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14900 | PA      | $14554.02     | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2046#BC1497                                                                    | CUSIP: 3140EVUX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14325 | PA      | $14001.27     | 0.00%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/46#BC1443                                                                      | CUSIP: 3140EVS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15619 | PA      | $15266.26     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2046#BC0909                                                                    | CUSIP: 3140EVAK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16302 | PA      | $15939.18     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/46#BC2843                                                                         | CUSIP: 3140EXER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18654 | PA      | $18232.82     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 4% 09/14/2048                                                                               | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40752.78     | 0.01%             | 2048-09-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 3.125% 09/18/2028                                                         | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    430000 | PA      | $425128.22    | 0.07%             | 2028-09-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                | LAZARD GROUP LLC 4.5% 09/19/2028                                                                  | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70515.04     | 0.01%             | 2028-09-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.875% 11/14/2048                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111726.22    | 0.02%             | 2048-11-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 5.7%/VAR 09/15/2048                                                           | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50626.20     | 0.01%             | 2048-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 10/20/2048#MA5530                                                                      | CUSIP: 36179UEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7635 | PA      | $7762.13      | 0.00%             | 2048-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 10/01/2043#G61529                                                                    | CUSIP: 31335BVW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73696 | PA      | $68379.98     | 0.01%             | 2043-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2043#BM3704                                                                    | CUSIP: 3140J8DJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28197 | PA      | $26079.30     | 0.00%             | 2043-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 4.3% 01/15/2049                                                        | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16692.84     | 0.00%             | 2049-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                        | INTERNATIONAL FLAVS and FRAG INC 4.45% 09/26/2028                                                 | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90507.97     | 0.01%             | 2028-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 5.1% 09/28/2048                                                                   | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37079.49     | 0.01%             | 2048-09-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2043#AQ2928                                                                  | CUSIP: 3138MJHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45775 | PA      | $43655.73     | 0.01%             | 2043-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 4.95% 10/15/2058                                                                     | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42669.94     | 0.01%             | 2058-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 10/20/2048#MA5528                                                                      | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20031 | PA      | $19356.15     | 0.00%             | 2048-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK CR CARD ISSUANCE TR                                                    | CITIBANK CR CARD ISSUANCE TR 18-A7 A7 3.96% 10/15/2030                                            | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100446.97    | 0.02%             | 2030-10-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 07/01/2048#MA3422                                                                    | CUSIP: 31418CYU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8902 | PA      | $9040.27      | 0.00%             | 2048-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 09/01/2031#BD8046                                                                  | CUSIP: 3140FF5G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52730 | PA      | $51064.55     | 0.01%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC 4.85% 11/01/2028                                                               | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76034.18     | 0.01%             | 2028-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC 5.3% 11/01/2038                                                                | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9656.15      | 0.00%             | 2038-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC 5.4% 11/01/2048                                                                | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     22000 | PA      | $20233.59     | 0.00%             | 2048-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 4.95% 10/17/2048                                                                       | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     78000 | PA      | $68495.52     | 0.01%             | 2048-10-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 10/20/2048#MA5527                                                                    | CUSIP: 36179UD82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11721 | PA      | $10938.72     | 0.00%             | 2048-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 4.35% 04/15/2049                                                              | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85483.06     | 0.01%             | 2049-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                       | AFLAC INC 4.75% 01/15/2049                                                                        | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26824.88     | 0.00%             | 2049-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2046#BM4621                                                                  | CUSIP: 3140J9D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148687 | PA      | $141710.13    | 0.02%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.375% 11/15/2048                                                     | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     32000 | PA      | $25972.50     | 0.00%             | 2048-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.125% 11/15/2028                                                                       | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2365000 | PA      | $2340518.56   | 0.38%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | CORNING INC 5.35% 11/15/2048                                                                      | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19684.05     | 0.00%             | 2048-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 5.5% 02/15/2049                                                                           | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55684.17     | 0.01%             | 2049-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2048#Q58750                                                                    | CUSIP: 3132Y2WL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139090 | PA      | $134669.45    | 0.02%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2048#MA3536                                                                    | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7304 | PA      | $7059.09      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2048#BK7432                                                                    | CUSIP: 3140HMHJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3840 | PA      | $3540.84      | 0.00%             | 2048-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2048#CA2173                                                                    | CUSIP: 3140Q9MX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8786 | PA      | $7972.69      | 0.00%             | 2048-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2048#BK0920                                                                    | CUSIP: 3140HEAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7036 | PA      | $6804.90      | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.3% 02/15/2030                                                                      | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241341.01    | 0.04%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.5% 12/06/2048                                                                    | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61482.45     | 0.01%             | 2048-12-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.452%/VAR 12/05/2029                                                       | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187053.94    | 0.03%             | 2029-12-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                             | AVERY DENNISON CORP 4.875% 12/06/2028                                                             | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51040.26     | 0.01%             | 2028-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AON CORP2                                                                       | AON CORP 4.5% 12/15/2028                                                                          | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50669.90     | 0.01%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 4.875% 12/17/2048                                                                     | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36187.06     | 0.01%             | 2048-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12                                  | WELLS FARGO TR 2018-C48 A5 4.302% 01/15/2052                                                      | CUSIP: 95001RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $65154.99     | 0.01%             | 2052-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2048#BK4764                                                                    | CUSIP: 3140HJJJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3044 | PA      | $2943.53      | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 4.25% 02/01/2029                                                                      | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110630.37    | 0.02%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2047#BE3774                                                                    | CUSIP: 3140FPFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18668 | PA      | $18094.23     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                             | VULCAN MATERIALS CO 4.7% 03/01/2048                                                               | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17927.57     | 0.00%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2048#G08837                                                                  | CUSIP: 3128MJ4X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8564 | PA      | $8538.44      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2048#MA3496                                                                  | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8686 | PA      | $8650.74      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2048#BN0594                                                                    | CUSIP: 3140JGUU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12891 | PA      | $12458.77     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2048#BJ0902                                                                  | CUSIP: 3140H2AC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4731 | PA      | $4715.80      | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2048#MA3564                                                                  | CUSIP: 31418C6A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119966 | PA      | $119362.27    | 0.02%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLAN MAST OWN TR                                                   | FORD CR FLOORPLAN MAST OWN TR 4.06% 11/15/2030                                                    | CUSIP: 34528PAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15000 | PA      | $15035.17     | 0.00%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 01/20/2049#MA5711                                                                    | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82285 | PA      | $82016.33     | 0.01%             | 2049-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#BK7608                                                                    | CUSIP: 3140HMN26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4055 | PA      | $3921.32      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 3.65% 01/08/2029                                                         | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59431.21     | 0.01%             | 2029-01-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2048#MA3522                                                                  | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21780 | PA      | $21670.18     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 01/20/2049#MA5710                                                                      | CUSIP: 36179UKX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27402 | PA      | $26444.32     | 0.00%             | 2049-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 4.35% 06/01/2029                                                         | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50572.38     | 0.01%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.9% 03/15/2049                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30269.53     | 0.00%             | 2049-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5.4% 01/15/2049                                                                         | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9692.02      | 0.00%             | 2049-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.75% 03/15/2039                                                       | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92306.71     | 0.01%             | 2039-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | EQUITABLE HOLDINGS INC 4.35% 04/20/2028                                                           | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57213.10     | 0.01%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 09/01/2033#ZS8716                                                                  | CUSIP: 3132A9VH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16421 | PA      | $16207.78     | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                       | MYLAN INC 5.2% 04/15/2048                                                                         | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     83000 | PA      | $67816.43     | 0.01%             | 2048-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.85% 02/01/2049                                                                        | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43052.44     | 0.01%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.65% 01/17/2029                                                         | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82983.52     | 0.01%             | 2029-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 05/01/2029#ZK6913                                                                    | CUSIP: 3131XAVE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13205 | PA      | $13059.59     | 0.00%             | 2029-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2048#ZS4790                                                                    | CUSIP: 3132A5KB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67455 | PA      | $65235.39     | 0.01%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 08/01/2048#ZS4786                                                                  | CUSIP: 3132A5J71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53601 | PA      | $53381.53     | 0.01%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                        | AMERICAN HOMES 4 RENT LP 4.9% 02/15/2029                                                          | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137553.88    | 0.02%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2032#BM5110                                                                    | CUSIP: 3140J9VC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9216 | PA      | $9047.85      | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 4.375% 01/23/2031                                                   | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    278116 | PA      | $282244.16    | 0.05%             | 2031-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | EQUITABLE HOLDINGS INC 5% 04/20/2048                                                              | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     56000 | PA      | $50713.14     | 0.01%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2041#G07479                                                                    | CUSIP: 3128M9UC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4166 | PA      | $4105.94      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 4.5% 01/30/2026                                                              | CUSIP: 254709AP3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    102000 | PA      | $102000.00    | 0.02%             | 2026-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MTG TR                                                        | BENCHMARK 2019-B9 MTG TR 4.0156% 03/15/2052                                                       | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $59040.02     | 0.01%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 02/15/2049                                                         | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $15130.47     | 0.00%             | 2049-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.625% 02/15/2029                                                                       | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     57000 | PA      | $55459.22     | 0.01%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.974%/VAR 02/07/2030                                                 | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34846.99     | 0.01%             | 2030-02-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 3.875% 02/08/2029                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119426.73    | 0.02%             | 2029-02-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2048#Q59647                                                                    | CUSIP: 3132Y3WH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4159 | PA      | $4029.31      | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 4% 03/01/2026                                                                     | CUSIP: 902494BJ1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39969.53     | 0.01%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 10/01/2033#MA3489                                                                  | CUSIP: 31418C2X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8279 | PA      | $8171.84      | 0.00%             | 2033-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2048#                                                                          | CUSIP: 3140JADM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24389 | PA      | $22139.05     | 0.00%             | 2048-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCO INC 4% 03/15/2028                                                                           | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99901.03     | 0.02%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCO INC 4.9% 03/15/2029                                                                         | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10212.33     | 0.00%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 3.718% 01/25/2031                                                  | CUSIP: 3137FL2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41000 | PA      | $40486.40     | 0.01%             | 2031-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 4.875% 04/15/2049                                                     | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70876.19     | 0.01%             | 2049-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 4.35% 02/25/2050                                                              | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    190000 | PA      | $160674.76    | 0.03%             | 2050-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.5% 03/15/2049                                                                          | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78350.07     | 0.01%             | 2049-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2048#G61896                                                                  | CUSIP: 31335CC93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6541 | PA      | $6147.98      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | WEYERHAEUSER CO 4% 11/15/2029                                                                     | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74363.22     | 0.01%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 3.741% 03/07/2029                                                      | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    180000 | PA      | $178509.14    | 0.03%             | 2029-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 4.125% 03/15/2049                                                               | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24540.64     | 0.00%             | 2049-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 02/01/2049#G08864                                                                    | CUSIP: 3128MJ6A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4887 | PA      | $4983.06      | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 02/20/2049#MA5764                                                                    | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8279 | PA      | $8252.10      | 0.00%             | 2049-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTL LLC                                                               | HUNTSMAN INTL LLC 4.5% 05/01/2029                                                                 | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28701.89     | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION INC                                                         | ROCKWELL AUTOMATION INC 4.2% 03/01/2049                                                           | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33965.66     | 0.01%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2048#CA2469                                                                    | CUSIP: 3140Q9W74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80112 | PA      | $77475.74     | 0.01%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 03/20/2049#MA5819                                                                      | CUSIP: 36179UPC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7664 | PA      | $7791.96      | 0.00%             | 2049-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 3.9% 03/15/2039                                                                        | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44883.03     | 0.01%             | 2039-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 3.45% 03/07/2029                                                          | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59251.60     | 0.01%             | 2029-03-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 4.5% 03/15/2029                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65222.24     | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 3.875% 03/19/2029                                                           | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108810.56    | 0.02%             | 2029-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.33%/VAR 03/15/2050                                                  | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42956.79     | 0.01%             | 2050-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2049#MA3617                                                                    | CUSIP: 31418DAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2255 | PA      | $2296.39      | 0.00%             | 2049-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2033#BM5108                                                                    | CUSIP: 3140J9VA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16671 | PA      | $16278.44     | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 11/01/2033#BM5111                                                                    | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10472 | PA      | $10229.99     | 0.00%             | 2033-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 5% 04/01/2049                                                                         | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     11000 | PA      | $10065.70     | 0.00%             | 2049-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 4.2% 04/01/2029                                                                       | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $5995.76      | 0.00%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/49#MA5762                                                                         | CUSIP: 36179UMK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95997 | PA      | $89803.07     | 0.01%             | 2049-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2048#MA3538                                                                    | CUSIP: 31418C4Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11207 | PA      | $11413.99     | 0.00%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 4% 04/01/2029                                                                  | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154085.17    | 0.02%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/48#BK4769                                                                         | CUSIP: 3140HJJP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14019 | PA      | $14296.19     | 0.00%             | 2048-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 09/01/2048#MA3472                                                                    | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2464 | PA      | $2512.31      | 0.00%             | 2048-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2049#MA3616                                                                  | CUSIP: 31418DAS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9912 | PA      | $9853.20      | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2049#BM5152                                                                  | CUSIP: 3140J9WN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21237 | PA      | $22103.97     | 0.00%             | 2049-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMERICA MOVIL SAB DE CV 3.625% 04/22/2029                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    380000 | PA      | $372799.00    | 0.06%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 04/20/2049#MA5877                                                                    | CUSIP: 36179UQ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9994 | PA      | $9961.55      | 0.00%             | 2049-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 11/01/2026#ZK3704                                                                    | CUSIP: 3131X7DH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4200 | PA      | $4170.66      | 0.00%             | 2026-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2049#ZT1595                                                                  | CUSIP: 3132ADXY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8187 | PA      | $8146.02      | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 05/20/2049#MA5932                                                                    | CUSIP: 36179USV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15336 | PA      | $15285.85     | 0.00%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2019-C16                                          | UBS COMMERCIAL MORTGAGE TRUST 2019-C16 3.6048% 04/15/2052                                         | CUSIP: 90276YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $96950.36     | 0.02%             | 2052-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/46#BM5900                                                                         | CUSIP: 3140JARW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153718 | PA      | $142233.42    | 0.02%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.702%/VAR 05/06/2030                                                       | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39471.73     | 0.01%             | 2030-05-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.875% 05/15/2049                                                     | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     12000 | PA      | $8845.31      | 0.00%             | 2049-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.375% 05/15/2029                                                                       | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16000 | PA      | $15403.12     | 0.00%             | 2029-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                              | PUBLIC SERVICE ELECTRIC AND GAS CO 3.2% 05/15/2029                                                | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58540.96     | 0.01%             | 2029-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8955.86      | 0.00%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 3.5% 05/15/2029                                                                   | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235884.39    | 0.04%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3.5% 05/01/2029#MA3656                                                                  | CUSIP: 31418DB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8848 | PA      | $8789.51      | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 4.15% 05/15/2039                                                                  | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90515.37     | 0.01%             | 2039-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2049#MA3593                                                                  | CUSIP: 31418C7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3986 | PA      | $3962.37      | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | MARKEL GROUP INC 5% 05/20/2049                                                                    | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62956.44     | 0.01%             | 2049-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                         | PIEDMONT NATURAL GAS CO 3.5% 06/01/2029                                                           | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9814.01      | 0.00%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 3.65% 06/01/2049                                                                   | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15592.40     | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | SOUTHWEST GAS CORP 4.15% 06/01/2049                                                               | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16230.95     | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 2.95% 06/15/2029                                                                   | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    280000 | PA      | $271204.94    | 0.04%             | 2029-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.65% 06/01/2044                                                                     | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17616.48     | 0.00%             | 2044-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.85% 07/15/2045                                                                     | CUSIP: 00206RJL7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    320000 | PA      | $288731.85    | 0.05%             | 2045-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 06/20/2049#MA5985                                                                    | CUSIP: 36179UUJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2709 | PA      | $2524.82      | 0.00%             | 2049-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 4.597% 05/25/2028                                                            | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110824.82    | 0.02%             | 2028-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 4.125% 06/15/2029                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    289000 | PA      | $288358.65    | 0.05%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.125% 06/15/2039                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48957.74     | 0.01%             | 2039-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 4% 06/14/2049                                                                | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8155.29      | 0.00%             | 2049-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 5.085% 05/25/2048                                                            | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17995.78     | 0.00%             | 2048-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2049#SD8001                                                                  | CUSIP: 3132DV3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75874 | PA      | $71070.32     | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 4.4% 07/01/2049                                                                        | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    120000 | PA      | $95611.22     | 0.02%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 3.5% 07/01/2029                                                                        | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38701.61     | 0.01%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 2.25% 06/18/2029                                                          | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28669.16     | 0.00%             | 2029-06-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 4% 06/15/2029                                                                          | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29683.55     | 0.00%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 01/01/2033#ZS8682                                                                    | CUSIP: 3132A9UF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43749 | PA      | $42690.93     | 0.01%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/01/2049#ZT1867                                                                    | CUSIP: 3132AECC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91413 | PA      | $82581.24     | 0.01%             | 2049-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2046#ZS9775                                                                  | CUSIP: 3132AA2G8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121137 | PA      | $114830.94    | 0.02%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2047#ZS4704                                                                  | CUSIP: 3132A5GM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152280 | PA      | $143211.05    | 0.02%             | 2047-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 5.125% 06/19/2059                                                              | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $99189.64     | 0.02%             | 2059-06-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR INC 3.2% 01/15/2030                                                                           | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38431.23     | 0.01%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 06/34#FM1084                                                                         | CUSIP: 3140X4F27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10663 | PA      | $10713.06     | 0.00%             | 2034-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2049#                                                                          | CUSIP: 3132DV3M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128143 | PA      | $115762.64    | 0.02%             | 2049-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.903% 06/25/2029                                                  | CUSIP: 3137FMTY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110000 | PA      | $106640.44    | 0.02%             | 2029-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 12/01/2048#ZA6124                                                                  | CUSIP: 31329PYV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15251 | PA      | $15174.42     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 05/01/2049#ZT1953                                                                  | CUSIP: 3132AEE28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10427 | PA      | $10355.17     | 0.00%             | 2049-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 4.663% 02/15/2030                                                           | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91150.65     | 0.01%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                     | ARCELORMITTAL SA LUXEMBOURG 4.25% 07/16/2029                                                      | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     70000 | PA      | $70217.22     | 0.01%             | 2029-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 4.11%/VAR 07/24/2034                                                         | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $197083.46    | 0.03%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MTG TR                                                       | BENCHMARK 2019-B12 MTG TR 3.1156% 08/15/2052                                                      | CUSIP: 08162FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19000 | PA      | $18239.05     | 0.00%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 3.16% 01/23/2030                                                               | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $372200.00    | 0.06%             | 2030-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.194%/VAR 07/23/2030                                                 | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174286.37    | 0.03%             | 2030-07-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2049#MA3685                                                                    | CUSIP: 31418DCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121739 | PA      | $109976.62    | 0.02%             | 2049-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                               | TAMPA ELECTRIC CO 3.625% 06/15/2050                                                               | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $66496.16     | 0.01%             | 2050-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.7% 08/15/2049                                                            | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15151.45     | 0.00%             | 2049-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.5% 01/31/2050                                                      | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    700000 | PA      | $538300.00    | 0.09%             | 2050-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 2.7% 08/03/2026                                                               | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $64445.78     | 0.01%             | 2026-08-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2044#FM1130                                                                    | CUSIP: 3140X4HG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45663 | PA      | $42233.92     | 0.01%             | 2044-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3% 10/20/2042#783692                                                                      | CUSIP: 3622A2C59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46239 | PA      | $43041.78     | 0.01%             | 2042-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                               | OWENS CORNING NEW 3.95% 08/15/2029                                                                | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178653.56    | 0.03%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.25% 08/15/2049                                                      | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     34000 | PA      | $21941.95     | 0.00%             | 2049-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.625% 08/15/2029                                                                       | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    176000 | PA      | $164573.75    | 0.03%             | 2029-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C52                                                | WELLS FARGO COML MTG TR 2019-C52 2.892% 08/15/2052                                                | CUSIP: 95002MAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $71175.40     | 0.01%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                            | AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST 3.15% 08/15/2033                             | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56125 | PA      | $52686.34     | 0.01%             | 2033-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                    | NEWMONT CORP 5.45% 06/09/2044                                                                     | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50424.36     | 0.01%             | 2044-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 4.15% 08/15/2049                                                              | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37431.67     | 0.01%             | 2049-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.625% 09/01/2049                                                                  | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37493.06     | 0.01%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 2.625% 09/01/2029                                                                  | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85763.52     | 0.01%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                                                | HARTFORD INSURANCE GROUP INC/THE 2.8% 08/19/2029                                                  | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128837.64    | 0.02%             | 2029-08-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                                                | HARTFORD INSURANCE GROUP INC/THE 3.6% 08/19/2049                                                  | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15132.32     | 0.00%             | 2049-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 3.125% 08/15/2029                                                                      | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48042.59     | 0.01%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 3.4% 09/01/2029                                                                         | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77209.03     | 0.01%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.45% 09/01/2049                                                                        | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40862.07     | 0.01%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 2.5% 09/01/2029                                                         | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85476.90     | 0.01%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 3.4% 09/01/2049                                                         | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36103.67     | 0.01%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 2.375% 08/26/2029                                                                           | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     86000 | PA      | $81038.80     | 0.01%             | 2029-08-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 12/20/2048#MA5654                                                                    | CUSIP: 36179UH70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8076 | PA      | $8361.62      | 0.00%             | 2048-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP 2.9% 03/15/2030                                                              | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37518.42     | 0.01%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 09/01/2034#SB8006                                                                    | CUSIP: 3132D53P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1287 | PA      | $1255.00      | 0.00%             | 2034-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.8% 08/15/2038                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66799.64     | 0.01%             | 2038-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.9% 12/15/2048                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17233.36     | 0.00%             | 2048-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.375% 10/15/2028                                                               | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100994.85    | 0.02%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                                                  | CAPITAL ONE MULTI-ASST EXEC TR 2.06% 08/15/2028                                                   | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |     32000 | PA      | $31585.31     | 0.01%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | WILLIS NORTH AMERICA INC 2.95% 09/15/2029                                                         | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     93000 | PA      | $88554.07     | 0.01%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 2% 09/01/2029                                                                  | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46717.70     | 0.01%             | 2029-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEERE and CO                                                                    | DEERE and CO 2.875% 09/07/2049                                                                    | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $88799.88     | 0.01%             | 2049-09-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                             | PPL ELEC UTILS CORP 3% 10/01/2049                                                                 | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20349.36     | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.2% 09/11/2029                                                                         | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    360000 | PA      | $340128.17    | 0.05%             | 2029-09-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 3.25% 09/13/2049                                                          | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14017.46     | 0.00%             | 2049-09-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 3.35% 09/15/2049                                                                         | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50332.82     | 0.01%             | 2049-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP 3.05% 02/15/2030                                                                 | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46360.57     | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KEYCORP 2.55% 10/01/2029                                                                          | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37731.14     | 0.01%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 3.7% 09/15/2049                                                               | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7428.28      | 0.00%             | 2049-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.95% 09/11/2049                                                                        | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     90000 | PA      | $62054.58     | 0.01%             | 2049-09-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029                                                   | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $135944.75    | 0.02%             | 2029-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 3.7% 03/13/2051                                                               | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15161.38     | 0.00%             | 2051-03-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                                         | WASHINGTON GAS LIGHT CO 3.65% 09/15/2049                                                          | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14806.30     | 0.00%             | 2049-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COML MTG TR                                                      | CSAIL 2019-C17 COML MTG TR 2.7628% 09/17/2052                                                     | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $71077.50     | 0.01%             | 2052-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COML MTG TR                                                      | CSAIL 2019-C17 COML MTG TR 3.0161% 09/17/2052                                                     | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $70897.18     | 0.01%             | 2052-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 3.25% 09/19/2049                                                                  | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36317.80     | 0.01%             | 2049-09-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 03/20/2049#MA5816                                                                    | CUSIP: 36179UN99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65238 | PA      | $60844.91     | 0.01%             | 2049-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 04/49#MA5876                                                                           | CUSIP: 36179UQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17985 | PA      | $17356.70     | 0.00%             | 2049-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 2.6% 10/01/2029                                                      | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    320000 | PA      | $304306.22    | 0.05%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 09/20/2049#MA6154                                                                    | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12890 | PA      | $12010.32     | 0.00%             | 2049-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 01/01/2049#BN3942                                                                  | CUSIP: 3140JLLY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18455 | PA      | $19125.70     | 0.00%             | 2049-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.7% 10/15/2049                                                               | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7505.80      | 0.00%             | 2049-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2049#CA4142                                                                    | CUSIP: 3140QBS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21592 | PA      | $19572.99     | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/49#CA4421                                                                         | CUSIP: 3140QB4F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20489 | PA      | $18554.34     | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2049#CA4406                                                                    | CUSIP: 3140QB3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26524 | PA      | $24044.10     | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 2.875% 10/17/2029                                                               | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1585000 | PA      | $1524373.75   | 0.25%             | 2029-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/49#MA3833                                                                       | CUSIP: 31418DHK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23798 | PA      | $20544.39     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                    | CUBESMART LP 3% 02/15/2030                                                                        | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47488.87     | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2048#BN0341                                                                    | CUSIP: 3140JGLX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140253 | PA      | $142847.83    | 0.02%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 2.879%/VAR 10/30/2030                                                      | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    510000 | PA      | $486192.51    | 0.08%             | 2030-10-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 2.976%/VAR 11/05/2030                                                               | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    290000 | PA      | $276714.58    | 0.04%             | 2030-11-05      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                       | DH EUROPE FINANCE II SARL 3.4% 11/15/2049                                                         | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $14819.57     | 0.00%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                       | DH EUROPE FINANCE II SARL 2.6% 11/15/2029                                                         | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $18974.51     | 0.00%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.65% 02/01/2030                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $989713.39    | 0.16%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.45% 02/01/2050                                                                     | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68652.79     | 0.01%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.375% 11/15/2049                                                     | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $661.25       | 0.00%             | 2049-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.25% 11/01/2039                                                                     | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31773.45     | 0.01%             | 2039-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2049#FM1675                                                                    | CUSIP: 3140X42H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70907 | PA      | $63856.72     | 0.01%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 11/20/2049#MA6283                                                                      | CUSIP: 36179U6U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59190 | PA      | $53613.25     | 0.01%             | 2049-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL OILWELL VARCO INC                                                      | NATIONAL OILWELL VARCO INC 3.6% 12/01/2029                                                        | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58543.92     | 0.01%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.7% 11/15/2059                                                      | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     80000 | PA      | $57148.02     | 0.01%             | 2059-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2019-C54                                                | WELLS FARGO COML MTG TR 2019-C54 3.146% 12/15/2052                                                | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95682.82     | 0.02%             | 2052-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | HASBRO INC 3.9% 11/19/2029                                                                        | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73661.15     | 0.01%             | 2029-11-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2049#QA1217                                                                    | CUSIP: 31334XK65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40620 | PA      | $39232.20     | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2034#BJ6277                                                                  | CUSIP: 3140H76P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78151 | PA      | $74562.43     | 0.01%             | 2034-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 11/01/2034#BO6876                                                                  | CUSIP: 3140K2UA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32019 | PA      | $30548.25     | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | CORNING INC 3.9% 11/15/2049                                                                       | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15785.85     | 0.00%             | 2049-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 2.45% 11/15/2029                                                                       | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46711.50     | 0.01%             | 2029-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 5.55% 11/30/2048                                                                  | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44925.12     | 0.01%             | 2048-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                       | PACKAGING CORP OF AMERICA 3% 12/15/2029                                                           | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105476.78    | 0.02%             | 2029-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                             | LABORATORY CORP OF AMER HLDGS 2.95% 12/01/2029                                                    | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    180000 | PA      | $171390.28    | 0.03%             | 2029-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 4.8% 05/15/2049                                                                   | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32279.92     | 0.01%             | 2049-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 3.25% 12/01/2049                                                               | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35986.98     | 0.01%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 6.2% 12/15/2034                                                                | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    225000 | PA      | $255039.83    | 0.04%             | 2034-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 6.4% 12/15/2035                                                                | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     40000 | PA      | $45582.02     | 0.01%             | 2035-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 6.15% 03/01/2037                                                               | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    120000 | PA      | $133877.85    | 0.02%             | 2037-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 6.65% 11/15/2037                                                               | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23134.05     | 0.00%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/20/2049#MA6339                                                                    | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31113 | PA      | $28988.97     | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 12/20/2049#MA6338                                                                      | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74289 | PA      | $67288.85     | 0.01%             | 2049-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | WELLTOWER OP LLC 2.7% 02/15/2027                                                                  | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118329.92    | 0.02%             | 2027-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 11/20/2049#MA6285                                                                      | CUSIP: 36179U6W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30590 | PA      | $29463.11     | 0.00%             | 2049-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2049#MA3851                                                                  | CUSIP: 31418DH54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21834 | PA      | $21676.38     | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 03/01/2049#ZT1778                                                                  | CUSIP: 3132AD6P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44871 | PA      | $44603.34     | 0.01%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2049#SD8029                                                                  | CUSIP: 3132DV4N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28140 | PA      | $24292.44     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2050#                                                                        | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26507 | PA      | $22882.43     | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 04/01/2049#BN9750                                                                  | CUSIP: 3140JSZQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17963 | PA      | $16836.80     | 0.00%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2050#MA3905                                                                    | CUSIP: 31418DKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433999 | PA      | $390846.79    | 0.06%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2049#                                                                          | CUSIP: 3132DV3P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65472 | PA      | $63236.04     | 0.01%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2049#BO5379                                                                    | CUSIP: 3140K06R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23302 | PA      | $21145.06     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 02/01/2034#ZT1732                                                                  | CUSIP: 3132AD4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9633 | PA      | $9495.74      | 0.00%             | 2034-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 04/20/2049#MA5875                                                                    | CUSIP: 36179UQ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10652 | PA      | $9934.34      | 0.00%             | 2049-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 09/20/2049#MA6156                                                                    | CUSIP: 36179UZV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15763 | PA      | $15731.03     | 0.00%             | 2049-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2049#SD0067                                                                  | CUSIP: 3132DMCC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35743 | PA      | $37134.42     | 0.01%             | 2049-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 10/01/2034#SB0225                                                                    | CUSIP: 3132CWHA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12489 | PA      | $12540.91     | 0.00%             | 2034-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2050#                                                                          | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54144 | PA      | $48760.93     | 0.01%             | 2050-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 2.85% 02/14/2030                                                            | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    400000 | PA      | $378000.00    | 0.06%             | 2030-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 3.95% 01/31/2060                                                        | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29947.08     | 0.00%             | 2060-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 10/20/2049#MA6220                                                                      | CUSIP: 36179U4D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26799 | PA      | $25812.41     | 0.00%             | 2049-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 2.55% 02/01/2030                                                       | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84726.64     | 0.01%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS TR 2020-GC45                                                        | GS MTG SECS TR 2020-GC45 2.9106% 02/13/2053                                                       | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94368.06     | 0.02%             | 2053-02-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 3.375% 01/15/2050                                                                 | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    100000 | PA      | $68300.27     | 0.01%             | 2050-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 3% 02/01/2030                                                                      | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51470.17     | 0.01%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP STEP 02/01/2030                                                           | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49173.21     | 0.01%             | 2030-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2049#MA3694                                                                  | CUSIP: 31418DC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31898 | PA      | $31677.38     | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 2.699%/VAR 01/22/2031                                                              | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    360000 | PA      | $338221.26    | 0.05%             | 2031-01-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 01/20/2050#MA6409                                                                      | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    223694 | PA      | $202616.30    | 0.03%             | 2050-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 12/20/2049#MA6337                                                                    | CUSIP: 36179VBE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77975 | PA      | $68250.38     | 0.01%             | 2049-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 01/31/2027                                                                         | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    173000 | PA      | $168864.22    | 0.03%             | 2027-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2050#BK0534                                                                    | CUSIP: 3140HDSY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27808 | PA      | $25042.70     | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 2.55% 02/04/2030                                                     | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60539.40     | 0.01%             | 2030-02-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 2.875% 02/07/2050                                                             | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $50162.27     | 0.01%             | 2050-02-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 2.5% 02/06/2030                                                        | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9254.80      | 0.00%             | 2030-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2% 02/15/2050                                                         | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $27210.94     | 0.00%             | 2050-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2020-C55                                                | WELLS FARGO COML MTG TR 2020-C55 2.725% 02/15/2053                                                | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | MUN               | US        |     27000 | PA      | $25332.88     | 0.00%             | 2053-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2020-L4                                                 | Morgan Stanley Capital I Trust 2.698% 02/15/2053                                                  | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $28133.42     | 0.00%             | 2053-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 2.15% 02/13/2030                                                         | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102277.06    | 0.02%             | 2030-02-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 2.75% 08/14/2050                                                                | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32861.95     | 0.01%             | 2050-08-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 3.3% 02/15/2050                                                                        | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35262.61     | 0.01%             | 2050-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 2.4% 02/15/2030                                                                        | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65192.99     | 0.01%             | 2030-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 2% 02/14/2027                                                                   | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171511.09    | 0.03%             | 2027-02-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3.375% 02/21/2050                                                                       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21820.36     | 0.00%             | 2050-02-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.253% 01/25/2030                                                  | CUSIP: 3137FREH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $187955.44    | 0.03%             | 2030-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 08/20/2049#MA6090                                                                    | CUSIP: 36179UXT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6595 | PA      | $6146.41      | 0.00%             | 2049-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 02/20/2050#MA6476                                                                      | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47499 | PA      | $45839.00     | 0.01%             | 2050-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 07/20/2049#MA6038                                                                      | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51408 | PA      | $46676.87     | 0.01%             | 2049-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 02/20/2050#MA6474                                                                      | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73441 | PA      | $66474.93     | 0.01%             | 2050-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 07/20/2049#MA6039                                                                    | CUSIP: 36179UV82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18569 | PA      | $17307.43     | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3.15% 02/21/2040                                                                        | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    105000 | PA      | $84002.55     | 0.01%             | 2040-02-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 3.05% 03/01/2050                                                            | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13845.58     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA CORP 3.3% 03/01/2050                                                                          | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42717.00     | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 2.92% 03/01/2030                                                                   | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75909.73     | 0.01%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2050#MA6599                                                                      | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152443 | PA      | $137983.72    | 0.02%             | 2050-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 02/28/2027                                                                       | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $970.20       | 0.00%             | 2027-02-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                       | LEAR CORP 3.5% 05/30/2030                                                                         | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48056.73     | 0.01%             | 2030-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 2.4% 03/15/2030                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    210000 | PA      | $195160.67    | 0.03%             | 2030-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 2.7% 03/11/2030                                                                          | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47008.57     | 0.01%             | 2030-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 03/20/2047#784299                                                                      | CUSIP: 3622A2X49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44656 | PA      | $43359.83     | 0.01%             | 2047-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                   | MARTIN MARIETTA MATERIALS INC 2.5% 03/15/2030                                                     | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55921.97     | 0.01%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2049#MA3804                                                                    | CUSIP: 31418DGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53890 | PA      | $52015.93     | 0.01%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FREDDIE MAC POOL 30YR 3% 03/50#QA8169                                                             | CUSIP: 3133A3CE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74495 | PA      | $67437.12     | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#BO9347                                                                    | CUSIP: 3140K5L54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210955 | PA      | $190968.73    | 0.03%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 2% 03/12/2027                                                                      | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165714.63    | 0.03%             | 2027-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 3.35% 03/12/2050                                                                   | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27980.00     | 0.00%             | 2050-03-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2050#MA3990                                                                  | CUSIP: 31418DNG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57031 | PA      | $49197.14     | 0.01%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2035#CA5501                                                                  | CUSIP: 3140QDDF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20415 | PA      | $20085.88     | 0.00%             | 2035-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4% 03/22/2050                                                          | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     38000 | PA      | $29554.52     | 0.00%             | 2050-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                           | PROGRESSIVE CORP OHIO 3.2% 03/26/2030                                                             | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96589.43     | 0.02%             | 2030-03-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.083%/VAR 03/20/2051                                                 | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107112.25    | 0.02%             | 2051-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 3.5% 03/19/2040                                                                       | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102597.83    | 0.02%             | 2040-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 4.7% 03/23/2050                                                                | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18249.83     | 0.00%             | 2050-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 3.8% 03/22/2030                                                                | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79506.29     | 0.01%             | 2030-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 03/31/2027                                                                       | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    808000 | PA      | $777352.81    | 0.13%             | 2027-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 4.55% 03/23/2030                                                                      | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204305.58    | 0.03%             | 2030-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.597%/VAR 03/24/2051                                                              | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163517.46    | 0.03%             | 2051-03-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.493%/VAR 03/24/2031                                                       | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202648.17    | 0.03%             | 2031-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 03/20/2050#MA6540                                                                    | CUSIP: 36179VHR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47607 | PA      | $41432.28     | 0.01%             | 2050-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.75% 03/25/2050                                                                       | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126416.37    | 0.02%             | 2050-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.6% 03/25/2040                                                                        | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90609.67     | 0.01%             | 2040-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 3.45% 03/25/2030                                                                     | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58953.19     | 0.01%             | 2030-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 4.2% 03/25/2050                                                                      | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42904.89     | 0.01%             | 2050-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2035#CA5039                                                                    | CUSIP: 3140QCS56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74479 | PA      | $72560.21     | 0.01%             | 2035-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2034#CA4890                                                                    | CUSIP: 3140QCNG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84826 | PA      | $82641.03     | 0.01%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 3% 03/25/2030                                                               | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34760.39     | 0.01%             | 2030-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 4.875% 04/01/2030                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    114000 | PA      | $115614.15    | 0.02%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 3.6% 03/25/2050                                                             | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    180000 | PA      | $140430.84    | 0.02%             | 2050-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 3.1% 03/26/2030                                                               | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6741.80      | 0.00%             | 2030-03-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.4% 04/01/2030                                                                      | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29085.78     | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.75% 04/01/2040                                                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8358.68      | 0.00%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5.125% 04/15/2050                                                                   | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18498.39     | 0.00%             | 2050-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.5% 04/15/2030                                                                     | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50660.79     | 0.01%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 3.85% 03/26/2050                                                                   | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52137.35     | 0.01%             | 2050-03-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 3.3% 03/26/2027                                                                    | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12922.15     | 0.00%             | 2027-03-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 3.35% 03/26/2030                                                                   | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17608.53     | 0.00%             | 2030-03-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.412%/VAR 03/31/2031                                                               | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110355.17    | 0.02%             | 2031-03-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC 2.85% 03/27/2030                                                                         | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76450.35     | 0.01%             | 2030-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC 3.25% 03/27/2040                                                                         | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44924.20     | 0.01%             | 2040-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEERE and CO                                                                    | DEERE and CO 3.75% 04/15/2050                                                                     | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $95731.33     | 0.02%             | 2050-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC 3.375% 03/27/2050                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14583.47     | 0.00%             | 2050-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.2% 04/01/2050                                                                    | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14820.94     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.6% 07/01/2030                                                                    | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161955.08    | 0.03%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.5% 07/01/2027                                                                    | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19861.40     | 0.00%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.05% 04/15/2030                                                                            | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6703.24      | 0.00%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                          | OREILLY AUTOMOTIVE INC 4.2% 04/01/2030                                                            | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59929.98     | 0.01%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.7% 04/15/2050                                                                             | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6076.45      | 0.00%             | 2050-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 12/01/2037#BM5330                                                                  | CUSIP: 3140J94Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213290 | PA      | $198868.89    | 0.03%             | 2037-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 3.3% 04/15/2040                                                                    | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165541.28    | 0.03%             | 2040-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 3.625% 04/01/2027                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327712.59    | 0.05%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.95% 04/01/2050                                                     | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    130000 | PA      | $103900.45    | 0.02%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP 3.5% 04/01/2050                                                                       | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7627.36      | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP 3.7% 04/01/2060                                                                       | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22860.27     | 0.00%             | 2060-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.95% 01/15/2031                                                                 | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98672.51     | 0.02%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.6% 04/01/2050                                                                       | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    310000 | PA      | $205061.51    | 0.03%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.95% 04/01/2030                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    210000 | PA      | $195335.33    | 0.03%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.8% 04/01/2027                                                                       | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107842.61    | 0.02%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.85% 04/01/2060                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    310000 | PA      | $202233.54    | 0.03%             | 2060-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 5.95% 04/01/2030                                                                       | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     63000 | PA      | $66817.10     | 0.01%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.6% 04/01/2040                                                                       | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38564.68     | 0.01%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 4.709% 01/25/2029                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    330000 | PA      | $334928.83    | 0.05%             | 2029-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 2.875% 04/15/2030                                                               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12314.24     | 0.00%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 1.9% 04/15/2027                                                                          | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41987.76     | 0.01%             | 2027-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 2.7% 04/15/2040                                                                          | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46672.31     | 0.01%             | 2040-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 2.05% 04/15/2030                                                                         | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64855.44     | 0.01%             | 2030-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 4.15% 07/01/2050                                                                 | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39427.90     | 0.01%             | 2050-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 6.15% 04/03/2030                                                               | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68840.74     | 0.01%             | 2030-04-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 5.476% 01/25/2039                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20255.72     | 0.00%             | 2039-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#FM0076                                                                    | CUSIP: 3140X3CN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70467 | PA      | $63790.61     | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2050#BP2187                                                                    | CUSIP: 3140K9ND7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11584 | PA      | $10486.39     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2050#BK2255                                                                    | CUSIP: 3140HFQH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30010 | PA      | $27166.86     | 0.00%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 4.1% 04/15/2030                                                         | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $346640.84    | 0.06%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                      | VMWARE LLC 4.7% 05/15/2030                                                                        | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71176.32     | 0.01%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/01/2050#RA2457                                                                    | CUSIP: 3133KHWS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40188 | PA      | $36380.34     | 0.01%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 3.25% 04/09/2050                                                                  | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10922.33     | 0.00%             | 2050-04-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 3.8% 05/01/2050                                                              | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     90000 | PA      | $66194.14     | 0.01%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTL INC 2.75% 04/13/2030                                                                | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28311.33     | 0.00%             | 2030-04-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCCORMICK and CO INC                                                            | MCCORMICK and CO INC 2.5% 04/15/2030                                                              | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102499.36    | 0.02%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.8% 04/01/2031   | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $215626.13    | 0.03%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.109%/VAR 04/22/2051                                                       | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $160460.81    | 0.03%             | 2051-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 02/20/2050#MA6477                                                                    | CUSIP: 36179VFS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67735 | PA      | $67514.49     | 0.01%             | 2050-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                           | COSTCO WHOLESALE CORP 1.375% 06/20/2027                                                           | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    370000 | PA      | $357566.51    | 0.06%             | 2027-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 04/20/2050#MA6602                                                                    | CUSIP: 36179VKP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20810 | PA      | $20715.81     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 04/20/2050#MA6601                                                                      | CUSIP: 36179VKN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21403 | PA      | $20615.22     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO 9.625% 04/22/2030                                                                   | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $127671.18    | 0.02%             | 2030-04-22      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 2.25% 05/15/2050                                                                 | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $41386.42     | 0.01%             | 2050-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 2.95% 05/05/2045                                                          | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    220000 | PA      | $156640.00    | 0.03%             | 2045-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 1.85% 05/15/2027                                                   | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194519.64    | 0.03%             | 2027-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 2.05% 05/15/2030                                                   | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18416.17     | 0.00%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 2.8% 05/15/2050                                                    | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13092.73     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | BIOGEN INC 3.15% 05/01/2050                                                                       | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13283.69     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                             | NORTHERN TRUST CORP 1.95% 05/01/2030                                                              | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45838.70     | 0.01%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 1.65% 06/01/2030                                                                     | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9065.45      | 0.00%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.75% 06/01/2060                                                                     | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $42215.80     | 0.01%             | 2060-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.6% 06/01/2050                                                                      | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6353.70      | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 1.625% 05/01/2030                                                                     | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     83000 | PA      | $75273.80     | 0.01%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 1.45% 06/01/2027                                                                     | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19351.16     | 0.00%             | 2027-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 2.45% 05/01/2050                                                     | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $24074.05     | 0.00%             | 2050-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.5% 06/01/2040                                                                      | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7539.89      | 0.00%             | 2040-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 3.125% 05/15/2050                                                             | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    130000 | PA      | $86428.54     | 0.01%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 2.95% 05/15/2050                                                                  | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65332.72     | 0.01%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 3.05% 05/15/2050                                                            | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33582.94     | 0.01%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                               | LAM RESEARCH CORP 2.875% 06/15/2050                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33273.83     | 0.01%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 2.85% 05/15/2040                                                                  | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    135000 | PA      | $102912.70    | 0.02%             | 2040-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 4.25% 12/15/2027                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88894.41     | 0.01%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP 3.25% 01/30/2031                                                             | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    107000 | PA      | $100284.05    | 0.02%             | 2031-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 2.55% 11/15/2030                                                                   | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92550.00     | 0.01%             | 2030-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 6.35% 01/15/2031                                                                        | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    187000 | PA      | $200875.49    | 0.03%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 1.65% 05/11/2030                                                                        | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91083.13     | 0.01%             | 2030-05-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 3.375% 02/15/2030                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128559.47    | 0.02%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 05/15/2030                                                                       | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $65932.62     | 0.01%             | 2030-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.956%/VAR 05/13/2031                                                       | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47206.36     | 0.01%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 4.375% 06/30/2050                                                  | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42195.04     | 0.01%             | 2050-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 3.25% 05/20/2050                                                                     | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35276.24     | 0.01%             | 2050-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 0.875% 05/14/2030                                                | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     67000 | PA      | $59451.14     | 0.01%             | 2030-05-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                            | FEDERAL REALTY OP LP 3.5% 06/01/2030                                                              | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48299.30     | 0.01%             | 2030-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 3% 05/15/2050                                                                          | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $47316.46     | 0.01%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 2.65% 01/13/2031                                                               | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56226.49     | 0.01%             | 2031-01-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 3.6% 01/13/2051                                                                | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    130000 | PA      | $98702.83     | 0.02%             | 2051-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                           | QUEST DIAGNOSTICS INC 2.8% 06/30/2031                                                             | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78598.41     | 0.01%             | 2031-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 3.95% 05/13/2050                                                                      | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $77603.08     | 0.01%             | 2050-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 2.823% 05/20/2030                                                         | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132078.69    | 0.02%             | 2030-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PAYPAL HOLDINGS INC 2.3% 06/01/2030                                                               | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46299.62     | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                 | REGENCY CTRS LP 3.7% 06/15/2030                                                                   | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49034.50     | 0.01%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 06/01/2050#SD8067                                                                  | CUSIP: 3132DV6C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78212 | PA      | $67469.47     | 0.01%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 08/01/2039#MA3761                                                                  | CUSIP: 31418DFB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32335 | PA      | $29650.03     | 0.00%             | 2039-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2048#BN3996                                                                    | CUSIP: 3140JLNN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17479 | PA      | $16892.56     | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 2.65% 06/01/2030                                                                       | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119571.90    | 0.02%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 3.794% 05/20/2050                                                         | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15260.05     | 0.00%             | 2050-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.2% 05/19/2032                                                                  | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55878.57     | 0.01%             | 2032-05-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.95% 05/19/2050                                                                 | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77863.89     | 0.01%             | 2050-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 2.9% 05/15/2050                                                            | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    381000 | PA      | $247591.10    | 0.04%             | 2050-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 2% 05/15/2030                                                              | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73194.25     | 0.01%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 1.25% 01/15/2026                                                           | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24905.57     | 0.00%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | BOSTON SCIENTIFIC CORP 2.65% 06/01/2030                                                           | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    161000 | PA      | $151861.19    | 0.02%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 05/20/2050#MA6658                                                                      | CUSIP: 36179VMF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23897 | PA      | $23016.58     | 0.00%             | 2050-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 2.55% 05/28/2040                                                                       | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    345000 | PA      | $256906.51    | 0.04%             | 2040-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                | RELX CAPITAL INC 3% 05/22/2030                                                                    | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9510.35      | 0.00%             | 2030-05-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 05/20/2050#MA6655                                                                    | CUSIP: 36179VMC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    120040 | PA      | $104469.74    | 0.02%             | 2050-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                              | AUTONATION INC DEL 4.75% 06/01/2030                                                               | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50505.79     | 0.01%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 1.95% 01/15/2031                                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    180000 | PA      | $160358.59    | 0.03%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 2.75% 06/01/2031                                                                     | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147449.06    | 0.02%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 05/31/2027                                                                         | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1548000 | PA      | $1479670.32   | 0.24%             | 2027-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.5% 06/01/2041                                                                      | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39876.24     | 0.01%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.85% 06/01/2060                                                                     | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    165000 | PA      | $116771.16    | 0.02%             | 2060-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 2.9% 06/15/2050                                                                      | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     80000 | PA      | $53684.83     | 0.01%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.839% 03/20/2060                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    132000 | PA      | $97841.52     | 0.02%             | 2060-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERSHEY CO                                                                      | HERSHEY CO 2.65% 06/01/2050                                                                       | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25182.99     | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 07/01/2050#                                                                        | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152799 | PA      | $131667.36    | 0.02%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.525% 06/01/2050                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    180000 | PA      | $113788.02    | 0.02%             | 2050-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 2.1% 06/15/2030                                                               | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54514.19     | 0.01%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 1.5% 06/03/2030                                                                    | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    350000 | PA      | $315840.61    | 0.05%             | 2030-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.1% 06/15/2050                                                               | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40275.32     | 0.01%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 2.5% 06/03/2050                                                                    | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61690.54     | 0.01%             | 2050-06-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 1.2% 06/03/2027                                                                    | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    330000 | PA      | $318110.25    | 0.05%             | 2027-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCO INC 3% 06/15/2033                                                                           | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107384.16    | 0.02%             | 2033-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 06/20/2050#MA6710                                                                      | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83130 | PA      | $75245.00     | 0.01%             | 2050-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 2.25% 01/15/2031                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    145000 | PA      | $129775.99    | 0.02%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 3.25% 01/15/2051                                                                 | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     47000 | PA      | $31491.04     | 0.01%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030                                                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11843.22     | 0.00%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 2% 06/30/2030                                                              | CUSIP: 776743AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99442.08     | 0.02%             | 2030-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2049#SD8027                                                                  | CUSIP: 3132DV4L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41544 | PA      | $41244.03     | 0.01%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2048#CA2385                                                                  | CUSIP: 3140Q9UK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23306 | PA      | $23210.33     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 08/01/2048#ZT0495                                                                  | CUSIP: 3132ACRQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81645 | PA      | $81310.72     | 0.01%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | HEALTHPEAK OP LLC 2.875% 01/15/2031                                                               | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    210000 | PA      | $194683.05    | 0.03%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2035#MA3931                                                                    | CUSIP: 31418DLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17038 | PA      | $16561.74     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2034#MA3865                                                                    | CUSIP: 31418DJK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23942 | PA      | $23302.76     | 0.00%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.676%/VAR 06/19/2041                                                 | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    420000 | PA      | $315991.03    | 0.05%             | 2041-06-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 2.45% 06/24/2050                                                                 | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    180000 | PA      | $108739.31    | 0.02%             | 2050-06-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 02/01/2035#FM3019                                                                  | CUSIP: 3140X6K91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10278 | PA      | $10124.98     | 0.00%             | 2035-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 06/30/2027                                                                         | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1571000 | PA      | $1498279.89   | 0.24%             | 2027-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 11/20/2049#MA6287                                                                      | CUSIP: 36179U6Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25001 | PA      | $25495.68     | 0.00%             | 2049-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 03/20/2050#MA6542                                                                    | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    221627 | PA      | $206496.14    | 0.03%             | 2050-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 01/20/2050#MA6410                                                                    | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200962 | PA      | $187241.83    | 0.03%             | 2050-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 03/20/2050#MA6543                                                                      | CUSIP: 36179VHU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    161792 | PA      | $155834.05    | 0.03%             | 2050-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/20/2049#MA6340                                                                      | CUSIP: 36179VBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37699 | PA      | $36310.28     | 0.01%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 12/20/2049#MA6341                                                                    | CUSIP: 36179VBJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12432 | PA      | $12391.59     | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2046#                                                                          | CUSIP: 3140F8JK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64881 | PA      | $58896.66     | 0.01%             | 2046-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020                                 | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020 2.1798% 05/13/2053                                | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116000 | PA      | $99212.22     | 0.02%             | 2053-05-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2034#FM2743                                                                    | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20458 | PA      | $19984.87     | 0.00%             | 2034-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CHENIERE ENERGY PARTNERS LP 4.5% 10/01/2029                                                       | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69980.09     | 0.01%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 2.1% 07/01/2030                                                                     | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9115.78      | 0.00%             | 2030-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2049#FM2373                                                                    | CUSIP: 3140X5T78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14459 | PA      | $14717.33     | 0.00%             | 2049-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 05/01/2050#RA2606                                                                    | CUSIP: 3133KH3P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14571 | PA      | $14786.31     | 0.00%             | 2050-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 08/01/2050#MA4096                                                                  | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174110 | PA      | $150031.58    | 0.02%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2045#CA6279                                                                  | CUSIP: 3140QD6R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126817 | PA      | $110427.80    | 0.02%             | 2045-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 2.65% 07/15/2030                                                          | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46897.00     | 0.01%             | 2030-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2050#CA6399                                                                  | CUSIP: 3140QEDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109629 | PA      | $95290.20     | 0.02%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 07/50#MA6766                                                                           | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48256 | PA      | $43594.75     | 0.01%             | 2050-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2035#MA4099                                                                  | CUSIP: 31418DRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51147 | PA      | $48686.66     | 0.01%             | 2035-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 12/01/2049#SD8032                                                                    | CUSIP: 3132DV4R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79012 | PA      | $76214.32     | 0.01%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2049#BO8238                                                                  | CUSIP: 3140K4EL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192800 | PA      | $180413.84    | 0.03%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2048#FM3055                                                                  | CUSIP: 3140X6MD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165923 | PA      | $155989.05    | 0.03%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 2.048% 07/17/2030                                                      | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $191107.86    | 0.03%             | 2030-07-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.8% 07/15/2046                                                                 | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    170000 | PA      | $153135.86    | 0.02%             | 2046-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                            | ALBERTA PROVINCE CDA 1.3% 07/22/2030                                                              | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    306000 | PA      | $274122.14    | 0.04%             | 2030-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 4.125% 06/15/2039                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193533.39    | 0.03%             | 2039-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 4.55% 02/20/2048                                                          | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48542.55     | 0.01%             | 2048-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2050#MA4097                                                                    | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505476 | PA      | $453952.76    | 0.07%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 1.375% 07/22/2030                                                                  | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    380000 | PA      | $336622.42    | 0.05%             | 2030-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                                               | TELEDYNE FLIR LLC 2.5% 08/01/2030                                                                 | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50995.25     | 0.01%             | 2030-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 07/01/2035#MA4074                                                                    | CUSIP: 31418DQ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132514 | PA      | $123730.26    | 0.02%             | 2035-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 07/31/2027                                                                       | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1248000 | PA      | $1184771.25   | 0.19%             | 2027-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 1.65% 02/01/2028                                                                     | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    650000 | PA      | $618148.25    | 0.10%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2035#CA6563                                                                  | CUSIP: 3140QEJH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37532 | PA      | $35726.51     | 0.01%             | 2035-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 09/01/2050#MA4120                                                                  | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198758 | PA      | $171270.96    | 0.03%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | HIGHWOODS REALTY LP 2.6% 02/01/2031                                                               | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44681.95     | 0.01%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 05/01/2035#FM3340                                                                  | CUSIP: 3140X6WA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34488 | PA      | $33996.73     | 0.01%             | 2035-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 1.1% 08/15/2030                                                                      | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53005.94     | 0.01%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 2.05% 08/15/2050                                                                     | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     95000 | PA      | $53793.44     | 0.01%             | 2050-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 1.9% 08/15/2040                                                                      | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41534.54     | 0.01%             | 2040-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 0.875% 08/05/2030                                                                      | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     83000 | PA      | $73393.73     | 0.01%             | 2030-08-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.375% 08/15/2050                                                     | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    189000 | PA      | $96131.60     | 0.02%             | 2050-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 08/15/2030                                                                       | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    204000 | PA      | $177934.22    | 0.03%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.3% 11/15/2032                                                                      | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149203.49    | 0.02%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.11% 09/15/2028                                                                     | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170714.45    | 0.03%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 2% 08/15/2050                                                                            | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $27698.88     | 0.00%             | 2050-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 2.3% 08/15/2060                                                                | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     85000 | PA      | $44082.71     | 0.01%             | 2060-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | ECOLAB INC 1.3% 01/30/2031                                                                        | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108660.76    | 0.02%             | 2031-01-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 2.875% 01/15/2026                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49905.97     | 0.01%             | 2026-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | KIMCO REALTY OP LLC 1.9% 03/01/2028                                                               | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104972.13    | 0.02%             | 2028-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 1.5% 02/15/2031                                                                      | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260860.88    | 0.04%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.45% 08/15/2052                                                                     | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $54428.93     | 0.01%             | 2052-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2035#MA4075                                                                  | CUSIP: 31418DQ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29147 | PA      | $27744.74     | 0.00%             | 2035-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2049#CA5363                                                                    | CUSIP: 3140QC5Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111379 | PA      | $107575.09    | 0.02%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 09/01/2050#                                                                        | CUSIP: 3132DV7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    476839 | PA      | $410894.59    | 0.07%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 10/01/2050#MA4158                                                                    | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70329 | PA      | $57777.01     | 0.01%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 1.3% 08/21/2027                                                                   | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $257452.44    | 0.04%             | 2027-08-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 08/01/2035#SB8058                                                                  | CUSIP: 3132D55T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69680 | PA      | $66327.74     | 0.01%             | 2035-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.65% 08/15/2062                                                                     | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $10298.93     | 0.00%             | 2062-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 09/35#SB8062                                                                       | CUSIP: 3132D55X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65127 | PA      | $61993.59     | 0.01%             | 2035-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 3.5% 10/15/2032                                                     | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74954.22     | 0.01%             | 2032-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2035#MA4053                                                                  | CUSIP: 31418DQF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45134 | PA      | $42962.23     | 0.01%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 1.25% 08/20/2030                                                                        | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    270000 | PA      | $240287.19    | 0.04%             | 2030-08-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.125% 08/15/2040                                                     | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    775000 | PA      | $496333.01    | 0.08%             | 2040-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 08/20/2050#MA6820                                                                      | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51226 | PA      | $46334.85     | 0.01%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 1.85% 09/15/2032                                                    | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    140000 | PA      | $119575.32    | 0.02%             | 2032-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 2.1% 11/15/2030                                                                   | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132691.30    | 0.02%             | 2030-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 3.6% 11/15/2050                                                                   | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19982.29     | 0.00%             | 2050-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 2.65% 09/15/2040                                                    | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    225000 | PA      | $167935.86    | 0.03%             | 2040-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 3% 09/15/2060                                                       | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12171.71     | 0.00%             | 2060-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 2.7% 08/20/2027                                                          | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141414.31    | 0.02%             | 2027-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 1.75% 02/15/2031                                                           | CUSIP: 776743AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26311.22     | 0.00%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 1.4% 09/15/2027                                                            | CUSIP: 776743AN6<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28657.57     | 0.00%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | CUMMINS INC 2.6% 09/01/2050                                                                       | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31029.15     | 0.01%             | 2050-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 08/20/2050#MA6819                                                                    | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159911 | PA      | $139002.34    | 0.02%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 0.75% 08/26/2030                                                 | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61217.66     | 0.01%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                  | GLOBE LIFE INC 2.15% 08/15/2030                                                                   | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54381.05     | 0.01%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 3.7%/VAR 10/01/2050                                                           | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69999.30     | 0.01%             | 2050-10-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 2.45% 09/01/2060                                                              | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     60000 | PA      | $34165.27     | 0.01%             | 2060-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 2.1% 09/01/2040                                                               | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42932.34     | 0.01%             | 2040-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 08/31/2027                                                                         | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    309000 | PA      | $293272.38    | 0.05%             | 2027-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                               | INTL FIN CORP 0.75% 08/27/2030                                                                    | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34985.43     | 0.01%             | 2030-08-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 09/20/2050#MA6865                                                                    | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    366489 | PA      | $318723.25    | 0.05%             | 2050-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTL INC 2.625% 09/04/2050                                                               | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30352.69     | 0.00%             | 2050-09-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | OTIS WORLDWIDE CORP 3.112% 02/15/2040                                                             | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39453.84     | 0.01%             | 2040-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | OTIS WORLDWIDE CORP 3.362% 02/15/2050                                                             | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14326.55     | 0.00%             | 2050-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 1.05% 09/15/2027                                                              | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50553.93     | 0.01%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                        | JOHNSON CONTROLS/TYCO FI 1.75% 09/15/2030                                                         | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     30000 | PA      | $26837.31     | 0.00%             | 2030-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 2.15% 09/15/2027                                                               | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120728.98    | 0.02%             | 2027-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 1.1% 09/14/2027                                                        | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38192.03     | 0.01%             | 2027-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2048#ZA5642                                                                    | CUSIP: 31329PHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41552 | PA      | $40184.47     | 0.01%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2049#FM3664                                                                    | CUSIP: 3140X7CA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41410 | PA      | $40047.24     | 0.01%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2049#BO5383                                                                    | CUSIP: 3140K06V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388678 | PA      | $350031.83    | 0.06%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2050#QA6848                                                                  | CUSIP: 3133A1TD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192504 | PA      | $180076.48    | 0.03%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2050#                                                                        | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    297595 | PA      | $256067.38    | 0.04%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 05/01/2040#CA5686                                                                  | CUSIP: 3140QDJ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300549 | PA      | $274169.34    | 0.04%             | 2040-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 1.375% 09/15/2030                                                          | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44064.10     | 0.01%             | 2030-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 1.5% 09/18/2030                                                        | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    400000 | PA      | $352430.39    | 0.06%             | 2030-09-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B19 MTG TR                                                       | BENCHMARK 2020-B19 A5 1.85% 09/15/2053                                                            | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $124527.00    | 0.02%             | 2053-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 2.375% 03/15/2031                                                             | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44762.84     | 0.01%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BN28                                                                  | BANK 2020-BN28 1.844% 03/15/2063                                                                  | CUSIP: 06540YAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $107231.30    | 0.02%             | 2063-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.378% 07/25/2030                                                  | CUSIP: 3137FWHT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260000 | PA      | $233114.52    | 0.04%             | 2030-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 3.155% 05/15/2055                                                           | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    195000 | PA      | $128522.79    | 0.02%             | 2055-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 2.252% 09/29/2032                                                              | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    300000 | PA      | $245400.00    | 0.04%             | 2032-09-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 2.6% 10/01/2040                                                               | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $111996.81    | 0.02%             | 2040-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 2.8% 10/01/2050                                                               | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    110000 | PA      | $71351.51     | 0.01%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                    | DANAHER CORP 2.6% 10/01/2050                                                                      | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $50040.24     | 0.01%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 1.125% 10/07/2030                                                            | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    224000 | PA      | $197821.68    | 0.03%             | 2030-10-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.406% 08/25/2030                                                  | CUSIP: 3137FX3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $179240.56    | 0.03%             | 2030-08-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 02/01/2034#ZT1733                                                                    | CUSIP: 3132AD4S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17910 | PA      | $17984.05     | 0.00%             | 2034-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 06/01/2034#ZT2092                                                                  | CUSIP: 3132AEKD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16783 | PA      | $16534.06     | 0.00%             | 2034-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 10/20/2050#MA6931                                                                    | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    359092 | PA      | $312290.20    | 0.05%             | 2050-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 1.4% 02/25/2031                                                                       | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175481.44    | 0.03%             | 2031-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 3.625% 04/01/2051                                               | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32872.38     | 0.01%             | 2051-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 3.375% 10/01/2040                                               | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36897.43     | 0.01%             | 2040-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37343.73     | 0.01%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 1.7% 10/15/2030                                                                     | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88819.74     | 0.01%             | 2030-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3% 10/15/2050                                                                       | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     60000 | PA      | $38849.90     | 0.01%             | 2050-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 0.75% 10/08/2027                                                                       | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    125000 | PA      | $118841.60    | 0.02%             | 2027-10-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 08/01/2050#RA3245                                                                    | CUSIP: 3133KJTA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268264 | PA      | $220636.97    | 0.04%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2050#SD8059                                                                  | CUSIP: 3132DV5U5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56929 | PA      | $56447.08     | 0.01%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 10/20/2050#MA6932                                                                      | CUSIP: 36179VVZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    227471 | PA      | $205752.77    | 0.03%             | 2050-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.831%/VAR 10/24/2051                                                 | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32604.52     | 0.01%             | 2051-10-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.493% 09/25/2030                                                  | CUSIP: 3137F62M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $179091.62    | 0.03%             | 2030-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 10/31/2027                                                                         | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     64000 | PA      | $60457.50     | 0.01%             | 2027-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                            | CHENIERE CORPUS CHRISTI HOLDINGS LLC 3.7% 11/15/2029                                              | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39106.51     | 0.01%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK and DECKER INC                                                    | STANLEY BLACK and DECKER INC 2.75% 11/15/2050                                                     | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     60000 | PA      | $36071.12     | 0.01%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2050#MA4208                                                                    | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2957062 | PA      | $2427453.13   | 0.39%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2049#FM1922                                                                    | CUSIP: 3140X5D42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33458 | PA      | $34077.32     | 0.01%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2049#MA3885                                                                    | CUSIP: 31418DJ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7307 | PA      | $7424.33      | 0.00%             | 2049-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.625% 11/15/2050                                                     | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1086000 | PA      | $589579.21    | 0.10%             | 2050-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 2.5% 11/15/2050                                                          | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    135000 | PA      | $82492.40     | 0.01%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 2.668%/VAR 11/15/2035                                                        | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     80000 | PA      | $72492.60     | 0.01%             | 2035-11-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 2.35% 11/13/2040                                                          | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    160000 | PA      | $114949.90    | 0.02%             | 2040-11-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 1.75% 02/15/2032                                                            | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172993.66    | 0.03%             | 2032-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 1.794%/VAR 02/13/2032                                                              | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    195000 | PA      | $171862.87    | 0.03%             | 2032-02-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 3% 11/20/2060                                                          | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59807.04     | 0.01%             | 2060-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.65% 11/20/2040                                                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50829.85     | 0.01%             | 2040-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2050#MA4210                                                                  | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236536 | PA      | $203528.59    | 0.03%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.525%/VAR 11/19/2041                                                       | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $80384.21     | 0.01%             | 2041-11-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.375% 11/15/2040                                                     | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    599000 | PA      | $396650.31    | 0.06%             | 2040-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                                    | REXFORD INDUSTRIAL REALTY LP 2.125% 12/01/2030                                                    | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17927.91     | 0.00%             | 2030-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 07/01/2035#FM4457                                                                    | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22114 | PA      | $21557.72     | 0.00%             | 2035-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 12/01/2035#MA4206                                                                    | CUSIP: 31418DU83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    779755 | PA      | $726607.85    | 0.12%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 3.771% 05/24/2061                                                    | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $156375.00    | 0.03%             | 2061-05-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 3.125% 12/01/2030                                                                  | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18565.83     | 0.00%             | 2030-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 11/20/2050#MA6995                                                                    | CUSIP: 36179VXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    160761 | PA      | $139808.25    | 0.02%             | 2050-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 11/20/2050#MA6997                                                                    | CUSIP: 36179VX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8383 | PA      | $7811.06      | 0.00%             | 2050-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 03/20/2050#MA6545                                                                      | CUSIP: 36179VHW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15487 | PA      | $15842.32     | 0.00%             | 2050-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 2.95% 11/21/2026                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    205000 | PA      | $203084.39    | 0.03%             | 2026-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 3.2% 11/21/2029                                                                        | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19398.68     | 0.00%             | 2029-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.05% 11/21/2039                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9047.86      | 0.00%             | 2039-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.25% 11/21/2049                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $337676.20    | 0.05%             | 2049-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                                                               | TJX COMPANIES INC NEW 1.6% 05/15/2031                                                             | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109912.72    | 0.02%             | 2031-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | ALLSTATE CORP 1.45% 12/15/2030                                                                    | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    280000 | PA      | $244482.95    | 0.04%             | 2030-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 11/30/2027                                                                       | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    509000 | PA      | $480965.24    | 0.08%             | 2027-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 12/01/2033#ZT1566                                                                  | CUSIP: 3132ADW38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16827 | PA      | $16587.16     | 0.00%             | 2033-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 03/01/2035#MA3957                                                                  | CUSIP: 31418DMF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3228 | PA      | $3173.80      | 0.00%             | 2035-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 1.862% 12/01/2032                                                                | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    185000 | PA      | $154012.50    | 0.02%             | 2032-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 2.78% 12/01/2060                                                                 | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    195000 | PA      | $109931.25    | 0.02%             | 2060-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2050#SD7526                                                                  | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282642 | PA      | $245850.95    | 0.04%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.547% 10/25/2030                                                  | CUSIP: 3137F83Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40000 | PA      | $35738.32     | 0.01%             | 2030-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 2.5% 05/15/2051                                                                          | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    115000 | PA      | $69599.87     | 0.01%             | 2051-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 12/20/2050#MA7052                                                                    | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143853 | PA      | $124946.82    | 0.02%             | 2050-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 2.65% 12/10/2045                                                          | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $134500.00    | 0.02%             | 2045-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 1.648% 06/10/2031                                                         | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    205000 | PA      | $178452.50    | 0.03%             | 2031-06-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2050#SD7530                                                                  | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142135 | PA      | $123544.81    | 0.02%             | 2050-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026                                               | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99924.76     | 0.02%             | 2026-12-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 12/20/2050#MA7051                                                                      | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1447060 | PA      | $1206693.58   | 0.19%             | 2050-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2051#MA4237                                                                    | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318229 | PA      | $261432.80    | 0.04%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 2.5% 12/21/2040                                                                        | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50417.88     | 0.01%             | 2040-12-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 1.65% 01/15/2031                                                                       | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75099.33     | 0.01%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 1.65% 03/11/2031                                                              | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43877.91     | 0.01%             | 2031-03-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 3.377% 04/05/2040                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65322.34     | 0.01%             | 2040-04-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2050#SD0506                                                                  | CUSIP: 3132DMR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227233 | PA      | $214338.89    | 0.03%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2051#SD8121                                                                    | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    111250 | PA      | $91324.95     | 0.01%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2050#MA4077                                                                    | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113013 | PA      | $92948.75     | 0.01%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2048#ZA6106                                                                    | CUSIP: 31329PYB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21354 | PA      | $21748.68     | 0.00%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2050#SD8106                                                                    | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    564852 | PA      | $464040.32    | 0.07%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030                                                    | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19140.87     | 0.00%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | TRANSCONTINENTAL GAS LINE LLC 3.95% 05/15/2050                                                    | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $39187.02     | 0.01%             | 2050-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 06/01/2035#FM3869                                                                    | CUSIP: 3140X7JP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25235 | PA      | $24560.89     | 0.00%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 12/31/2027                                                                       | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    338000 | PA      | $318644.22    | 0.05%             | 2027-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 2.375% 03/15/2051                                                                  | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    113000 | PA      | $66233.03     | 0.01%             | 2051-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 1.85% 03/12/2031                                                            | CUSIP: 455780CV6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    650000 | PA      | $571512.50    | 0.09%             | 2031-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 3.35% 03/12/2071                                                            | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     50000 | PA      | $33062.50     | 0.01%             | 2071-03-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 01/20/2051#MA7136                                                                    | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105314 | PA      | $91488.82     | 0.01%             | 2051-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 1.25% 01/08/2026                                                         | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    555000 | PA      | $553222.47    | 0.09%             | 2026-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 1.7% 01/15/2031                                                                         | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88092.91     | 0.01%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 2.2% 02/01/2031                                                           | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90488.33     | 0.01%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2051#MA4255                                                                    | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1787981 | PA      | $1467754.19   | 0.24%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2048#ZA5759                                                                  | CUSIP: 31329PMG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22436 | PA      | $22344.44     | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 02/01/2036#SB8089                                                                    | CUSIP: 3132D57A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197846 | PA      | $183990.18    | 0.03%             | 2036-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 1.125% 01/13/2031                                                         | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    170000 | PA      | $149744.31    | 0.02%             | 2031-01-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.621% 12/25/2030                                                  | CUSIP: 3137F8ZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130000 | PA      | $116395.92    | 0.02%             | 2030-12-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 3.75% 04/01/2030                                                             | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39164.52     | 0.01%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 4.875% 10/01/2049                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43920.31     | 0.01%             | 2049-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 5.5% 06/01/2050                                                              | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    195000 | PA      | $185216.78    | 0.03%             | 2050-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.75% 01/31/2028                                                                        | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    263000 | PA      | $248062.42    | 0.04%             | 2028-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2049#FM5659                                                                  | CUSIP: 3140X9JD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55171 | PA      | $52075.31     | 0.01%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2049#FM5663                                                                  | CUSIP: 3140X9JH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31419 | PA      | $29625.91     | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 1.25% 02/10/2031                                                 | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88486.08     | 0.01%             | 2031-02-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.65% 02/08/2051                                                                        | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63890.24     | 0.01%             | 2051-02-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 1.65% 02/08/2031                                                                        | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    370000 | PA      | $330926.99    | 0.05%             | 2031-02-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.375% 02/08/2041                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    160000 | PA      | $116558.07    | 0.02%             | 2041-02-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.8% 02/08/2061                                                                         | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    155000 | PA      | $93884.69     | 0.02%             | 2061-02-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 02/20/2051#MA7193                                                                    | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151052 | PA      | $131222.79    | 0.02%             | 2051-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.875% 02/15/2051                                                     | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     96000 | PA      | $55440.00     | 0.01%             | 2051-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 02/15/2031                                                                       | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000 | PA      | $1767.81      | 0.00%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 3% 05/18/2051                                                      | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61705.21     | 0.01%             | 2051-05-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD 2.125% 02/09/2031                                                       | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $181982.00    | 0.03%             | 2031-02-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 1.625% 03/15/2031                                                                     | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87605.72     | 0.01%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 1.25% 02/14/2031                                                         | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |     83000 | PA      | $73488.95     | 0.01%             | 2031-02-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 2.9% 04/01/2041                                                                  | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44066.95     | 0.01%             | 2041-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 07/01/2050#QB1843                                                                    | CUSIP: 3133A8BL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    455705 | PA      | $374800.29    | 0.06%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2046#ZS4687                                                                  | CUSIP: 3132A5F42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12893 | PA      | $11287.25     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2050#FM3339                                                                  | CUSIP: 3140X6V99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80954 | PA      | $69834.08     | 0.01%             | 2050-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 02/01/2041#MA4269                                                                  | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213618 | PA      | $193887.74    | 0.03%             | 2041-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#BK9604                                                                    | CUSIP: 3140HPU62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22646 | PA      | $21957.86     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 2.5% 03/01/2031                                                                      | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17242.85     | 0.00%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR INC 2.1% 06/15/2033                                                                           | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29312.84     | 0.00%             | 2033-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.875% 02/15/2041                                                     | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    209000 | PA      | $148920.66    | 0.02%             | 2041-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 01/01/2036#BK8511                                                                    | CUSIP: 3140HNN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190283 | PA      | $176956.71    | 0.03%             | 2036-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2021-C9                                                            | BBCMS MTG TR 2021-C9 2.299% 02/15/2054                                                            | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $180961.76    | 0.03%             | 2054-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.846% 01/25/2031                                                  | CUSIP: 3137F9Z79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $45137.54     | 0.01%             | 2031-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 01/20/2051#MA7135                                                                      | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    735113 | PA      | $613063.26    | 0.10%             | 2051-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 02/20/2051#MA7192                                                                      | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    600682 | PA      | $500787.34    | 0.08%             | 2051-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | MASCO CORP 3.125% 02/15/2051                                                                      | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     14000 | PA      | $9368.02      | 0.00%             | 2051-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | MASCO CORP 2% 02/15/2031                                                                          | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25736.93     | 0.00%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.5% 06/01/2041   | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $107021.64    | 0.02%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 02/29/2028                                                                       | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $949.22       | 0.00%             | 2028-02-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.9% 06/01/2052   | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $144428.88    | 0.02%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 1.2% 03/01/2026                                                               | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    122000 | PA      | $121043.22    | 0.02%             | 2026-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                      | FIDELITY NATL INFORMN SVCS INC 1.15% 03/01/2026                                                   | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     68000 | PA      | $67490.54     | 0.01%             | 2026-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                      | FIDELITY NATL INFORMN SVCS INC 2.25% 03/01/2031                                                   | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44704.29     | 0.01%             | 2031-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                    | SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030                                                      | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40237.08     | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 1.267%/VAR 03/02/2027                                                       | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102208.14    | 0.02%             | 2027-03-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 3.4% 03/15/2051                                                                 | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14080.90     | 0.00%             | 2051-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 2.375% 03/15/2031                                                               | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90626.14     | 0.01%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                                            | LAUDER ESTEE COS INC 1.95% 03/15/2031                                                             | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66902.85     | 0.01%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 2.25% 04/01/2028                                                 | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47936.39     | 0.01%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 2.95% 03/15/2051                                                                   | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67139.89     | 0.01%             | 2051-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 03/20/2051#MA7254                                                                      | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    843235 | PA      | $703233.50    | 0.11%             | 2051-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 3.3% 03/11/2041                                                                  | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     70000 | PA      | $54670.00     | 0.01%             | 2041-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 3.55% 03/10/2051                                                                 | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     55000 | PA      | $39435.00     | 0.01%             | 2051-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP 2.75% 04/15/2031                                                       | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36396.98     | 0.01%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B24 MTG TR                                                       | BENCHMARK 2021-B24 MTG TR 2.5843% 03/15/2054                                                      | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $45170.51     | 0.01%             | 2054-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 03/20/2051#MA7255                                                                    | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56151 | PA      | $48780.07     | 0.01%             | 2051-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 2.85% 04/15/2031                                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55656.57     | 0.01%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 04/01/2051#MA4305                                                                    | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    887101 | PA      | $727667.21    | 0.12%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 2.55% 03/15/2031                                                                | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112966.69    | 0.02%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.35% 04/01/2051                                          | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $64516.46     | 0.01%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.651%/VAR 03/11/2032                                                 | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73739.73     | 0.01%             | 2032-03-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                         | PIEDMONT NATURAL GAS CO 2.5% 03/15/2031                                                           | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72758.38     | 0.01%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2050#QA6839                                                                  | CUSIP: 3133A1S45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46558 | PA      | $46164.02     | 0.01%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 3.55% 03/22/2051                                                       | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $101639.01    | 0.02%             | 2051-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 3.7% 03/22/2061                                                        | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34763.27     | 0.01%             | 2061-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 2.5% 01/01/2027#MA2869                                                                  | CUSIP: 31418CFK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9752 | PA      | $9662.35      | 0.00%             | 2027-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.921% 03/17/2052                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    276000 | PA      | $187621.70    | 0.03%             | 2052-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.041% 03/17/2062                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19439.91     | 0.00%             | 2062-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 04/01/2036#SB8098                                                                    | CUSIP: 3132D57K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160038 | PA      | $148429.91    | 0.02%             | 2036-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3.5% 04/15/2031                                                                  | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86260.20     | 0.01%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 2% 03/20/2028                                                                 | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110436.61    | 0.02%             | 2028-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 03/31/2028                                                                        | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13000 | PA      | $12355.08     | 0.00%             | 2028-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.1% 03/25/2061                                                                       | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13505.68     | 0.00%             | 2061-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.3% 03/25/2028                                                                       | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57237.20     | 0.01%             | 2028-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 2.625% 04/01/2031                                                                   | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45931.88     | 0.01%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2051#CB0072                                                                  | CUSIP: 3140QKCJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    280167 | PA      | $240896.41    | 0.04%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 04/51#MA7311                                                                           | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    471759 | PA      | $393285.61    | 0.06%             | 2051-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 2.4% 04/10/2028                                                          | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76765.53     | 0.01%             | 2028-04-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2051#BR8853                                                                    | CUSIP: 3140L7ZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195149 | PA      | $160076.16    | 0.03%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 03/01/2051#BR8852                                                                  | CUSIP: 3140L7ZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74453 | PA      | $64016.85     | 0.01%             | 2051-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 05/01/2051#SD8146                                                                    | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1803977 | PA      | $1479757.36   | 0.24%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 02/051#MA7194                                                                          | CUSIP: 36179V7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    174805 | PA      | $158006.35    | 0.03%             | 2051-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.328%/VAR 04/22/2052                                                       | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     80000 | PA      | $57972.58     | 0.01%             | 2052-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 2.615%/VAR 04/22/2032                                               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59448.57     | 0.01%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2051#MA4326                                                                  | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    552091 | PA      | $474704.71    | 0.08%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 05/01/2051#SD8147                                                                  | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    624954 | PA      | $537354.97    | 0.09%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.687%/VAR 04/22/2032                                                 | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     43000 | PA      | $39588.40     | 0.01%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027                                                 | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42330.92     | 0.01%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.217%/VAR 04/22/2042                                                              | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $138317.50    | 0.02%             | 2042-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 1.593%/VAR 05/04/2027                                                              | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59344.58     | 0.01%             | 2027-05-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.02% 03/25/2031                                                   | CUSIP: 3137FYUJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $45511.12     | 0.01%             | 2031-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2051#MA7313                                                                      | CUSIP: 36179WDS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30136 | PA      | $27239.57     | 0.00%             | 2051-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 04/30/2028                                                                        | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    659000 | PA      | $625046.05    | 0.10%             | 2028-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.25% 01/05/2032                                                                     | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    205000 | PA      | $185884.83    | 0.03%             | 2032-01-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2049#FM7075                                                                    | CUSIP: 3140XA2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52817 | PA      | $51128.10     | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 2% 06/01/2029                                                            | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51537.78     | 0.01%             | 2029-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                        | SAFEHOLD GL HOLDINGS LLC 2.8% 06/15/2031                                                          | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46065.75     | 0.01%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 1.4% 05/10/2026                                                                          | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    118000 | PA      | $116665.51    | 0.02%             | 2026-05-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 09/20/2050#MA6864                                                                      | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94685 | PA      | $79112.09     | 0.01%             | 2050-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/20/2051#MA7195                                                                    | CUSIP: 36179V7G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    189640 | PA      | $176692.64    | 0.03%             | 2051-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 03/20/2051#MA7257                                                                    | CUSIP: 36179WB23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    201504 | PA      | $187746.94    | 0.03%             | 2051-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 12/20/2050#MA7055                                                                      | CUSIP: 36179VZU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37842 | PA      | $36448.17     | 0.01%             | 2050-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 12/20/2050#MA7056                                                                    | CUSIP: 36179VZV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52027 | PA      | $51857.12     | 0.01%             | 2050-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 04/20/2051#MA7316                                                                    | CUSIP: 36179WDV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51156 | PA      | $51053.03     | 0.01%             | 2051-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 05/20/2051#MA7367                                                                    | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    432581 | PA      | $375660.16    | 0.06%             | 2051-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.987% 10/30/2056                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    123000 | PA      | $75145.75     | 0.01%             | 2056-10-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 4.1% 05/15/2121                                                             | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $57083.18     | 0.01%             | 2121-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.375% 05/15/2051                                                     | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    842000 | PA      | $547694.69    | 0.09%             | 2051-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 2.1% 05/12/2031                                                                    | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    193000 | PA      | $174710.03    | 0.03%             | 2031-05-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.1% 05/12/2051                                                                    | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    193000 | PA      | $133349.41    | 0.02%             | 2051-05-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 2.875% 05/12/2041                                                                  | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    185000 | PA      | $142955.93    | 0.02%             | 2041-05-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2050#MA4118                                                                  | CUSIP: 31418DSG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30671 | PA      | $30401.49     | 0.00%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2050#FM5036                                                                    | CUSIP: 3140X8S24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143257 | PA      | $138453.06    | 0.02%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 2.3% 06/01/2031                                                               | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45250.95     | 0.01%             | 2031-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 3.5% 05/20/2051                                                      | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14221.71     | 0.00%             | 2051-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.25% 05/15/2041                                                      | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1321000 | PA      | $991317.62    | 0.16%             | 2041-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2049#CA3816                                                                  | CUSIP: 3140QBG28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27419 | PA      | $25932.16     | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 2.804%/VAR 05/24/2032                                                           | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $311430.88    | 0.05%             | 2032-05-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 2.3% 05/15/2031                                                            | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    286000 | PA      | $258742.47    | 0.04%             | 2031-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.05% 05/15/2041                                                           | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $88473.62     | 0.01%             | 2041-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.2% 05/20/2041                                                                | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35564.10     | 0.01%             | 2041-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 1.5% 05/20/2051#MA7365                                                                    | CUSIP: 36179WFE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35083 | PA      | $28019.67     | 0.00%             | 2051-05-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC                                                | ASSURED GTY US HLDGS INC 3.15% 06/15/2031                                                         | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37750.04     | 0.01%             | 2031-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3.6% 11/15/2060                                                                  | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    175000 | PA      | $119373.95    | 0.02%             | 2060-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.5% 04/15/2050                                                                  | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     62000 | PA      | $52191.91     | 0.01%             | 2050-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3.875% 04/15/2030                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $541770.55    | 0.09%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3% 02/15/2041                                                                    | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52811.08     | 0.01%             | 2041-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.069%/VAR 06/01/2029                                                       | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143130.28    | 0.02%             | 2029-06-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 06/20/2051#MA7417                                                                      | CUSIP: 36179WG28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    305556 | PA      | $254729.20    | 0.04%             | 2051-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC 2.25% 05/28/2031                                                          | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82118.36     | 0.01%             | 2031-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 05/01/2051#RA5077                                                                  | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99897 | PA      | $86830.95     | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 06/20/2051#MA7418                                                                    | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138257 | PA      | $120064.49    | 0.02%             | 2051-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.087%/VAR 06/14/2029                                                 | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    310000 | PA      | $295593.25    | 0.05%             | 2029-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 06/51#RA5373                                                                         | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    181067 | PA      | $149882.53    | 0.02%             | 2051-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2051#MA4379                                                                  | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171233 | PA      | $146803.32    | 0.02%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 06/01/2047#Q48875                                                                    | CUSIP: 3132WN2H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    386185 | PA      | $372244.98    | 0.06%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP 2% 06/15/2031                                                                         | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    215000 | PA      | $194358.96    | 0.03%             | 2031-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | EXPEDIA GROUP INC 4.625% 08/01/2027                                                               | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241547.87    | 0.04%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                    | SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031                                                      | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36478.12     | 0.01%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 06/30/2028                                                                        | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    262000 | PA      | $247600.23    | 0.04%             | 2028-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/01/2051#SD8142                                                                    | CUSIP: 3132DWBK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    418795 | PA      | $375452.71    | 0.06%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 8.1% 07/15/2036                                                                | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $48774.41     | 0.01%             | 2036-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 8.35% 07/15/2046                                                               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $172933.61    | 0.03%             | 2046-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 5.3% 10/01/2029                                                                | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82625.70     | 0.01%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 4.9% 10/01/2026                                                                | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30160.77     | 0.00%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                   | MARTIN MARIETTA MATERIALS INC 2.4% 07/15/2031                                                     | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49772.57     | 0.01%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032                                                      | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17245.49     | 0.00%             | 2032-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 3.4% 08/01/2051                                                                      | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $55269.24     | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | SUZANO AUSTRIA GMBH 3.125% 01/15/2032                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     50000 | PA      | $44587.50     | 0.01%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC 1.95% 07/15/2031                                                                   | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    195000 | PA      | $174265.34    | 0.03%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC 2.7% 07/15/2041                                                                    | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36741.26     | 0.01%             | 2041-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 07/01/2051#SD8156                                                                  | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    395623 | PA      | $339179.36    | 0.05%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 07/20/2051#MA7471                                                                      | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100727 | PA      | $83971.67     | 0.01%             | 2051-07-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MSC 2021-L6                                                                     | MORGAN STANLEY CAPITAL I L6 A4 CSTR 06/15/2054                                                    | CUSIP: 61692CBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $44824.41     | 0.01%             | 2054-06-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 1.653% 07/14/2026                                                             | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $211722.56    | 0.03%             | 2026-07-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 1.554%/VAR 07/09/2027                                                       | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $295342.19    | 0.05%             | 2027-07-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 08/01/2051#                                                                          | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    303429 | PA      | $248894.94    | 0.04%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 05/51#SD7541                                                                         | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17373 | PA      | $14462.30     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027                                                  | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196699.40    | 0.03%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 07/01/2051#RA5561                                                                    | CUSIP: 3133KMFA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213778 | PA      | $176625.84    | 0.03%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 07/20/2051#MA7472                                                                    | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1150755 | PA      | $999333.70    | 0.16%             | 2051-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 07/01/2051#SD8154                                                                  | CUSIP: 3132DWBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    612496 | PA      | $475728.89    | 0.08%             | 2051-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 07/01/2051#QC4581                                                                  | CUSIP: 3133APCS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78732 | PA      | $61151.30     | 0.01%             | 2051-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 06/01/2051#QC2979                                                                  | CUSIP: 3133AMJY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86561 | PA      | $67881.98     | 0.01%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 08/01/2051#SD8161                                                                  | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    634023 | PA      | $543567.50    | 0.09%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032                                               | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89921.77     | 0.01%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 1.512%/VAR 07/20/2027                                                              | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68837.67     | 0.01%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 2.239%/VAR 07/21/2032                                                              | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62430.99     | 0.01%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                                                  | CAPITAL ONE MULTI-ASST EXEC TR 1.39% 07/15/2030                                                   | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |     60000 | PA      | $56397.55     | 0.01%             | 2030-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | ROYALTY PHARMA PLC 2.15% 09/02/2031                                                               | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $87833.73     | 0.01%             | 2031-09-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                      | VMWARE LLC 1.4% 08/15/2026                                                                        | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95292.92     | 0.02%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 1.8% 07/28/2031                                                         | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     47000 | PA      | $41561.97     | 0.01%             | 2031-07-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 2.55% 07/27/2033                                                                | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $347600.00    | 0.06%             | 2033-07-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1% 07/31/2028                                                                           | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000 | PA      | $1874.06      | 0.00%             | 2028-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 08/20/2051#MA7534                                                                    | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    437439 | PA      | $379878.43    | 0.06%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2044#FM6331                                                                  | CUSIP: 3140XAA93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320385 | PA      | $304890.61    | 0.05%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 2.359%/VAR 07/29/2032                                                        | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8740.23      | 0.00%             | 2032-07-29      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORP                                                   | FIRST AMERICAN FINANCIAL CORP 2.4% 08/15/2031                                                     | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35048.96     | 0.01%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 2.625% 08/01/2031                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59980.30     | 0.01%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 1.35% 02/03/2027                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48400.22     | 0.01%             | 2027-02-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 1.7% 08/05/2031                                                                         | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     52000 | PA      | $46268.47     | 0.01%             | 2031-08-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.85% 08/05/2061                                                                        | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     51000 | PA      | $31176.78     | 0.01%             | 2061-08-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.7% 08/05/2051                                                                         | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19255.77     | 0.00%             | 2051-08-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2% 09/01/2041#                                                                          | CUSIP: 3133KYVS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    719337 | PA      | $631776.81    | 0.10%             | 2041-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD BRH                                                             | UBS AG STAMFORD BRH 1.25% 08/07/2026                                                              | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304697.70    | 0.05%             | 2026-08-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 1.723% 06/25/2031                                                  | CUSIP: 3137H1YS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $88945.01     | 0.01%             | 2031-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | ROYALTY PHARMA PLC 3.3% 09/02/2040                                                                | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $54950.07     | 0.01%             | 2040-09-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 08/15/2031                                                                        | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    259000 | PA      | $226807.11    | 0.04%             | 2031-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2% 08/15/2051                                                         | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    579000 | PA      | $342944.42    | 0.06%             | 2051-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 2.8% 08/15/2041                                                                         | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148285.13    | 0.02%             | 2041-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP 3.125% 08/15/2051                                                                   | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     70000 | PA      | $43169.05     | 0.01%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | ROYALTY PHARMA PLC 2.2% 09/02/2030                                                                | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $18136.22     | 0.00%             | 2030-09-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2045#FM1067                                                                  | CUSIP: 3140X4FH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113244 | PA      | $106712.58    | 0.02%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                          | FRANKLIN RESOURCES INC 2.95% 08/12/2051                                                           | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12837.82     | 0.00%             | 2051-08-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP 1.75% 08/12/2031                                                            | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119290.07    | 0.02%             | 2031-08-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 2.95% 08/15/2051                                                    | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $38934.02     | 0.01%             | 2051-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 08/01/2045#AS5709                                                                    | CUSIP: 3138WFKX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    524107 | PA      | $479201.41    | 0.08%             | 2045-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                           | REGIONS FINL CORP NEW 1.8% 08/12/2028                                                             | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94248.26     | 0.02%             | 2028-08-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                  | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 2.15% 02/15/2032                                   | CUSIP: 0778FPAG4<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $39069.50     | 0.01%             | 2032-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 1.15% 08/13/2026                                                   | CUSIP: 693475BB0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    203000 | PA      | $199084.54    | 0.03%             | 2026-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2049#FM3155                                                                    | CUSIP: 3140X6QH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99745 | PA      | $101590.35    | 0.02%             | 2049-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 09/01/2051#SD8167                                                                  | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    196891 | PA      | $168800.53    | 0.03%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.75% 08/15/2041                                                      | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1262000 | PA      | $868463.04    | 0.14%             | 2041-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2036#                                                                        | CUSIP: 3140XCNV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9887 | PA      | $9457.34      | 0.00%             | 2036-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                              | AON CORP / AON GLOBAL HOLDINGS PLC 2.9% 08/23/2051                                                | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $31552.47     | 0.01%             | 2051-08-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 08/31/2028                                                                       | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $9384.38      | 0.00%             | 2028-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 10/01/2051#                                                                          | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154212 | PA      | $126447.94    | 0.02%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.85% 09/03/2041                                                       | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    170000 | PA      | $124194.73    | 0.02%             | 2041-09-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 09/20/2051#MA7589                                                                    | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137942 | PA      | $119790.87    | 0.02%             | 2051-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.5% 09/15/2053                                                                      | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    321000 | PA      | $220850.27    | 0.04%             | 2053-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.65% 09/15/2059                                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    125000 | PA      | $85216.20     | 0.01%             | 2059-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 1.722%/VAR 09/14/2027                                                          | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $196169.95    | 0.03%             | 2027-09-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 3.3% 02/15/2053                                                         | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $171060.30    | 0.03%             | 2053-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTION INC                                                            | WASTE CONNECTION INC 2.2% 01/15/2032                                                              | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $132988.91    | 0.02%             | 2032-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 2.5% 09/22/2041                                                                       | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    205000 | PA      | $149883.80    | 0.02%             | 2041-09-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                     | REVVITY INC 2.25% 09/15/2031                                                                      | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52969.03     | 0.01%             | 2031-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.55% 09/15/2055                                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    334000 | PA      | $228892.07    | 0.04%             | 2055-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | AVALONBAY COMMUNITIES INC 2.05% 01/15/2032                                                        | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92476.32     | 0.01%             | 2032-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                                   | OHIO POWER CO 2.9% 10/01/2051                                                                     | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12528.87     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2051#SD8173                                                                  | CUSIP: 3132DWCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    706212 | PA      | $605236.34    | 0.10%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2050#QB4571                                                                    | CUSIP: 3133ABCG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121801 | PA      | $117260.09    | 0.02%             | 2050-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2050#FM7461                                                                    | CUSIP: 3140XBJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50371 | PA      | $48556.32     | 0.01%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 07/01/2048#ZA5568                                                                  | CUSIP: 31329PFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31749 | PA      | $31618.82     | 0.01%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 10/01/2051#MA4437                                                                    | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    612539 | PA      | $502259.16    | 0.08%             | 2051-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 2.8% 09/15/2041                                                                     | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     90000 | PA      | $65281.94     | 0.01%             | 2041-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 2.484%/VAR 09/16/2036                                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48421.62     | 0.01%             | 2036-09-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2021-C11                                                           | BBCMS MTG TR 2021-C11 2.322% 09/15/2054                                                           | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89387.00     | 0.01%             | 2054-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2034#FM0037                                                                    | CUSIP: 3140X3BF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29074 | PA      | $28339.06     | 0.00%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.482%/VAR 09/21/2036                                                 | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52814.30     | 0.01%             | 2036-09-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2050#FM7147                                                                  | CUSIP: 3140XA5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26512 | PA      | $24924.43     | 0.00%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 1.47%/VAR 09/22/2027                                                        | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166455.36    | 0.03%             | 2027-09-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT INC 3% 04/15/2052                                                                        | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31814.24     | 0.01%             | 2052-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 11/01/2051#MA4465                                                                    | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    699598 | PA      | $573643.86    | 0.09%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                                                | HARTFORD INSURANCE GROUP INC/THE 2.9% 09/15/2051                                                  | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13060.20     | 0.00%             | 2051-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 10/01/2051#MA4438                                                                  | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371188 | PA      | $318115.21    | 0.05%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 09/30/2028                                                                        | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4699.61      | 0.00%             | 2028-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 03/01/2046#FM2316                                                                  | CUSIP: 3140X5SE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224946 | PA      | $214276.23    | 0.03%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 08/01/2043#FM2319                                                                  | CUSIP: 3140X5SH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109082 | PA      | $103965.32    | 0.02%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2047#FM8492                                                                  | CUSIP: 3140XCNJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164038 | PA      | $156251.78    | 0.03%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 2.8% 10/01/2041                                                                | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37326.68     | 0.01%             | 2041-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 2.95% 10/01/2051                                                               | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33017.37     | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2048#FM1319                                                                  | CUSIP: 3140X4PD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24512 | PA      | $24434.34     | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2045#FM1191                                                                    | CUSIP: 3140X4KD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26360 | PA      | $25959.30     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2045#ZS9711                                                                    | CUSIP: 3132AAYG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4256 | PA      | $4180.62      | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2045#FM5678                                                                    | CUSIP: 3140X9JY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10264 | PA      | $10081.87     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 07/01/2041#ZL1693                                                                  | CUSIP: 3131XG3A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26468 | PA      | $26650.81     | 0.00%             | 2041-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 09/01/2041#AI9851                                                                  | CUSIP: 3138AP5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5591 | PA      | $5627.97      | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 07/01/2047#FM3371                                                                  | CUSIP: 3140X6W98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14714 | PA      | $14818.36     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2051#                                                                        | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282317 | PA      | $241951.12    | 0.04%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 2.891% 04/06/2036                                                              | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59560.75     | 0.01%             | 2036-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                    | AUTODESK INC 2.4% 12/15/2031                                                                      | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35771.70     | 0.01%             | 2031-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP CAREY INC 2.45% 02/01/2032                                                                     | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26517.59     | 0.00%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 10/20/2051#MA7649                                                                    | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99163 | PA      | $86114.37     | 0.01%             | 2051-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 2.75% 10/21/2051                                                                      | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12878.08     | 0.00%             | 2051-10-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2051#SD8177                                                                    | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351760 | PA      | $288429.97    | 0.05%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 3% 03/01/2050#BP1352                                                               | CUSIP: 3140K8QE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5762 | PA      | $5207.53      | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 10/01/2051#SD8171                                                                  | CUSIP: 3132DWCG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    412275 | PA      | $320216.04    | 0.05%             | 2051-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 10/01/2051#QC9344                                                                  | CUSIP: 3133AULZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121846 | PA      | $94638.55     | 0.02%             | 2051-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2049#FM3665                                                                    | CUSIP: 3140X7CB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46967 | PA      | $45391.85     | 0.01%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 11/01/2051#                                                                        | CUSIP: 3132DWCM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359527 | PA      | $279246.23    | 0.05%             | 2051-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 09/01/2051#CB1771                                                                  | CUSIP: 3140QL6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88421 | PA      | $68676.91     | 0.01%             | 2051-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 11/51#MA7705                                                                         | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    513689 | PA      | $446095.68    | 0.07%             | 2051-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 2.511%/VAR 10/20/2032                                                              | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18009.74     | 0.00%             | 2032-10-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 10/01/2036#FM9085                                                                  | CUSIP: 3140XDCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348811 | PA      | $316287.94    | 0.05%             | 2036-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 11/01/2036#MA4470                                                                    | CUSIP: 31418D6G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79784 | PA      | $73872.17     | 0.01%             | 2036-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 10/01/2036#BU0185                                                                  | CUSIP: 3140M1F33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154253 | PA      | $139340.00    | 0.02%             | 2036-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 02/01/2036#MA4260                                                                  | CUSIP: 31418DWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179130 | PA      | $162372.19    | 0.03%             | 2036-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 3.366% 11/01/2041                                                           | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42532.07     | 0.01%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 1.948%/VAR 10/21/2027                                               | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254890.09    | 0.04%             | 2027-10-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 2.65%/VAR 10/21/2032                                                | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    165000 | PA      | $149524.19    | 0.02%             | 2032-10-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 10/01/2036#QN8217                                                                    | CUSIP: 3133GFDW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118012 | PA      | $109267.32    | 0.02%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.4% 10/29/2033                         | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $136161.48    | 0.02%             | 2033-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3% 10/29/2028                           | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $145212.85    | 0.02%             | 2028-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 2.45% 10/29/2026                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    400000 | PA      | $393979.68    | 0.06%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.375% 10/31/2028                                                                       | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    410000 | PA      | $386040.63    | 0.06%             | 2028-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL 2.875% 10/28/2031                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26848.08     | 0.00%             | 2031-10-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 2.3% 11/03/2031                                                              | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $130763.86    | 0.02%             | 2031-11-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 2.491%/VAR 11/03/2036                                                              | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43687.09     | 0.01%             | 2036-11-03      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC 2.3% 06/22/2027                                                                       | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101398.81    | 0.02%             | 2027-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC 4% 06/22/2050                                                                         | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13410.65     | 0.00%             | 2050-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.545%/VAR 11/08/2032                                                       | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $162959.73    | 0.03%             | 2032-11-08      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 2.7% 01/15/2034                                         | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12855.93     | 0.00%             | 2034-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.875% 11/15/2051                                                     | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    439000 | PA      | $251001.68    | 0.04%             | 2051-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 11/01/2051#BQ6788                                                                    | CUSIP: 3140KSRJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    833824 | PA      | $683704.69    | 0.11%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                       | LEAR CORP 2.6% 01/15/2032                                                                         | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26791.10     | 0.00%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 1.953% 11/20/2028                                                            | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $47411.39     | 0.01%             | 2028-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 3.133% 11/18/2041                                                            | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $38378.59     | 0.01%             | 2041-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO 3.25% 02/12/2032                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    245000 | PA      | $215212.26    | 0.03%             | 2032-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 07/01/2051#RA5605                                                                  | CUSIP: 3133KMGN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    669091 | PA      | $573632.06    | 0.09%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 11/01/2051#BQ6746                                                                  | CUSIP: 3140KSP84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154012 | PA      | $119622.14    | 0.02%             | 2051-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 11/20/2051#MA7704                                                                      | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    504087 | PA      | $420236.38    | 0.07%             | 2051-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 2.9% 03/15/2052                                                               | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12563.35     | 0.00%             | 2052-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                        | APTIV SWISS HOLDINGS LTD 3.1% 12/01/2051                                                          | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    100000 | PA      | $65196.34     | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 2.85% 12/15/2032                                                               | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157512.42    | 0.03%             | 2032-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027                                              | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147244.76    | 0.02%             | 2027-11-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2% 11/15/2041                                                         | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1046000 | PA      | $744825.54    | 0.12%             | 2041-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                                                       | BRIGHTHOUSE FINANCIAL INC 3.85% 12/22/2051                                                        | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31108.19     | 0.01%             | 2051-12-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 3.3% 03/15/2052                                                                       | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33150.99     | 0.01%             | 2052-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 12/01/2036#SB8132                                                                    | CUSIP: 3132D6A91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245334 | PA      | $227078.88    | 0.04%             | 2036-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 11/01/2036#BU2287                                                                  | CUSIP: 3140M3RH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    549974 | PA      | $496803.86    | 0.08%             | 2036-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 1.684%/VAR 11/18/2027                                                           | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244557.41    | 0.04%             | 2027-11-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 2.85% 12/15/2051                                                           | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9785.38      | 0.00%             | 2051-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 3.05% 12/15/2061                                                           | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     70000 | PA      | $44007.86     | 0.01%             | 2061-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                         | ZIMMER BIOMET HLDGS INC 2.6% 11/24/2031                                                           | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54209.39     | 0.01%             | 2031-11-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | WELLTOWER OP LLC 2.75% 01/15/2032                                                                 | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45641.48     | 0.01%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 2.279%/VAR 11/24/2027                                                                | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $500490.00    | 0.08%             | 2027-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC T1Y+NA 11/24/2042                                                                    | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $156392.05    | 0.03%             | 2042-11-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC T1Y+NA 11/24/2032                                                                    | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $236796.94    | 0.04%             | 2032-11-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 3.1% 12/02/2051                                                                | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $53990.99     | 0.01%             | 2051-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 2.45% 12/02/2031                                                               | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $116881.56    | 0.02%             | 2031-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 1.75% 12/02/2026                                                               | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $127147.97    | 0.02%             | 2026-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2021-C12                                                           | BBCMS MTG TR 2021-C12 A5 2.689% 11/15/2054                                                        | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90093.89     | 0.01%             | 2054-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 11/30/2028                                                                         | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2379000 | PA      | $2244530.74   | 0.36%             | 2028-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 2.67% 12/01/2026                                                           | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $127886.38    | 0.02%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 3.569% 12/01/2031                                                          | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28053.88     | 0.00%             | 2031-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 12/01/2036#MA4497                                                                    | CUSIP: 31418D7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63341 | PA      | $58627.96     | 0.01%             | 2036-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 3.15% 12/14/2051                                                                       | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40454.96     | 0.01%             | 2051-12-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 2.9% 12/15/2051                                                        | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32300.06     | 0.01%             | 2051-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#CB2321                                                                  | CUSIP: 3140QMSK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299742 | PA      | $258757.86    | 0.04%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#CB2347                                                                    | CUSIP: 3140QMTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235713 | PA      | $195780.24    | 0.03%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#CB2376                                                                  | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258591 | PA      | $223475.98    | 0.04%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#CB2348                                                                    | CUSIP: 3140QMTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225847 | PA      | $187233.21    | 0.03%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#CB2350                                                                    | CUSIP: 3140QMTG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    303158 | PA      | $250852.25    | 0.04%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                    | DANAHER CORP 2.8% 12/10/2051                                                                      | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12913.28     | 0.00%             | 2051-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 01/01/2052#                                                                        | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127688 | PA      | $118925.86    | 0.02%             | 2052-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2051#RA6496                                                                  | CUSIP: 3133KNGD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    257550 | PA      | $222335.13    | 0.04%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2051#RA6510                                                                    | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    309122 | PA      | $256270.31    | 0.04%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#MA4492                                                                    | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505420 | PA      | $414425.53    | 0.07%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#CB2320                                                                  | CUSIP: 3140QMSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327400 | PA      | $283452.24    | 0.05%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 09/01/2051#CB1549                                                                  | CUSIP: 3140QLWK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251429 | PA      | $217835.99    | 0.04%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHURCH and DWIGHT INC                                                           | CHURCH and DWIGHT INC 2.3% 12/15/2031                                                             | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62513.95     | 0.01%             | 2031-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 11/20/2051#MA7706                                                                      | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41131 | PA      | $37127.13     | 0.01%             | 2051-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | ECOLAB INC 2.125% 02/01/2032                                                                      | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44243.16     | 0.01%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | ECOLAB INC 2.7% 12/15/2051                                                                        | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15736.44     | 0.00%             | 2051-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 12/20/2051#MA7768                                                                      | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46805 | PA      | $42255.59     | 0.01%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 2.9% 12/10/2061                                                                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60113.74     | 0.01%             | 2061-12-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | EMERSON ELECTRIC CO 2.8% 12/21/2051                                                               | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $58586.16     | 0.01%             | 2051-12-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 12/20/2051#MA7767                                                                    | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132376 | PA      | $114977.68    | 0.02%             | 2051-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 12/20/2051#MA7766                                                                      | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72917 | PA      | $60810.50     | 0.01%             | 2051-12-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2051#RA6191                                                                    | CUSIP: 3133KM2Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    239303 | PA      | $197117.17    | 0.03%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2051#RA6235                                                                    | CUSIP: 3133KM4U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234625 | PA      | $193263.64    | 0.03%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/52#SD8188                                                                         | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    953707 | PA      | $780812.15    | 0.13%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 11/01/2049#QA4865                                                                    | CUSIP: 31346YMN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106629 | PA      | $96026.59     | 0.02%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | ECOLAB INC 2.75% 08/18/2055                                                                       | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12305.41     | 0.00%             | 2055-08-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.127% 11/25/2031                                                  | CUSIP: 3137H4SH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $89940.61     | 0.01%             | 2031-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 12/01/2036#QN8736                                                                  | CUSIP: 3133GFV51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118012 | PA      | $106935.11    | 0.02%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 12/01/2036#QN8712                                                                    | CUSIP: 3133GFVD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56727 | PA      | $52595.06     | 0.01%             | 2036-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/20/2051#MA7369                                                                    | CUSIP: 36179WFJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28214 | PA      | $26199.34     | 0.00%             | 2051-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 4.875% 06/22/2028                                                          | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101751.57    | 0.02%             | 2028-06-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 3% 02/01/2051                                                                   | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33037.86     | 0.01%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.375% 12/31/2028                                                                       | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    995000 | PA      | $933823.04    | 0.15%             | 2028-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 12/31/2026                                                                        | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $219383.79    | 0.04%             | 2026-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 01/37#MA4516                                                                         | CUSIP: 31418EAS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85749 | PA      | $79368.24     | 0.01%             | 2037-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#FS0208                                                                  | CUSIP: 3140XFGS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29316 | PA      | $25445.35     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 1.95% 02/02/2027                                                              | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48897.47     | 0.01%             | 2027-02-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC 2.469%/VAR 01/11/2028                                             | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $215670.87    | 0.03%             | 2028-01-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034                                                      | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    317000 | PA      | $274997.50    | 0.04%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#CB2622                                                                  | CUSIP: 3140QM4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41068 | PA      | $35644.79     | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 2.174% 01/14/2027                                                    | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    270000 | PA      | $264673.53    | 0.04%             | 2027-01-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 1.7% 01/11/2027                                                           | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    270000 | PA      | $263875.66    | 0.04%             | 2027-01-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 2.45% 02/02/2032                                                              | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $107410.79    | 0.02%             | 2032-02-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 3.088%/VAR 01/10/2037                                                        | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $44954.70     | 0.01%             | 2037-01-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 07/01/2051#SD0716                                                                    | CUSIP: 3132DMYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102090 | PA      | $85209.59     | 0.01%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2048#FS0098                                                                    | CUSIP: 3140XFDC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87096 | PA      | $89425.72     | 0.01%             | 2048-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 2.341%/VAR 01/19/2028                                                  | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    230000 | PA      | $225552.23    | 0.04%             | 2028-01-19      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                           | RPM INTERNATIONAL INC 2.95% 01/15/2032                                                            | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18218.08     | 0.00%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2050#BQ7835                                                                  | CUSIP: 3140KTV51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93314 | PA      | $92465.49     | 0.01%             | 2050-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2052#SD8194                                                                  | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    771200 | PA      | $659968.15    | 0.11%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 11/01/2051#BQ6907                                                                  | CUSIP: 3140KSU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89352 | PA      | $69399.98     | 0.01%             | 2051-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2051#QB9888                                                                  | CUSIP: 3133AG6Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185574 | PA      | $173130.07    | 0.03%             | 2051-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2048#ZA5757                                                                    | CUSIP: 31329PME0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135869 | PA      | $131355.75    | 0.02%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2052#BV2082                                                                    | CUSIP: 3140MFJ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267157 | PA      | $239508.00    | 0.04%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 12/01/2034#QN1099                                                                    | CUSIP: 3133G7GG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26179 | PA      | $25480.24     | 0.00%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                    | VONTIER CORP 1.8% 04/01/2026                                                                      | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49547.76     | 0.01%             | 2026-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 2.125% 01/21/2032                                                            | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $89758.94     | 0.01%             | 2032-01-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 01/01/2037#QN9295                                                                    | CUSIP: 3133GGKG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163000 | PA      | $151126.41    | 0.02%             | 2037-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 01/01/2037#BQ6983                                                                  | CUSIP: 3140KSXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135786 | PA      | $122489.07    | 0.02%             | 2037-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 2.4% 01/13/2032                                                          | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62982.47     | 0.01%             | 2032-01-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 02/01/2037#MA4535                                                                  | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73798 | PA      | $66571.43     | 0.01%             | 2037-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 01/20/2052#MA7827                                                                    | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48418 | PA      | $42054.60     | 0.01%             | 2052-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 01/20/2052#MA7826                                                                      | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126740 | PA      | $105697.67    | 0.02%             | 2052-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.436%/VAR 02/24/2043                                               | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $106881.32    | 0.02%             | 2043-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 2.95% 01/15/2052                                                                      | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48782.96     | 0.01%             | 2052-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 06/20/2051#MA7421                                                                      | CUSIP: 36179WG69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     52114 | PA      | $50195.19     | 0.01%             | 2051-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2050#SD7528                                                                    | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27263 | PA      | $22695.72     | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.75% 01/31/2029                                                                        | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $440587.50    | 0.07%             | 2029-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2051#SD7548                                                                  | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95717 | PA      | $83138.15     | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 03/01/2052#MA4563                                                                  | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    700543 | PA      | $597950.38    | 0.10%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2051#RA6388                                                                  | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51902 | PA      | $45048.54     | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP SA                                                       | TYCO ELECTRONICS GROUP SA 2.5% 02/04/2032                                                         | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $45095.24     | 0.01%             | 2032-02-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2051#SD0785                                                                    | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104942 | PA      | $87163.42     | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.25% 02/15/2052                                                      | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $62660.16     | 0.01%             | 2052-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 4% 06/01/2052                                                                  | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37546.42     | 0.01%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 2.95% 03/15/2034                                                   | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64702.70     | 0.01%             | 2034-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 2.203%/VAR 02/07/2028                                                           | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137100.69    | 0.02%             | 2028-02-07      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2052#SD7549                                                                    | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26944 | PA      | $22404.40     | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 2.623%/VAR 02/07/2033                                                           | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54362.87     | 0.01%             | 2033-02-07      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 02/20/2052#MA7881                                                                    | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    449538 | PA      | $390491.24    | 0.06%             | 2052-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 03/01/2037#MA4567                                                                    | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145369 | PA      | $134461.03    | 0.02%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.5% 02/14/2053                                                                | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7270.74      | 0.00%             | 2053-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2052#FS0605                                                                  | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20148 | PA      | $17411.76     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                  | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 3.65% 08/15/2052                                   | CUSIP: 0778FPAJ8<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $36013.87     | 0.01%             | 2052-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.375% 02/15/2042                                                     | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1237791.89   | 0.20%             | 2042-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2052#SD8199                                                                    | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61662 | PA      | $50483.21     | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 03/01/2052#SD8201                                                                    | CUSIP: 3132DWDE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47417 | PA      | $42250.63     | 0.01%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                                      | BMO 2022-C1 MORTGAGE TRUST 3.374% 02/15/2055                                                      | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93627.66     | 0.02%             | 2055-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 3.55% 03/15/2042                                                          | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40883.43     | 0.01%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 3.9% 03/15/2062                                                           | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37075.34     | 0.01%             | 2062-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 03/01/2037#SB8145                                                                    | CUSIP: 3132D6BN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    358667 | PA      | $331698.90    | 0.05%             | 2037-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 03/01/2037#SB8144                                                                  | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     68015 | PA      | $61354.23     | 0.01%             | 2037-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.875% 02/28/2029                                                                       | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     25000 | PA      | $23749.02     | 0.00%             | 2029-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.875% 02/28/2027                                                                       | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    160000 | PA      | $156687.50    | 0.03%             | 2027-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 02/20/2052#MA7880                                                                      | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90195 | PA      | $75220.00     | 0.01%             | 2052-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                               | TELUS CORPORATION 3.4% 05/13/2032                                                                 | CUSIP: 87971MBW2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $46228.27     | 0.01%             | 2032-05-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                              | AON CORP / AON GLOBAL HOLDINGS PLC 2.85% 05/28/2027                                               | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49123.21     | 0.01%             | 2027-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK and DECKER INC                                                    | STANLEY BLACK and DECKER INC 3% 05/15/2032                                                        | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45236.88     | 0.01%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                                                       | ARCHER DANIELS MIDLAND CO 2.9% 03/01/2032                                                         | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55335.51     | 0.01%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39                                                                 | BANK 2022-BNK39 2.928% 02/15/2055                                                                 | CUSIP: 06539VAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $91614.17     | 0.01%             | 2055-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 3.273%/VAR 03/01/2030                                                        | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77672.82     | 0.01%             | 2030-03-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 2.9% 03/03/2032                                                               | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50548.14     | 0.01%             | 2032-03-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 1.75% 03/15/2029                                                         | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    560000 | PA      | $528820.40    | 0.09%             | 2029-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                   | CME GROUP INC 2.65% 03/15/2032                                                                    | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82349.24     | 0.01%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                           | PROGRESSIVE CORP OHIO 3% 03/15/2032                                                               | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60263.92     | 0.01%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 3.95% 03/07/2052                                                                       | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7734.24      | 0.00%             | 2052-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION T5Y+NA 03/08/2037                                                     | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    180000 | PA      | $170200.38    | 0.03%             | 2037-03-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 03/20/2052#                                                                            | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     94118 | PA      | $78492.03     | 0.01%             | 2052-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 3.2% 03/10/2032                                                             | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $88868.53     | 0.01%             | 2032-03-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 1.5% 10/01/2041#RB5130                                                                  | CUSIP: 3133KYVX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93922 | PA      | $79741.40     | 0.01%             | 2041-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 04/01/2033   | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $268680.26    | 0.04%             | 2033-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063   | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $140808.03    | 0.02%             | 2063-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 03/01/2052#                                                                        | CUSIP: 3133KNYS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    483674 | PA      | $413913.14    | 0.07%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 04/01/2052#                                                                          | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    274946 | PA      | $245202.21    | 0.04%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.785%/VAR 03/17/2033                                                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182006.04    | 0.03%             | 2033-03-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.25% 01/25/2032                                                   | CUSIP: 3137H6LZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $540952.14    | 0.09%             | 2032-01-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 02/01/2037#FS0427                                                                    | CUSIP: 3140XFPM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263977 | PA      | $244170.17    | 0.04%             | 2037-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 04/01/2037#                                                                        | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68597 | PA      | $61879.18     | 0.01%             | 2037-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 04/01/2037#                                                                          | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310616 | PA      | $287309.50    | 0.05%             | 2037-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 08/20/2051#MA7535                                                                      | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    279182 | PA      | $252177.92    | 0.04%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 03/20/2052#                                                                          | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $21716.25     | 0.00%             | 2052-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 4.017%/VAR 03/28/2028                                                                | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $349481.55    | 0.06%             | 2028-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.45% 04/01/2062                                                                    | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79851.68     | 0.01%             | 2062-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 03/20/2052#                                                                            | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    256056 | PA      | $231169.13    | 0.04%             | 2052-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 3.9% 04/01/2029                                                            | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118617.95    | 0.02%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 4.95% 04/15/2052                                                                   | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51454.37     | 0.01%             | 2052-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                  | BRUNSWICK CORP 4.4% 09/15/2032                                                                    | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38257.60     | 0.01%             | 2032-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032                                        | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48558.11     | 0.01%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2052#FS1372                                                                    | CUSIP: 3140XGQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121665 | PA      | $108123.18    | 0.02%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 3.6% 04/07/2032                                                      | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19112.59     | 0.00%             | 2032-04-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.15% 04/15/2032 144A                                                                | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69099.13     | 0.01%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC 3.9% 04/15/2032                                                                       | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125338.14    | 0.02%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2052#QD8702                                                                    | CUSIP: 3133B6U32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71364 | PA      | $58783.08     | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 04/01/2052#RA7138                                                                    | CUSIP: 3133KN4X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162813 | PA      | $134111.25    | 0.02%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 04/01/2052#RA7141                                                                    | CUSIP: 3133KN5A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87164 | PA      | $72070.35     | 0.01%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2052#RA7011                                                                    | CUSIP: 3133KNYG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229185 | PA      | $189784.95    | 0.03%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2052#BT2014                                                                    | CUSIP: 3140LQGY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109399 | PA      | $90113.56     | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.588%/VAR 05/04/2037                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29290.29     | 0.00%             | 2037-05-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2052#                                                                          | CUSIP: 3140XF4R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216417 | PA      | $192329.29    | 0.03%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 4.5% 04/15/2052                                                              | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24634.29     | 0.00%             | 2052-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 3.625% 05/04/2027                                                            | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $59828.70     | 0.01%             | 2027-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 3.875% 05/04/2032                                                            | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29268.31     | 0.00%             | 2032-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.95% 04/13/2052                                                                   | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40212.69     | 0.01%             | 2052-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.6% 04/13/2032                                                                    | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194624.28    | 0.03%             | 2032-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.1% 04/13/2062                                                                    | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19809.72     | 0.00%             | 2062-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 03/01/2052#MA4561                                                                  | CUSIP: 31418EB74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82399 | PA      | $63999.42     | 0.01%             | 2052-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#                                                                        | CUSIP: 3140M2SU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23944 | PA      | $20393.58     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 04/01/2037#QN9958                                                                    | CUSIP: 3133GHB34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192429 | PA      | $178291.19    | 0.03%             | 2037-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 08/01/2051#                                                                        | CUSIP: 3140XCLC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171456 | PA      | $146030.23    | 0.02%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.297%/VAR 04/20/2037                                                              | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97376.73     | 0.02%             | 2037-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.611%/VAR 04/25/2053                                                      | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105768.96    | 0.02%             | 2053-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033                                                       | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171734.17    | 0.03%             | 2033-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.323%/VAR 04/26/2028                                                       | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170664.76    | 0.03%             | 2028-04-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK41                                                                 | BANK 2022-BNK41 3.91626% 04/15/2065                                                               | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $259159.10    | 0.04%             | 2065-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 04/20/2052#                                                                            | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    536444 | PA      | $447378.67    | 0.07%             | 2052-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2052#MA7988                                                                      | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    522585 | PA      | $471792.98    | 0.08%             | 2052-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 04/20/2052#                                                                          | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75105 | PA      | $65251.87     | 0.01%             | 2052-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 4.337%/VAR 04/25/2033                                                         | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48998.15     | 0.01%             | 2033-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.571%/VAR 04/27/2033                                                 | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    510000 | PA      | $512109.46    | 0.08%             | 2033-04-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028                                                 | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100359.67    | 0.02%             | 2028-04-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.355% 03/15/2032                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    201000 | PA      | $177651.25    | 0.03%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2052#CB3579                                                                    | CUSIP: 3140QN6R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    422984 | PA      | $379737.06    | 0.06%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 05/15/2032                                                                       | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $251791.41    | 0.04%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.875% 05/15/2052                                                     | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2450000 | PA      | $1765722.64   | 0.28%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 03/01/2052#SD8209                                                                  | CUSIP: 3132DWDN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43373 | PA      | $33687.90     | 0.01%             | 2052-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 05/01/2052#SD8211                                                                    | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    843266 | PA      | $690392.47    | 0.11%             | 2052-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 06/01/2051#BR9265                                                                  | CUSIP: 3140L8JK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80828 | PA      | $62779.51     | 0.01%             | 2051-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2052#MA4623                                                                  | CUSIP: 31418ED56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16781 | PA      | $14355.78     | 0.00%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALBEMARL CORP                                                                   | ALBEMARLE CORP US 4.65% 06/01/2027                                                                | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50120.96     | 0.01%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 06/01/2036#MA4361                                                                  | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92252 | PA      | $87582.81     | 0.01%             | 2036-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALBEMARL CORP                                                                   | ALBEMARLE CORP US 5.05% 06/01/2032                                                                | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30106.47     | 0.00%             | 2032-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 4.95% 06/15/2052                                                    | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9259.01      | 0.00%             | 2052-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 5.2% 06/15/2062                                                     | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18693.28     | 0.00%             | 2062-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 4.35% 06/15/2029                                                    | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101049.47    | 0.02%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.25% 05/15/2042                                                      | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    665000 | PA      | $565275.97    | 0.09%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2037#MA4568                                                                  | CUSIP: 31418ECE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132918 | PA      | $125692.18    | 0.02%             | 2037-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KEYCORP 4.789%/VAR 06/01/2033                                                                     | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50087.68     | 0.01%             | 2033-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 2.65% 02/15/2032                                                  | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $89532.51     | 0.01%             | 2032-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/52#MA8044                                                                         | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150358 | PA      | $139646.77    | 0.02%             | 2052-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 05/20/2052#MA8043                                                                      | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    540423 | PA      | $487896.72    | 0.08%             | 2052-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 05/20/2052#MA8042                                                                    | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    745818 | PA      | $647970.97    | 0.10%             | 2052-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                             | PECO ENERGY COMPANY 4.6% 05/15/2052                                                               | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26266.67     | 0.00%             | 2052-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PAYPAL HOLDINGS INC 5.25% 06/01/2062                                                              | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51577.80     | 0.01%             | 2062-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                | RELX CAPITAL INC 4.75% 05/20/2032                                                                 | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51155.10     | 0.01%             | 2032-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 4.3% 06/18/2029                                                   | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    125000 | PA      | $125176.47    | 0.02%             | 2029-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.625% 05/31/2027                                                                       | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    670000 | PA      | $660944.53    | 0.11%             | 2027-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.755%/VAR 06/09/2028                                                           | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $635434.25    | 0.10%             | 2028-06-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2.5% 04/01/2042#RB5154                                                                  | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139947 | PA      | $126094.85    | 0.02%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 4.456% 06/08/2032                                                           | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $120407.25    | 0.02%             | 2032-06-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 4.626%/VAR 06/06/2033                                              | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84584.77     | 0.01%             | 2033-06-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 2.58% 05/25/2032                                                   | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $548572.80    | 0.09%             | 2032-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                            | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50559.87     | 0.01%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 5.67% 06/08/2032                                                            | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20735.37     | 0.00%             | 2032-06-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                          | OREILLY AUTOMOTIVE INC 4.7% 06/15/2032                                                            | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50583.25     | 0.01%             | 2032-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 4.25% 09/15/2027                                                             | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30203.24     | 0.00%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                      | ADVANCED MICRO DEVICES INC 4.393% 06/01/2052                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17165.02     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.987% 11/01/2063                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     95000 | PA      | $53014.88     | 0.01%             | 2063-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.937% 11/01/2056                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    190000 | PA      | $110277.50    | 0.02%             | 2056-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.565%/VAR 06/14/2030                                                       | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314289.36    | 0.05%             | 2030-06-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.289%/VAR 06/13/2033                                                   | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49589.81     | 0.01%             | 2033-06-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2052#CB3066                                                                    | CUSIP: 3140QNMQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353173 | PA      | $289147.21    | 0.05%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2052#MA4654                                                                  | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    648583 | PA      | $601848.69    | 0.10%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2052#MA4653                                                                    | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    464450 | PA      | $414061.23    | 0.07%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                       | BAXTER INTERNATIONAL INC 3.132% 12/01/2051                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6435.14      | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                       | BAXTER INTERNATIONAL INC 2.539% 02/01/2032                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87417.53     | 0.01%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                       | BAXTER INTERNATIONAL INC 1.915% 02/01/2027                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58457.49     | 0.01%             | 2027-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 03/01/2037#CB3207                                                                  | CUSIP: 3140QNR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125850 | PA      | $119598.23    | 0.02%             | 2037-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 06/20/2052#MA8098                                                                      | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    356709 | PA      | $322262.21    | 0.05%             | 2052-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA CORP 4.65% 07/15/2032                                                                         | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214555.85    | 0.03%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA CORP 5.25% 07/15/2062                                                                         | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4789.62      | 0.00%             | 2062-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 2.7% 03/15/2032                                                                  | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45112.46     | 0.01%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.25% 06/30/2029                                                                        | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    640000 | PA      | $633775.00    | 0.10%             | 2029-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.25% 06/30/2027                                                                        | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    670000 | PA      | $667042.58    | 0.11%             | 2027-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 5.386% 07/06/2027                                                             | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203647.75    | 0.03%             | 2027-07-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | BIOGEN INC 3.25% 02/15/2051                                                                       | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     67000 | PA      | $44881.38     | 0.01%             | 2051-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2052#FS2258                                                                  | CUSIP: 3140XHQL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158384 | PA      | $146971.66    | 0.02%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                      | FIDELITY NATL INFORMN SVCS INC 5.1% 07/15/2032                                                    | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61493.00     | 0.01%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 07/20/2052#MA8151                                                                    | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151405 | PA      | $149219.58    | 0.02%             | 2052-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 5% 07/15/2052                                                                         | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46361.69     | 0.01%             | 2052-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2022-3                                                     | CARMAX AUTO OWNER TR 2022-3 3.97% 04/15/2027                                                      | CUSIP: 14318MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15650 | PA      | $15646.14     | 0.00%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/2052#SD8236                                                                  | CUSIP: 3132DWEH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    412075 | PA      | $382382.65    | 0.06%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2052#BV8117                                                                    | CUSIP: 3140MNAT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148584 | PA      | $132510.47    | 0.02%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2052#                                                                          | CUSIP: 3133BFH45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    632350 | PA      | $606799.34    | 0.10%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 08/01/2052#SD8238                                                                  | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391838 | PA      | $385948.91    | 0.06%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 10/01/2051#BT6823                                                                  | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1036119 | PA      | $885855.87    | 0.14%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PG and E WILDFIRE RECOVERY                                                      | PG and E WILDFIRE RECOVERY 5.212% 12/01/2049                                                      | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $107813.42    | 0.02%             | 2049-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.897%/VAR 07/25/2033                                                      | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434748.95    | 0.07%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033                                                       | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128345.63    | 0.02%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 4.75% 08/01/2032                                                                     | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30369.13     | 0.00%             | 2032-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 4.967%/VAR 07/22/2033                                                              | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30308.24     | 0.00%             | 2033-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 07/20/2052#MA8149                                                                    | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    307400 | PA      | $285500.60    | 0.05%             | 2052-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 07/20/2052#MA8150                                                                      | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153837 | PA      | $147606.51    | 0.02%             | 2052-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 2.5% 07/20/2052#MA8147                                                                    | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83387 | PA      | $72473.00     | 0.01%             | 2052-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3% 07/20/2052#MA8148                                                                      | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    225242 | PA      | $203490.42    | 0.03%             | 2052-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 07/31/2027                                                                        | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1095000 | PA      | $1081055.85   | 0.17%             | 2027-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.625% 07/31/2029                                                                       | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    735000 | PA      | $712002.54    | 0.11%             | 2029-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 5.247%/VAR 07/26/2030                                                        | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82442.90     | 0.01%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 4.772%/VAR 07/28/2030                                                         | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30409.67     | 0.00%             | 2030-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.6% 10/15/2032                                                                 | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52456.76     | 0.01%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2052#CB4020                                                                    | CUSIP: 3140QPPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70640 | PA      | $67785.42     | 0.01%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/01/2052#CB3899                                                                  | CUSIP: 3140QPKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44958 | PA      | $41844.66     | 0.01%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028                                                | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30149.62     | 0.00%             | 2028-08-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.05% 08/05/2062                                                                       | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16799.09     | 0.00%             | 2062-08-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4% 08/05/2029                                                                          | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208074.89    | 0.03%             | 2029-08-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.9% 08/05/2052                                                                        | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42638.12     | 0.01%             | 2052-08-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 08/15/2052                                                         | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2260000 | PA      | $1669575.00   | 0.27%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 08/15/2032                                                                        | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    436000 | PA      | $409754.84    | 0.07%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2051#FM5561                                                                  | CUSIP: 3140X9FB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315510 | PA      | $271481.98    | 0.04%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 5.95% 08/15/2052                                                              | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19216.67     | 0.00%             | 2052-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2052#CB4276                                                                    | CUSIP: 3140QPXE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242259 | PA      | $232470.31    | 0.04%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 09/01/2052#SD8246                                                                    | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230768 | PA      | $232008.82    | 0.04%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 09/01/2051#BT0248                                                                  | CUSIP: 3140LNH26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199997 | PA      | $155339.01    | 0.03%             | 2051-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX CORP 4.9% 03/15/2033                                                                         | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65570.14     | 0.01%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 5.4% 08/15/2032                                                               | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20344.69     | 0.00%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 4.15% 12/15/2032                                                      | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98376.80     | 0.02%             | 2032-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 08/20/2052#MA8200                                                                      | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155088 | PA      | $148710.29    | 0.02%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | KIMCO REALTY OP LLC 4.6% 02/01/2033                                                               | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10018.08     | 0.00%             | 2033-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.375% 08/15/2042                                                     | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    390000 | PA      | $336161.72    | 0.05%             | 2042-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.875% 03/01/2053                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35962.15     | 0.01%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.2% 03/01/2033                                                                         | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98274.33     | 0.02%             | 2033-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO 6.1% 08/19/2032                                                                     | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133971.34    | 0.02%             | 2032-08-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | EATON CORP 4.15% 03/15/2033                                                                       | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79252.79     | 0.01%             | 2033-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | EATON CORP 4.7% 08/23/2052                                                                        | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27338.56     | 0.00%             | 2052-08-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.125% 08/31/2027                                                                       | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2265000 | PA      | $2249516.60   | 0.36%             | 2027-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.125% 08/31/2029                                                                       | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    925000 | PA      | $911305.66    | 0.15%             | 2029-08-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5% 04/15/2033                                                                       | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77052.04     | 0.01%             | 2033-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5.8% 09/15/2062                                                                     | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19941.02     | 0.00%             | 2062-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                             | DOLLAR GEN CORP NEW 5% 11/01/2032                                                                 | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60818.40     | 0.01%             | 2032-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                        | JOHNSON CONTROLS/TYCO FI 4.9% 12/01/2032                                                          | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     50000 | PA      | $51221.21     | 0.01%             | 2032-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 5.15% 01/20/2063                                                               | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9390.62      | 0.00%             | 2063-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.5% 09/15/2032                                                                    | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50846.83     | 0.01%             | 2032-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.65% 01/15/2053                                                                 | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64334.00     | 0.01%             | 2053-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.2% 01/15/2033                                                                  | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134854.40    | 0.02%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NSTAR ELEC CO                                                                   | NSTAR ELEC CO 4.95% 09/15/2052                                                                    | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36757.25     | 0.01%             | 2052-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.8% 09/15/2062                                                                  | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50492.78     | 0.01%             | 2062-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2052#MA4783                                                                    | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113987 | PA      | $108669.29    | 0.02%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2052#SD8257                                                                  | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    367897 | PA      | $362253.56    | 0.06%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2052#SD8243                                                                  | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124681 | PA      | $115579.77    | 0.02%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 3.625% 09/21/2029                                                | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    570000 | PA      | $570325.09    | 0.09%             | 2029-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.8% 06/01/2038                                                                 | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $112414.39    | 0.02%             | 2038-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 7.625% 05/17/2032                                                               | CUSIP: 404280DK2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $124589.41    | 0.02%             | 2032-05-17      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.5% 09/15/2037                                                                 | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $108874.35    | 0.02%             | 2037-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.5% 05/02/2036                                                                 | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $130258.69    | 0.02%             | 2036-05-02      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 4.625% 01/15/2033                                                                     | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50652.63     | 0.01%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 09/20/2052#MA8269                                                                      | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224085 | PA      | $225581.90    | 0.04%             | 2052-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 08/20/2052#MA8201                                                                    | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75781 | PA      | $74687.21     | 0.01%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 09/30/2027                                                                       | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $227390.63    | 0.04%             | 2027-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                         | DIGITAL REALTY TRUST LP 5.55% 01/15/2028                                                          | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36023.50     | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 3.125% 11/23/2031                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18229.25     | 0.00%             | 2031-11-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 5.17% 10/13/2027                                                          | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $306228.00    | 0.05%             | 2027-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 1.75% 02/01/2031                                                                      | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88436.45     | 0.01%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2052#MA4806                                                                    | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311215 | PA      | $312888.45    | 0.05%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 11/01/2052#SD8267                                                                    | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88645 | PA      | $89065.94     | 0.01%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2051#RA6107                                                                  | CUSIP: 3133KMYC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259377 | PA      | $220913.25    | 0.04%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 11/01/2037#SB8189                                                                    | CUSIP: 3132D6C24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61419 | PA      | $60904.26     | 0.01%             | 2037-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 5.834%/VAR 10/25/2033                                                   | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108286.11    | 0.02%             | 2033-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.85%/VAR 10/21/2033                                                               | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32205.65     | 0.01%             | 2033-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 10/20/2052#MA8347                                                                    | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    313337 | PA      | $308815.49    | 0.05%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 10/20/2052#MA8348                                                                      | CUSIP: 36179XHZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    229996 | PA      | $231532.25    | 0.04%             | 2052-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 10/20/2052#MA8346                                                                      | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    322018 | PA      | $308372.97    | 0.05%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2047#FS1789                                                                  | CUSIP: 3140XG7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38724 | PA      | $36925.54     | 0.01%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                           | HALEON US CAPITAL LLC 3.375% 03/24/2027                                                           | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247736.56    | 0.04%             | 2027-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 10/31/2029                                                                           | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2710000 | PA      | $2753508.21   | 0.44%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 10/31/2027                                                                       | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1765000 | PA      | $1784925.19   | 0.29%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 5.8% 01/15/2033                                                       | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32280.86     | 0.01%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 6.361%/VAR 10/27/2028                                                         | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72878.59     | 0.01%             | 2028-10-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 6.9% 05/15/2053                                                                   | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10491.07     | 0.00%             | 2053-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 6.05% 02/15/2063                                                           | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52313.78     | 0.01%             | 2063-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 6.037%/VAR 10/28/2033                                              | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54191.08     | 0.01%             | 2033-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 6.123%/VAR 10/28/2033                                                       | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108209.27    | 0.02%             | 2033-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                             | NORTHERN TRUST CORP 6.125% 11/02/2032                                                             | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16420.15     | 0.00%             | 2032-11-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-C                                           | HYUNDAI AUTO RECEIVABLES TRUST 2022-C A3 5.39% 06/15/2027                                         | CUSIP: 44933DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13671 | PA      | $13705.29     | 0.00%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4% 11/15/2052                                                         | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    195000 | PA      | $174090.82    | 0.03%             | 2052-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/15/2032                                                                       | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1385000 | PA      | $1413511.53   | 0.23%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6.25% 11/09/2032                                                                      | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116737.51    | 0.02%             | 2032-11-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 6.204%/VAR 11/10/2028                                                 | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363981.40    | 0.06%             | 2028-11-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 7.953%/VAR 11/15/2033                                                    | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $233865.92    | 0.04%             | 2033-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 6% 05/20/2053                                                                        | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21463.50     | 0.00%             | 2053-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 04/01/2052#SD7554                                                                  | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105439 | PA      | $91516.59     | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#CB2550                                                                  | CUSIP: 3140QMZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50704 | PA      | $44009.23     | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 12/01/2052#SD8278                                                                    | CUSIP: 3132DWFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    434466 | PA      | $447058.24    | 0.07%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 6.27%/VAR 11/17/2033                                                                | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    160000 | PA      | $175305.46    | 0.03%             | 2033-11-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 12/01/2052#SD8277                                                                  | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174398 | PA      | $177919.58    | 0.03%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4% 11/15/2042                                                         | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1920000 | PA      | $1794375.00   | 0.29%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 6.4% 02/14/2035                                                                | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     80000 | PA      | $83424.80     | 0.01%             | 2035-02-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 6.65% 02/01/2033                                                               | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43197.17     | 0.01%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 11/30/2027                                                                       | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $5035.16      | 0.00%             | 2027-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 11/30/2029                                                                       | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1850000 | PA      | $1871462.89   | 0.30%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 10/20/2052#MA8345                                                                    | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    243197 | PA      | $225624.95    | 0.04%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                     | ARCELORMITTAL SA LUXEMBOURG 6.55% 11/29/2027                                                      | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $52044.44     | 0.01%             | 2027-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.55% 12/01/2027                                                                   | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233540.76    | 0.04%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2052#BW1226                                                                  | CUSIP: 3140MSLG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412796 | PA      | $406134.51    | 0.07%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2052#QE5611                                                                    | CUSIP: 3133BFGU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31521 | PA      | $30247.29     | 0.00%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2051#FM9902                                                                    | CUSIP: 3140XEAC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42505 | PA      | $38066.49     | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 02/01/2052#QD6327                                                                    | CUSIP: 3133B4A47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $88869.51     | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2052#BW7372                                                                  | CUSIP: 3140N0FN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283767 | PA      | $289496.70    | 0.05%             | 2052-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 09/01/2052#BW1201                                                                    | CUSIP: 3140MSKP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78354 | PA      | $78765.30     | 0.01%             | 2052-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2052#QE7768                                                                    | CUSIP: 3133BHTZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137335 | PA      | $137884.91    | 0.02%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 01/01/2053#SD8290                                                                    | CUSIP: 3132DWF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217115 | PA      | $223255.00    | 0.04%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 12/20/2052#MA8488                                                                      | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42513 | PA      | $40697.83     | 0.01%             | 2052-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 12/20/2052#MA8491                                                                    | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    201570 | PA      | $205054.61    | 0.03%             | 2052-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 12/20/2052#MA8487                                                                    | CUSIP: 36179XNC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    171643 | PA      | $159026.49    | 0.03%             | 2052-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 12/20/2052#MA8490                                                                      | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76816 | PA      | $77281.05     | 0.01%             | 2052-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 11/20/2052#MA8425                                                                    | CUSIP: 36179XLE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164135 | PA      | $152069.88    | 0.02%             | 2052-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 12/31/2029                                                                       | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    840000 | PA      | $849745.31    | 0.14%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 12/31/2027                                                                       | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $453373.20    | 0.07%             | 2027-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.1% 03/15/2052                                                                       | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $50722.72     | 0.01%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 2.75% 03/15/2027                                                                      | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157157.82    | 0.03%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3% 09/20/2052#MA8265                                                                      | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79090 | PA      | $71749.18     | 0.01%             | 2052-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.52% 01/13/2028                                                     | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $257952.98    | 0.04%             | 2028-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 5.35% 01/31/2033                                                        | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $283965.86    | 0.05%             | 2033-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 5.25% 01/15/2054                                                                      | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9664.03      | 0.00%             | 2054-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 6.5% 02/15/2053                                                                    | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10556.35     | 0.00%             | 2053-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 5.156% 01/10/2028                                                           | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30674.00     | 0.00%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 6.125% 03/15/2033                                                                  | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53603.39     | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER CO(THE)                                             | CONNECTICUT LT and PWR CO 5.25% 01/15/2053                                                        | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19240.73     | 0.00%             | 2053-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SVC CO OF NEW HAMPSHIRE                                                  | PUBLIC SVC CO OF NEW HAMPSHIRE 5.15% 01/15/2053                                                   | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18893.03     | 0.00%             | 2053-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.9% 01/12/2028                                                              | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $224609.20    | 0.04%             | 2028-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 4.625% 01/12/2028                                                        | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147288.52    | 0.02%             | 2028-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2053#QF6139                                                                  | CUSIP: 3133BTZC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57703 | PA      | $58687.39     | 0.01%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2052#SD1991                                                                    | CUSIP: 3132DPF86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162039 | PA      | $163669.60    | 0.03%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 3.75% 02/15/2028                                                   | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    510000 | PA      | $512444.42    | 0.08%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 4.6% 06/01/2052                                                        | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42605.10     | 0.01%             | 2052-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 4.95% 09/15/2052                                                       | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9118.95      | 0.00%             | 2052-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 4.8% 01/15/2053                                                                       | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63210.08     | 0.01%             | 2053-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.123%/VAR 02/01/2029                                                              | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102134.30    | 0.02%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 01/31/2030                                                                         | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $897644.53    | 0.14%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 01/20/2053#MA8567                                                                      | CUSIP: 36179XQU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    161426 | PA      | $154434.45    | 0.02%             | 2053-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 01/20/2053#MA8570                                                                    | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66798 | PA      | $67926.45     | 0.01%             | 2053-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 4.873%/VAR 01/26/2029                                                       | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35541.11     | 0.01%             | 2029-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 4.821%/VAR 01/26/2034                                                           | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81590.62     | 0.01%             | 2034-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.85% 02/01/2030                                                              | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30762.26     | 0.00%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 4.5% 02/01/2028                                                                      | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55633.77     | 0.01%             | 2028-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                                               | M and T BANK CORP 5.053%/VAR 01/27/2034                                                           | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65588.70     | 0.01%             | 2034-01-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 5.468%/VAR 02/01/2029                                                        | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46187.70     | 0.01%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 5.2% 06/01/2033                                                             | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30974.62     | 0.00%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 4.653%/VAR 02/01/2029                                                              | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80993.57     | 0.01%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.625% 02/15/2053                                                     | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $333703.12    | 0.05%             | 2053-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 02/15/2033                                                                         | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    640000 | PA      | $627425.00    | 0.10%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.55% 02/06/2053                                                                      | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78815.50     | 0.01%             | 2053-02-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 5% 03/01/2033                                                                             | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100956.71    | 0.02%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 02/20/2053#MA8648                                                                    | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68421 | PA      | $69555.42     | 0.01%             | 2053-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.05% 07/15/2033                                                                 | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102671.10    | 0.02%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.875% 02/10/2028                                                                      | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50765.74     | 0.01%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.2% 02/10/2033                                                                        | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71824.52     | 0.01%             | 2033-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.7% 02/10/2053                                                                        | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67102.08     | 0.01%             | 2053-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.9% 02/10/2063                                                                        | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106278.42    | 0.02%             | 2063-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.875% 02/09/2033                                                           | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53254.89     | 0.01%             | 2033-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 5.625% 02/10/2053                                                              | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $29151.07     | 0.00%             | 2053-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.875% 02/15/2043                                                     | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2320000 | PA      | $2128962.50   | 0.34%             | 2043-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 03/01/2053#SD8308                                                                  | CUSIP: 3132DWGR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    305894 | PA      | $311784.04    | 0.05%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1                                 | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 4.87% 02/15/2028                                  | CUSIP: 14043KAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13220 | PA      | $13266.25     | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 4.95% 05/15/2053                                                               | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65319.64     | 0.01%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.625% 02/21/2053                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57288.85     | 0.01%             | 2053-02-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.25% 02/21/2033                                                                  | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51742.44     | 0.01%             | 2033-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 11/01/2035#CA7911                                                                  | CUSIP: 3140QFYH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149280 | PA      | $146502.15    | 0.02%             | 2035-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.75% 03/02/2063                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120225.14    | 0.02%             | 2063-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.65% 03/02/2053                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50233.44     | 0.01%             | 2053-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.6% 03/02/2043                                                                         | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81738.55     | 0.01%             | 2043-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.25% 03/02/2033                                                                        | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93803.07     | 0.02%             | 2033-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.25% 03/02/2030                                                                        | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228644.64    | 0.04%             | 2030-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.15% 03/02/2028                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276359.16    | 0.04%             | 2028-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 02/28/2030                                                                           | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1990000 | PA      | $2023192.58   | 0.33%             | 2030-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 02/29/2028                                                                           | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    720000 | PA      | $727762.50    | 0.12%             | 2028-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 5.3% 03/15/2033                                                                       | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20865.47     | 0.00%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 02/20/2053#MA8646                                                                    | CUSIP: 36179XTB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80320 | PA      | $79060.07     | 0.01%             | 2053-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.875% 02/27/2053                                                                | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46918.03     | 0.01%             | 2053-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 12/01/2052#CB5401                                                                  | CUSIP: 3140QRAB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48634 | PA      | $47887.80     | 0.01%             | 2052-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.4% 03/02/2026                                                                  | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100348.36    | 0.02%             | 2026-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.65% 03/15/2033                                                                 | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52866.09     | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 5.847%/VAR 03/02/2027                                                           | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $401517.61    | 0.06%             | 2027-03-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 5.5% 03/15/2053                                                                        | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27788.34     | 0.00%             | 2053-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 5.871%/VAR 03/06/2029                                                    | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207585.81    | 0.03%             | 2029-03-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5.75% 03/02/2053                                                     | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34893.56     | 0.01%             | 2053-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                             | PPL ELEC UTILS CORP 5% 05/15/2033                                                                 | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51681.94     | 0.01%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 4.9% 03/03/2028                                                           | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61426.97     | 0.01%             | 2028-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                            | COLGATE-PALMOLIVE CO 4.6% 03/01/2033                                                              | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51412.66     | 0.01%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC 4.875% 03/03/2033                                                         | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155737.98    | 0.03%             | 2033-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 5.4% 03/15/2033                                                                 | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31447.23     | 0.01%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                             | PPL ELEC UTILS CORP 5.25% 05/15/2053                                                              | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19592.55     | 0.00%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 2.9% 03/01/2032                                                                | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18519.98     | 0.00%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 4.75% 08/01/2028                                                               | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71354.32     | 0.01%             | 2028-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 5.45% 03/01/2028                                                                | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204810.79    | 0.03%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.161%/VAR 03/09/2029                                                           | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208447.55    | 0.03%             | 2029-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 5.85% 03/08/2053                                                          | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20683.75     | 0.00%             | 2053-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINL INC                                                             | AMERIPRISE FINL INC 5.15% 05/15/2033                                                              | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15630.85     | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2053#SD8315                                                                    | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    333201 | PA      | $334471.98    | 0.05%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2052#BW1374                                                                  | CUSIP: 3140MSQ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86767 | PA      | $85354.35     | 0.01%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 08/01/2037#SB0808                                                                    | CUSIP: 3132CW3R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    404972 | PA      | $374585.86    | 0.06%             | 2037-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 6% 12/20/2052#MA8492                                                                      | CUSIP: 36179XNH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213988 | PA      | $219855.62    | 0.04%             | 2052-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.95% 04/01/2033                                          | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30737.33     | 0.00%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                              | SOUTHWEST GAS CORP 5.45% 03/23/2028                                                               | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36979.87     | 0.01%             | 2028-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.2% 04/15/2063                                                            | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36704.32     | 0.01%             | 2063-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.05% 04/15/2053                                                           | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101468.46    | 0.02%             | 2053-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.25% 01/15/2029                                                           | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30225.01     | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 5.25% 06/15/2053                                                                      | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38630.56     | 0.01%             | 2053-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 03/31/2028                                                                       | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1030000 | PA      | $1033098.04   | 0.17%             | 2028-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 03/31/2030                                                                       | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $180337.50    | 0.03%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                                             | FORD CREDIT AUTO OWNER TRUST 2023-A 4.65% 02/15/2028                                              | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31559 | PA      | $31625.72     | 0.01%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 4.95% 03/29/2033                                                                | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50989.24     | 0.01%             | 2033-03-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 5.3% 06/30/2033                                                                    | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62157.81     | 0.01%             | 2033-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 4.875% 10/04/2033                                                              | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    160000 | PA      | $162587.20    | 0.03%             | 2033-10-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.5% 04/04/2053                                                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     40000 | PA      | $38798.80     | 0.01%             | 2053-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5.85% 04/01/2063                                                                    | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10032.91     | 0.00%             | 2063-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5.75% 07/01/2053                                                                    | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20062.61     | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2                               | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2023-2 4.47% 02/16/2028                                | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43947 | PA      | $44009.70     | 0.01%             | 2028-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-A                                           | HYUNDAI AUTO RECEIVABLES TRUST 2023-A 4.58% 04/15/2027                                            | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22271 | PA      | $22290.23     | 0.00%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.85% 04/06/2030                                                         | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73715.61     | 0.01%             | 2030-04-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 6.8% 05/12/2028                                                          | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151028.48    | 0.02%             | 2028-05-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2053#RA8728                                                                    | CUSIP: 3133KQVV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163119 | PA      | $164505.34    | 0.03%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2053#RA8883                                                                  | CUSIP: 3133KQ2Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160635 | PA      | $163426.84    | 0.03%             | 2053-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.875% 09/15/2033                                                           | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10679.77     | 0.00%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 4.9% 07/15/2033                                                                | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50916.51     | 0.01%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 3.625% 04/13/2028                                                             | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $149970.58    | 0.02%             | 2028-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 04/01/2053#RA8693                                                                  | CUSIP: 3133KQUS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82426 | PA      | $81058.28     | 0.01%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 02/01/2053#SD2430                                                                  | CUSIP: 3132DPVX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80439 | PA      | $79531.86     | 0.01%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 05/01/2053#                                                                        | CUSIP: 31418ESA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114214 | PA      | $118627.76    | 0.02%             | 2053-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.9% 04/15/2028                                                                       | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50314.71     | 0.01%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 4.1% 04/15/2033                                                                       | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50183.70     | 0.01%             | 2033-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 4.5% 04/15/2053                                                                       | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18042.34     | 0.00%             | 2053-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-2                                                     | CARMAX AUTO OWNER TR 2023-2 5.05% 01/18/2028                                                      | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51342 | PA      | $51559.26     | 0.01%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034                                                      | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    170000 | PA      | $178212.41    | 0.03%             | 2034-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 04/20/2053#MA8801                                                                    | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36562 | PA      | $37133.80     | 0.01%             | 2053-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 6.5% 12/20/2052#MA8493                                                                    | CUSIP: 36179XNJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37094 | PA      | $38365.23     | 0.01%             | 2052-12-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 04/20/2053#MA8799                                                                    | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86074 | PA      | $84717.93     | 0.01%             | 2053-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 04/20/2053#MA8800                                                                      | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    238556 | PA      | $239701.63    | 0.04%             | 2053-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.202%/VAR 04/25/2029                                                 | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51276.91     | 0.01%             | 2029-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.288%/VAR 04/25/2034                                                 | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41677.55     | 0.01%             | 2034-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 08/01/2050#BQ3331                                                                    | CUSIP: 3140KNVZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87578 | PA      | $72029.95     | 0.01%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 10/01/2050#BQ4926                                                                    | CUSIP: 3140KQPL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104379 | PA      | $85750.35     | 0.01%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.164%/VAR 04/20/2029                                                              | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204760.66    | 0.03%             | 2029-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.25%/VAR 04/21/2034                                                               | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51908.53     | 0.01%             | 2034-04-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 3.5% 05/01/2050                                                                | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $36638.63     | 0.01%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.967%/VAR 04/26/2034                                                   | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30800.62     | 0.00%             | 2034-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 04/30/2030                                                                         | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    780000 | PA      | $777501.57    | 0.13%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 04/30/2028                                                                         | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1040000 | PA      | $1040137.07   | 0.17%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 3.625% 07/15/2030                                                        | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    960000 | PA      | $959203.23    | 0.15%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 5.001% 04/28/2028                                                    | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $92088.48     | 0.01%             | 2028-04-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.043%/VAR 05/01/2034                                                         | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61952.80     | 0.01%             | 2034-05-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 4.68% 02/15/2045                                                                   | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8539.57      | 0.00%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 5.35% 05/15/2053                                                                     | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73747.29     | 0.01%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 5.5% 05/15/2064                                                                      | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46118.81     | 0.01%             | 2064-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.829%/VAR 05/09/2027                                                                | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $402723.24    | 0.06%             | 2027-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.375% 05/15/2033                                                                       | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    440000 | PA      | $427075.00    | 0.07%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.625% 05/15/2053                                                     | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $83332.03     | 0.01%             | 2053-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 1.5% 07/01/2041#RB5117                                                                  | CUSIP: 3133KYVJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    242893 | PA      | $206796.18    | 0.03%             | 2041-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.43% 02/25/2033                                                   | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $152149.97    | 0.02%             | 2033-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 4.5% 05/17/2033                                                                  | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127003.16    | 0.02%             | 2033-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 4.05% 05/17/2028                                                                 | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    760000 | PA      | $765414.13    | 0.12%             | 2028-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                   | BALTIMORE GAS and ELECTRIC CO 5.4% 06/01/2053                                                     | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49002.12     | 0.01%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4% 05/10/2028                                                                           | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100787.69    | 0.02%             | 2028-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.3% 05/10/2033                                                                         | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50976.74     | 0.01%             | 2033-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                                   | OHIO POWER CO 5% 06/01/2033                                                                       | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51048.98     | 0.01%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                                            | LAUDER ESTEE COS INC 5.15% 05/15/2053                                                             | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9410.19      | 0.00%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 06/01/2053#                                                                          | CUSIP: 3132DWHH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142302 | PA      | $146081.77    | 0.02%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2051#FS1373                                                                    | CUSIP: 3140XGQ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228200 | PA      | $202800.31    | 0.03%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 06/01/2053#                                                                          | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83380 | PA      | $83672.00     | 0.01%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 01/01/2052#BT6590                                                                  | CUSIP: 3140LVKC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93225 | PA      | $72408.26     | 0.01%             | 2052-01-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 05/01/2053#BY2062                                                                  | CUSIP: 3140NJJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90199 | PA      | $93684.25     | 0.02%             | 2053-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                  | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 5.1% 05/11/2033                                    | CUSIP: 0778FPAL3<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51041.65     | 0.01%             | 2033-05-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 4.9% 05/17/2044                                                                  | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47822.17     | 0.01%             | 2044-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.875% 05/15/2043                                                     | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $595139.55    | 0.10%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 5.05% 05/18/2063                                                            | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91960.01     | 0.01%             | 2063-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 1.5% 11/01/2040#RB5084                                                                  | CUSIP: 3133KYUH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93099 | PA      | $79805.36     | 0.01%             | 2040-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 02/01/2051#SD8127                                                                  | CUSIP: 3132DWA45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86640 | PA      | $67293.81     | 0.01%             | 2051-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.34% 05/19/2063                                            | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    115000 | PA      | $109130.38    | 0.02%             | 2063-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.3% 05/19/2053                                             | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    137000 | PA      | $132786.99    | 0.02%             | 2053-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.11% 05/19/2043                                            | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     60000 | PA      | $58487.13     | 0.01%             | 2043-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.75% 05/19/2033                                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $101955.79    | 0.02%             | 2033-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.65% 05/19/2030                                            | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     64000 | PA      | $65529.87     | 0.01%             | 2030-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.45% 05/19/2028                                            | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    150000 | PA      | $151806.86    | 0.02%             | 2028-05-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 5.159%/VAR 05/18/2034                                                           | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31229.60     | 0.01%             | 2034-05-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 5.853%/VAR 05/19/2034                                                         | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10748.17     | 0.00%             | 2034-05-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BLACKROCK INC 4.75% 05/25/2033                                                                    | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10281.32     | 0.00%             | 2033-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 5.2% 06/01/2033                                                        | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51772.08     | 0.01%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 05/31/2030                                                                        | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1520000 | PA      | $1530331.26   | 0.25%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 05/31/2028                                                                       | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $551783.20    | 0.09%             | 2028-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 6.174%/VAR 05/25/2034                                                               | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85474.70     | 0.01%             | 2034-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 5.45% 05/25/2053                                                                | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40142.71     | 0.01%             | 2053-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.35%/VAR 06/01/2034                                                        | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    220000 | PA      | $230953.52    | 0.04%             | 2034-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC T5Y+NA 12/15/2052                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61295.53     | 0.01%             | 2052-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 4.35% 04/05/2042                                                         | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94731.32     | 0.02%             | 2042-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 6% 06/01/2063                                                                     | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98658.95     | 0.02%             | 2063-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.875% 06/01/2053                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19760.39     | 0.00%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 5.3% 06/05/2026                                                              | CUSIP: 06368LNT9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $271629.93    | 0.04%             | 2026-06-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2050#FS4993                                                                    | CUSIP: 3140XLRP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282905 | PA      | $256809.44    | 0.04%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 5.867%/VAR 06/08/2034                                                       | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106647.03    | 0.02%             | 2034-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 6.377%/VAR 06/08/2034                                                        | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $184752.80    | 0.03%             | 2034-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                             | DOLLAR GEN CORP NEW 5.45% 07/05/2033                                                              | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31148.75     | 0.01%             | 2033-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                             | DOLLAR GEN CORP NEW 5.2% 07/05/2028                                                               | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102536.63    | 0.02%             | 2028-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 5.25% 06/12/2028                                                              | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61868.82     | 0.01%             | 2028-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2051#FS4654                                                                    | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350427 | PA      | $288213.22    | 0.05%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                | REINSURANCE GRP OF AMERICA INC 6% 09/15/2033                                                      | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21415.36     | 0.00%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                               | NATIONAL GRID PLC 5.602% 06/12/2028                                                               | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $51673.39     | 0.01%             | 2028-06-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.582%/VAR 06/12/2029                                              | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103676.48    | 0.02%             | 2029-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.836%/VAR 06/12/2034                                                              | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107319.72    | 0.02%             | 2034-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC 5.905% 11/22/2032                                                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108035.09    | 0.02%             | 2032-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 6.565%/VAR 06/12/2029                                                     | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83702.83     | 0.01%             | 2029-06-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 5.808%/VAR 09/13/2029                                                           | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $218924.51    | 0.04%             | 2029-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2053#BY2022                                                                    | CUSIP: 3140NJG81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155243 | PA      | $155786.52    | 0.03%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2053#MA5010                                                                  | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154654 | PA      | $157342.15    | 0.03%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2036#CB1989                                                                  | CUSIP: 3140QMF74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77885 | PA      | $73748.84     | 0.01%             | 2036-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 06/20/2053#MA8945                                                                      | CUSIP: 36179X5E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84940 | PA      | $81221.39     | 0.01%             | 2053-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 06/20/2053#MA8948                                                                    | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    188079 | PA      | $191154.42    | 0.03%             | 2053-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 05/20/2053#MA8879                                                                    | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152215 | PA      | $154596.97    | 0.02%             | 2053-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                               | CBRE SERVICES INC 5.95% 08/15/2034                                                                | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53869.63     | 0.01%             | 2034-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 09/01/2050#QB3535                                                                    | CUSIP: 3133A94U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259336 | PA      | $213294.12    | 0.03%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 6.1% 06/28/2063                                                                        | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10515.33     | 0.00%             | 2063-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 5.95% 08/15/2053                                                                       | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8357.53      | 0.00%             | 2053-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 5.35% 06/28/2028                                                                       | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30945.04     | 0.00%             | 2028-06-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 06/30/2030                                                                        | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    140000 | PA      | $140946.09    | 0.02%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2034#FS4276                                                                    | CUSIP: 3140XKXE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251405 | PA      | $245320.79    | 0.04%             | 2034-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2040#ZT2295                                                                  | CUSIP: 3132AERQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    295256 | PA      | $297351.53    | 0.05%             | 2040-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 5.125% 01/15/2034                                                                     | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51655.50     | 0.01%             | 2034-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 4.95% 01/05/2036                                                                | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $202800.00    | 0.03%             | 2036-01-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                   | BRITISH COLUMBIA PROVINCE CDA 4.2% 07/06/2033                                                     | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $50150.08     | 0.01%             | 2033-07-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.5% 12/01/2028#FM2672                                                                  | CUSIP: 3140X56J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6914 | PA      | $6904.89      | 0.00%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2051#RA4352                                                                    | CUSIP: 3133KKZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159403 | PA      | $131302.26    | 0.02%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2050#CA8108                                                                    | CUSIP: 3140QGAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85826 | PA      | $70695.95     | 0.01%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2051#CA8820                                                                    | CUSIP: 3140QGYS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179195 | PA      | $147605.15    | 0.02%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.778%/VAR 07/06/2029                                                       | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    420000 | PA      | $437623.14    | 0.07%             | 2029-07-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 04/01/2052#SD3209                                                                  | CUSIP: 3132DQR65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    435009 | PA      | $372810.60    | 0.06%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 09/01/2050#FP0045                                                                    | CUSIP: 3140XTBP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208376 | PA      | $171642.16    | 0.03%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 6.07% 07/12/2028                                                              | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $209027.59    | 0.03%             | 2028-07-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 5.125% 07/07/2028                                                     | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41058.44     | 0.01%             | 2028-07-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2042#AQ1820                                                                    | CUSIP: 3138MHAW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9136 | PA      | $8445.50      | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2042#AQ1869                                                                    | CUSIP: 3138MHCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18376 | PA      | $16997.72     | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2042#AQ7688                                                                    | CUSIP: 3138MPRJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9454 | PA      | $8738.67      | 0.00%             | 2042-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2047#BM4896                                                                    | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15024 | PA      | $13890.42     | 0.00%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2047#FM4941                                                                    | CUSIP: 3140X8P35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107028 | PA      | $98952.42     | 0.02%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2048#FM8096                                                                    | CUSIP: 3140XB7J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135423 | PA      | $125477.59    | 0.02%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2044#FM7604                                                                    | CUSIP: 3140XBNW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43111 | PA      | $39884.04     | 0.01%             | 2044-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2047#FM8484                                                                    | CUSIP: 3140XCNA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102184 | PA      | $94410.82     | 0.02%             | 2047-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2046#FM8575                                                                    | CUSIP: 3140XCQ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63173 | PA      | $58428.88     | 0.01%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 07/01/2046#FM8611                                                                    | CUSIP: 3140XCR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64244 | PA      | $59348.13     | 0.01%             | 2046-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2046#FM8703                                                                    | CUSIP: 3140XCU55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18648 | PA      | $17269.39     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2047#FM9305                                                                    | CUSIP: 3140XDKT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29288 | PA      | $27029.52     | 0.00%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2048#FM9750                                                                    | CUSIP: 3140XDZQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145240 | PA      | $134376.42    | 0.02%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | TOYOTA MOTOR CORP 5.123% 07/13/2033                                                               | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $52321.38     | 0.01%             | 2033-07-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 6.184% 07/13/2043                                                    | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    110000 | PA      | $121128.35    | 0.02%             | 2043-07-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 5.375% 07/15/2033                                                                     | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79200.96     | 0.01%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 5.523% 07/17/2028                                                           | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $124464.86    | 0.02%             | 2028-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 08/01/2053#                                                                        | CUSIP: 3132DWH48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62043 | PA      | $64353.00     | 0.01%             | 2053-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 01/01/2053#QF5699                                                                    | CUSIP: 3133BTKL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148328 | PA      | $152522.82    | 0.02%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 07/01/2053#QG6920                                                                  | CUSIP: 3133C7VM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112084 | PA      | $113856.59    | 0.02%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 08/01/2053#SD8349                                                                  | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82257 | PA      | $83557.50     | 0.01%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 4.125% 07/15/2033                                                  | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     50000 | PA      | $50818.08     | 0.01%             | 2033-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 4% 07/25/2030                                                    | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355104.58    | 0.06%             | 2030-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.557%/VAR 07/25/2034                                                      | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52959.41     | 0.01%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029                                                      | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51820.39     | 0.01%             | 2029-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                               | PIEDMONT OPERATING PARTNERSHIP LP 9.25% 07/20/2028                                                | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     70000 | PA      | $77527.91     | 0.01%             | 2028-07-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 07/20/2053#MA9016                                                                      | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167889 | PA      | $168694.96    | 0.03%             | 2053-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 07/20/2053#MA9019                                                                    | CUSIP: 36179YAU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86314 | PA      | $89205.89     | 0.01%             | 2053-07-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 07/20/2053#MA9015                                                                    | CUSIP: 36179YAQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86579 | PA      | $85079.09     | 0.01%             | 2053-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.424%/VAR 07/21/2034                                                              | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251578.55    | 0.04%             | 2034-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 07/31/2028                                                                       | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1180000 | PA      | $1198944.53   | 0.19%             | 2028-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 07/31/2030                                                                           | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    680000 | PA      | $691740.62    | 0.11%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                  | PUBLIC STORAGE 5.1% 08/01/2033                                                                    | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83438.65     | 0.01%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                  | PUBLIC STORAGE 5.35% 08/01/2053                                                                   | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19657.53     | 0.00%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 08/01/2053#MA5107                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138300 | PA      | $140487.38    | 0.02%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.282%/VAR 07/27/2029                                                         | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61887.92     | 0.01%             | 2029-07-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 3.8% 03/15/2032                                                         | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47297.38     | 0.01%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 4.55% 03/15/2052                                                        | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $97484.78     | 0.02%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.875% 02/15/2029                                                        | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71962.40     | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 6.921% 08/08/2033                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $222974.16    | 0.04%             | 2033-08-08      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 4.9% 02/15/2029                                                               | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82179.05     | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                     | BOOZ ALLEN AND HAMILTON INC 5.95% 08/04/2033                                                      | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42100.49     | 0.01%             | 2033-08-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 08/15/2033                                                                       | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $1051968.75   | 0.17%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.125% 08/15/2053                                                     | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1367871.09   | 0.22%             | 2053-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 08/01/2051#SD2230                                                                    | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20231 | PA      | $16620.34     | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 4.95% 08/15/2028                                                    | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112645.40    | 0.02%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 5.086% 08/10/2033                                                    | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41757.82     | 0.01%             | 2033-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 3.625% 03/15/2032                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94856.14     | 0.02%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 4.375% 03/15/2042                                                                         | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43432.90     | 0.01%             | 2042-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                              | INGERSOLL RAND INC 5.7% 08/14/2033                                                                | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32018.31     | 0.01%             | 2033-08-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                 | ENTERGY TEX INC 5.8% 09/01/2053                                                                   | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30559.85     | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 1.5% 12/01/2041#MA4500                                                                  | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94428 | PA      | $80061.73     | 0.01%             | 2041-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.65% 11/01/2028                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20774.39     | 0.00%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 6.05% 09/01/2033                                                                        | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85449.78     | 0.01%             | 2033-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 6.625% 09/01/2053                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31709.49     | 0.01%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2053#QG1367                                                                    | CUSIP: 3133C1QU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86411 | PA      | $86518.71     | 0.01%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C6 MTG TR                                                              | BMO 2023-C6 A5 MTG TR 5.9562% 09/15/2056                                                          | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $32085.74     | 0.01%             | 2056-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 6.208%/VAR 08/21/2029                                                | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31506.58     | 0.01%             | 2029-08-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.939%/VAR 08/18/2034                                              | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $86394.76     | 0.01%             | 2034-08-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 08/01/2038#SB8255                                                                    | CUSIP: 3132D6E48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89239 | PA      | $88184.32     | 0.01%             | 2038-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2041#G06229                                                                    | CUSIP: 3128M8HE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23638 | PA      | $23317.87     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2042#G07155                                                                    | CUSIP: 3128M9H88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5209 | PA      | $5119.05      | 0.00%             | 2042-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2042#G07242                                                                    | CUSIP: 3128M9LX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9408 | PA      | $9275.64      | 0.00%             | 2042-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2042#AJ4894                                                                    | CUSIP: 3138AWNL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21583 | PA      | $21227.21     | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2039#AS1772                                                                    | CUSIP: 3138WA6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38334 | PA      | $37831.78     | 0.01%             | 2039-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2044#Q24018                                                                    | CUSIP: 3132M4DX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14588 | PA      | $14285.23     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2040#AE1789                                                                    | CUSIP: 31419B7B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4309 | PA      | $4243.39      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2044#AV7092                                                                    | CUSIP: 3138XJ3A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20529 | PA      | $20099.87     | 0.00%             | 2044-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2036#Q04319                                                                    | CUSIP: 3132GKPC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27000 | PA      | $26754.00     | 0.00%             | 2036-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2041#A97259                                                                    | CUSIP: 312946B47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15462 | PA      | $15255.94     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2043#AL9571                                                                    | CUSIP: 3138ERT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25513 | PA      | $25044.95     | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2045#G61180                                                                    | CUSIP: 31335BJZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19839 | PA      | $19551.09     | 0.00%             | 2045-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2043#AU9992                                                                    | CUSIP: 3138XAC61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12393 | PA      | $12135.15     | 0.00%             | 2043-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2043#AV0681                                                                    | CUSIP: 3138XBXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12938 | PA      | $12653.17     | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2043#Q15942                                                                    | CUSIP: 3132J7BL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21302 | PA      | $20886.58     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2043#AU6988                                                                    | CUSIP: 3138X6XS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15211 | PA      | $14876.76     | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 02/01/2044#AV5019                                                                    | CUSIP: 3138XGSH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11806 | PA      | $11542.14     | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2040#AE9160                                                                    | CUSIP: 31419LFA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18178 | PA      | $17891.75     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.375% 08/15/2043                                                     | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2570000 | PA      | $2505248.05   | 0.40%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 6% 04/20/2053#MA8802                                                                      | CUSIP: 36179XX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57455 | PA      | $58953.79     | 0.01%             | 2053-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 6.136%/VAR 08/24/2034                                                         | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     90000 | PA      | $98507.69     | 0.02%             | 2034-08-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 08/31/2030                                                                       | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1790000 | PA      | $1830414.83   | 0.30%             | 2030-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 4.5% 09/08/2033                                                               | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $102511.40    | 0.02%             | 2033-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 5.15% 09/08/2033                                                          | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63092.55     | 0.01%             | 2033-09-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 5.4% 09/15/2033                                                        | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31612.40     | 0.01%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TR                                                               | CHASE ISSUANCE TR 5.08% 09/15/2030                                                                | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $103465.22    | 0.02%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 5.55% 10/15/2053                                                              | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20355.32     | 0.00%             | 2053-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 5.2% 11/15/2033                                                                          | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52403.66     | 0.01%             | 2033-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX CORP 6.05% 03/15/2034                                                                        | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53619.02     | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                      | CNH INDUSTRIAL CAPITAL LLC 5.5% 01/12/2029                                                        | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62133.12     | 0.01%             | 2029-01-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.872%/VAR 09/15/2034                                                 | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $129352.45    | 0.02%             | 2034-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                      | INTUIT INC 5.2% 09/15/2033                                                                        | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21004.96     | 0.00%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                      | INTUIT INC 5.5% 09/15/2053                                                                        | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50270.45     | 0.01%             | 2053-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 5.9% 11/15/2033                                                               | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75095.77     | 0.01%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 03/01/2052#QD9176                                                                  | CUSIP: 3133B7FR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $127755.57    | 0.02%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2052#FS5387                                                                  | CUSIP: 3140XL6Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    490332 | PA      | $417618.56    | 0.07%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 11/01/2051#BU1027                                                                    | CUSIP: 3140M2D90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246802 | PA      | $201211.28    | 0.03%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 09/01/2053#FS5749                                                                  | CUSIP: 3140XML79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64125 | PA      | $66512.90     | 0.01%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2051#QD3619                                                                  | CUSIP: 3133B1AU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97846 | PA      | $83335.67     | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 06/01/2053#SD3269                                                                    | CUSIP: 3132DQT22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165547 | PA      | $165958.82    | 0.03%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 02/01/2052#QD7219                                                                  | CUSIP: 3133B5AU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149985 | PA      | $127743.42    | 0.02%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2051#RA6017                                                                  | CUSIP: 3133KMVJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    957504 | PA      | $815511.36    | 0.13%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 08/01/2053#SD8347                                                                  | CUSIP: 3132DWHY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163127 | PA      | $160369.94    | 0.03%             | 2053-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 5.2% 10/01/2028                                           | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92945.77     | 0.01%             | 2028-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2052#BW8996                                                                  | CUSIP: 3140N17J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86341 | PA      | $85016.38     | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 5.717% 09/25/2028                                                            | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $135757.71    | 0.02%             | 2028-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 8.5%/VAR 01/15/2084                                                                  | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $22945.42     | 0.00%             | 2084-01-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 09/20/2053#MA9171                                                                    | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148408 | PA      | $150730.44    | 0.02%             | 2053-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 09/20/2053#MA9170                                                                      | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84867 | PA      | $85274.96     | 0.01%             | 2053-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                    | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 5.15% 09/15/2030                                     | CUSIP: 02589BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $103668.22    | 0.02%             | 2030-09-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 09/30/2030                                                                       | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    970000 | PA      | $1013422.65   | 0.16%             | 2030-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 09/30/2028                                                                       | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    820000 | PA      | $844920.31    | 0.14%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 6.092% 10/03/2033                                                    | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     44000 | PA      | $48158.95     | 0.01%             | 2033-10-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AB SVENSK EXPORTKREDIT                                                          | AB SVENSK EXPORTKREDIT 4.875% 10/04/2030                                                          | CUSIP: 87031CAN3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $209822.84    | 0.03%             | 2030-10-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2045#FM2986                                                                    | CUSIP: 3140X6J85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445000 | PA      | $435070.66    | 0.07%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 6.35% 01/15/2029                                                          | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73865.73     | 0.01%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                                         | PILGRIMS PRIDE CORP NEW 6.875% 05/15/2034                                                         | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55488.65     | 0.01%             | 2034-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2047#SI2051                                                                    | CUSIP: 3133USH46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75656 | PA      | $73970.25     | 0.01%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | KIMCO REALTY OP LLC 6.4% 03/01/2034                                                               | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22202.44     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 5.9% 11/15/2033                                                                 | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109050.93    | 0.02%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2053#SD8372                                                                  | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    411546 | PA      | $417797.42    | 0.07%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 11/01/2053#MA5192                                                                  | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321619 | PA      | $333267.97    | 0.05%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 10/01/2053#DA3338                                                                  | CUSIP: 3140A3V83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138204 | PA      | $143725.51    | 0.02%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 5% 08/01/2053#BW5313                                                               | CUSIP: 3140MW3X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84942 | PA      | $85159.50     | 0.01%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO/THE                                                               | JM SMUCKER CO/THE 6.5% 11/15/2053                                                                 | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10998.98     | 0.00%             | 2053-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO/THE                                                               | JM SMUCKER CO/THE 6.5% 11/15/2043                                                                 | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54405.47     | 0.01%             | 2043-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 4.75% 10/29/2030                                                   | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    130000 | PA      | $136411.07    | 0.02%             | 2030-10-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 6.491%/VAR 10/23/2034                                                      | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111824.95    | 0.02%             | 2034-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 6.875%/VAR 10/20/2034                                              | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $90964.36     | 0.01%             | 2034-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 4.9% 03/22/2033                                                                        | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32818.78     | 0.01%             | 2033-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 5.05% 03/22/2053                                                                       | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     52000 | PA      | $48301.02     | 0.01%             | 2053-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 5.05% 03/22/2028                                                                       | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32735.34     | 0.01%             | 2028-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 5.2% 03/22/2063                                                                        | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36991.14     | 0.01%             | 2063-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.875% 10/31/2030                                                                       | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $845125.00    | 0.14%             | 2030-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.875% 10/31/2028                                                                       | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2540000 | PA      | $2635845.33   | 0.43%             | 2028-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 10/20/2053#MA9239                                                                    | CUSIP: 36179YHQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     90350 | PA      | $88841.54     | 0.01%             | 2053-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 10/20/2053#MA9241                                                                    | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157181 | PA      | $159640.65    | 0.03%             | 2053-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 6.55% 11/01/2033                                                                     | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44745.14     | 0.01%             | 2033-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                | GENUINE PARTS CO 6.5% 11/01/2028                                                                  | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63542.94     | 0.01%             | 2028-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 6.627%/VAR 11/01/2034                                                              | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22562.60     | 0.00%             | 2034-11-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 6.75% 02/15/2054                                                     | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33570.07     | 0.01%             | 2054-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 7.964%/VAR 11/02/2034                                                        | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $47351.34     | 0.01%             | 2034-11-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX CORP 6.9% 05/01/2034                                                                         | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     60000 | PA      | $67861.66     | 0.01%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 6.125% 11/01/2053                                                    | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $43898.70     | 0.01%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 11/15/2026                                                                       | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3720000 | PA      | $3753974.05   | 0.61%             | 2026-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 11/15/2033                                                                         | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2640000 | PA      | $2755190.62   | 0.44%             | 2033-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 6.798% 11/07/2028                                                        | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209393.97    | 0.03%             | 2028-11-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 6.65% 01/15/2054                                                          | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33979.21     | 0.01%             | 2054-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 7.66%/VAR 11/09/2031                                                      | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     60000 | PA      | $67286.96     | 0.01%             | 2031-11-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 6.7% 11/15/2053                                                                      | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $22328.21     | 0.00%             | 2053-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.65% 02/01/2034  | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52912.49     | 0.01%             | 2034-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                   | BRITISH COLUMBIA PROVINCE CDA 4.8% 11/15/2028                                                     | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $154868.87    | 0.02%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 4.75% 11/14/2033                                                 | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    260000 | PA      | $274404.01    | 0.04%             | 2033-11-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINL INC                                                             | AMERIPRISE FINL INC 5.7% 12/15/2028                                                               | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41913.47     | 0.01%             | 2028-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 5.535% 11/17/2028                                                            | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     80000 | PA      | $83871.29     | 0.01%             | 2028-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 6.75% 11/17/2028                                                                 | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21331.18     | 0.00%             | 2028-11-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2053#MA5189                                                                    | CUSIP: 31418EXT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88942 | PA      | $89114.74     | 0.01%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 12/01/2053#MA5217                                                                  | CUSIP: 31418EYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40315 | PA      | $41775.35     | 0.01%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 12/01/2053#SD8384                                                                    | CUSIP: 3132DWJ53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139075 | PA      | $142704.20    | 0.02%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 11/01/2053#BY8663                                                                    | CUSIP: 3140NRTV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291338 | PA      | $299690.41    | 0.05%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 5.65% 11/15/2028                                                      | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167035.43    | 0.03%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 6.819%/VAR 11/20/2029                                              | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160293.76    | 0.03%             | 2029-11-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 6.123%/VAR 11/21/2034                                                           | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32674.76     | 0.01%             | 2034-11-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 11/15/2043                                                      | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2520000 | PA      | $2571778.14   | 0.41%             | 2043-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 11/20/2053#MA9304                                                                      | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88766 | PA      | $89191.97     | 0.01%             | 2053-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 11/20/2053#MA9300                                                                      | CUSIP: 36179YKM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74332 | PA      | $67688.09     | 0.01%             | 2053-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 5.55% 11/20/2030                                                         | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10627.08     | 0.00%             | 2030-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 11/30/2028                                                                       | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    290000 | PA      | $297136.72    | 0.05%             | 2028-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 11/30/2030                                                                       | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1370000 | PA      | $1417093.75   | 0.23%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.95% 09/30/2026                                                                   | CUSIP: 437076CV2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211628.47    | 0.03%             | 2026-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 5.264% 12/11/2026                                                           | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101299.77    | 0.02%             | 2026-12-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 12/01/2053#RJ0505                                                                  | CUSIP: 3142GQR38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88346 | PA      | $92787.76     | 0.01%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | AVALONBAY COMMUNITIES INC 5.3% 12/07/2033                                                         | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31409.65     | 0.01%             | 2033-12-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 12/15/2026                                                                       | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2210000 | PA      | $2226835.09   | 0.36%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 5.875% 01/15/2034                                                              | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    111000 | PA      | $115097.27    | 0.02%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST 23-2                                             | MSWF COMMERCIAL MORTGAGE TRUST 23-2 6.014% 12/15/2056                                             | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $32658.47     | 0.01%             | 2056-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 6.848%/VAR 01/03/2030                                                               | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42292.93     | 0.01%             | 2030-01-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 09/01/2053#SD8364                                                                  | CUSIP: 3132DWJH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380501 | PA      | $394669.33    | 0.06%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2053#QH6120                                                                    | CUSIP: 3133CJYR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97081 | PA      | $97239.06     | 0.02%             | 2053-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2052#QF0897                                                                    | CUSIP: 3133BM7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84753 | PA      | $81275.94     | 0.01%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2053#FS6053                                                                  | CUSIP: 3140XMWP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290011 | PA      | $295051.24    | 0.05%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 08/01/2053#QH0798                                                                  | CUSIP: 3133CC3F1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89423 | PA      | $90836.85     | 0.01%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 09/01/2051#RA5841                                                                    | CUSIP: 3133KMP25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    263069 | PA      | $233787.93    | 0.04%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                     | ONE GAS INC 5.1% 04/01/2029                                                                       | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92859.33     | 0.01%             | 2029-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 07/01/2036#QN6967                                                                  | CUSIP: 3133GDW48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    551662 | PA      | $499534.75    | 0.08%             | 2036-07-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2053#CB6300                                                                    | CUSIP: 3140QSAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229372 | PA      | $219315.58    | 0.04%             | 2053-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2051#CB0447                                                                  | CUSIP: 3140QKP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    685952 | PA      | $591945.98    | 0.10%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4% 02/01/2038#FS6194                                                                    | CUSIP: 3140XM3C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73392 | PA      | $72776.43     | 0.01%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 12/20/2053#MA9360                                                                    | CUSIP: 36179YMH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92631 | PA      | $90881.84     | 0.01%             | 2053-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 12/31/2030                                                                        | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1270000 | PA      | $1277292.58   | 0.21%             | 2030-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 12/31/2028                                                                        | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    840000 | PA      | $846037.50    | 0.14%             | 2028-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 4.65% 01/05/2029                                                         | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163269.70    | 0.03%             | 2029-01-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 5.1% 01/19/2029                         | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $307275.09    | 0.05%             | 2029-01-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 01/15/2027                                                                           | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1770000 | PA      | $1777467.19   | 0.29%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                           | CAMDEN PROPERTY TRUST 4.9% 01/15/2034                                                             | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50892.28     | 0.01%             | 2034-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 4% 01/10/2031                                                    | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70983.61     | 0.01%             | 2031-01-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                               | NATIONAL GRID PLC 5.418% 01/11/2034                                                               | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $20883.08     | 0.00%             | 2034-01-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                 | REGENCY CTRS LP 5.25% 01/15/2034                                                                  | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20725.46     | 0.00%             | 2034-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 5.5% 02/15/2034                                                  | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20690.74     | 0.00%             | 2034-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP 6.25% 01/15/2036                                                                 | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10398.77     | 0.00%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 5.15% 02/01/2034                                                             | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $42064.18     | 0.01%             | 2034-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 5.4% 02/01/2034                                                            | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10308.85     | 0.00%             | 2034-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2052#SD4521                                                                  | CUSIP: 3132DSAW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    917671 | PA      | $849253.41    | 0.14%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#SD4401                                                                  | CUSIP: 3132E03J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41949 | PA      | $36200.38     | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 10/01/2051#FS6478                                                                  | CUSIP: 3140XNFU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58207 | PA      | $50084.75     | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.676%/VAR 01/22/2035                                              | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52953.01     | 0.01%             | 2035-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 01/31/2031                                                                           | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1680000 | PA      | $1708875.00   | 0.28%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 01/31/2029                                                                           | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1960000 | PA      | $1988175.00   | 0.32%             | 2029-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 08/20/2053#MA9105                                                                      | CUSIP: 36179YDJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85448 | PA      | $85858.34     | 0.01%             | 2053-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 5% 03/15/2034                                                                         | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51235.62     | 0.01%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 5.25% 03/15/2054                                                                      | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19329.94     | 0.00%             | 2054-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 04/01/2052#FS5636                                                                    | CUSIP: 3140XMHN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    707550 | PA      | $580385.47    | 0.09%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 5.711%/VAR 01/24/2035                                                       | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63449.51     | 0.01%             | 2035-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                        | AMERICAN HOMES 4 RENT LP 5.5% 02/01/2034                                                          | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20728.45     | 0.00%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 4% 07/15/2029                                                                  | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59859.21     | 0.01%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 5.65% 11/15/2033                                                       | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32108.52     | 0.01%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 5.709%/VAR 02/02/2035                                                | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31551.72     | 0.01%             | 2035-02-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 5.7%/VAR 02/01/2030                                                          | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62478.06     | 0.01%             | 2030-02-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 02/15/2034                                                                           | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2320000 | PA      | $2338306.24   | 0.38%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.25% 02/15/2054                                                      | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5043000 | PA      | $4696096.77   | 0.76%             | 2054-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 5.625% 05/15/2054                                                  | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18843.11     | 0.00%             | 2054-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.75% 02/08/2031                                                         | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31590.33     | 0.01%             | 2031-02-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC 5.125% 02/15/2034                                                                     | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72331.60     | 0.01%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.942%/VAR 02/07/2039                                                              | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63333.56     | 0.01%             | 2039-02-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.827%/VAR 02/13/2035                                                               | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10457.93     | 0.00%             | 2035-02-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 5.25% 02/15/2034                                                                | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62134.29     | 0.01%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 4.75% 02/08/2031                                                   | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51366.28     | 0.01%             | 2031-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMENT CANADA                                                       | EXPORT DEVELOPMENT CANADA 4.125% 02/13/2029                                                       | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    210000 | PA      | $213532.41    | 0.03%             | 2029-02-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 6.2% 03/15/2054                                                               | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32971.27     | 0.01%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 5.9% 03/15/2034                                                               | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     54000 | PA      | $58335.12     | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2053#DA0846                                                                  | CUSIP: 3140A05G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184592 | PA      | $187395.74    | 0.03%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 12/01/2053#SD8385                                                                  | CUSIP: 3132DWJ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220583 | PA      | $228572.09    | 0.04%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2051#BT1339                                                                  | CUSIP: 3140LPPZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350545 | PA      | $298560.89    | 0.05%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2054#                                                                          | CUSIP: 31418E4E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45191 | PA      | $43082.19     | 0.01%             | 2054-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5.45% 07/15/2034                                                     | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20807.64     | 0.00%             | 2034-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                  | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 5.55% 02/15/2054                                   | CUSIP: 0778FPAN9<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29032.83     | 0.00%             | 2054-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                                            | LAUDER ESTEE COS INC 5% 02/14/2034                                                                | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81705.72     | 0.01%             | 2034-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 5.2% 02/22/2034                                                           | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157417.42    | 0.03%             | 2034-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | CUMMINS INC 5.45% 02/20/2054                                                                      | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20002.00     | 0.00%             | 2054-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | CUMMINS INC 5.15% 02/20/2034                                                                      | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15609.27     | 0.00%             | 2034-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.15% 02/21/2034                                                                       | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61072.64     | 0.01%             | 2034-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 02/15/2044                                                       | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3050000 | PA      | $3013542.98   | 0.49%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 6% 04/01/2054                                                                             | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101515.70    | 0.02%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 6.1% 04/01/2064                                                                           | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61021.36     | 0.01%             | 2064-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 4.875% 05/15/2029                                                   | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30658.02     | 0.00%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.05% 02/26/2034                                                                | CUSIP: 17275RBT8<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72644.84     | 0.01%             | 2034-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.3% 02/26/2054                                                                 | CUSIP: 17275RBU5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9800.26      | 0.00%             | 2054-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2053#FS7252                                                                    | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87874 | PA      | $88099.63     | 0.01%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.8% 03/15/2029                                                                        | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102631.19    | 0.02%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 5.05% 03/15/2034                                                                       | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103715.15    | 0.02%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 5.4% 03/15/2054                                                                        | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79744.43     | 0.01%             | 2054-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 5.45% 03/15/2034                                                                      | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36642.16     | 0.01%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 7.875% 03/01/2057                                                              | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $231618.76    | 0.04%             | 2057-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 02/28/2029                                                                        | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1380005.86   | 0.22%             | 2029-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 02/28/2031                                                                        | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2930000 | PA      | $3015496.49   | 0.49%             | 2031-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 02/20/2054#MA9488                                                                    | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    215200 | PA      | $218315.26    | 0.04%             | 2054-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 5.583%/VAR 03/01/2028                                                           | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $305252.02    | 0.05%             | 2028-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.546%/VAR 03/04/2030                                                           | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $218119.08    | 0.04%             | 2030-03-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KEYCORP 6.401%/VAR 03/06/2035                                                                     | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32734.01     | 0.01%             | 2035-03-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | WILLIS NORTH AMERICA INC 5.9% 03/05/2054                                                          | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40597.35     | 0.01%             | 2054-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC 5.45% 03/01/2034                                                            | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $193472.14    | 0.03%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC 5.75% 03/01/2054                                                            | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10137.07     | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 5.7% 03/15/2034                                                                   | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42315.95     | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 4.375% 03/06/2029                                                          | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    630000 | PA      | $645249.81    | 0.10%             | 2029-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.375% 03/12/2029                                                                 | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    300000 | PA      | $308978.64    | 0.05%             | 2029-03-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.69%/VAR 03/12/2030                                                                 | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208341.51    | 0.03%             | 2030-03-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 03/01/2054#CB8159                                                                    | CUSIP: 3140QUB54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115266 | PA      | $119714.77    | 0.02%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 12/01/2053#RJ0473                                                                    | CUSIP: 3142GQQ39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    173360 | PA      | $179851.25    | 0.03%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC T5Y+NA 03/15/2054                                                             | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10535.10     | 0.00%             | 2054-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.975%/VAR 03/14/2030                                                   | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92801.40     | 0.01%             | 2030-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 08/01/2050#BQ1163                                                                    | CUSIP: 3140KLJH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15640 | PA      | $12863.59     | 0.00%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2051#BQ9687                                                                    | CUSIP: 3140KVXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17118 | PA      | $14052.10     | 0.00%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2051#FS2943                                                                    | CUSIP: 3140XJHV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49911 | PA      | $40844.37     | 0.01%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2051#FS5871                                                                    | CUSIP: 3140XMQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52199 | PA      | $42882.55     | 0.01%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 5.375% 04/15/2031                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113806.77    | 0.02%             | 2031-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.5% 03/18/2054                                                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    110000 | PA      | $107167.50    | 0.02%             | 2054-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.125% 09/18/2034                                                              | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     50000 | PA      | $51412.50     | 0.01%             | 2034-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 5.538%/VAR 03/14/2030                                                          | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $207281.76    | 0.03%             | 2030-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 4.625% 03/18/2029                                                              | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     50000 | PA      | $51124.00     | 0.01%             | 2029-03-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2054#SD8420                                                                  | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164422 | PA      | $166714.59    | 0.03%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2054#                                                                        | CUSIP: 31418E4L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91951 | PA      | $90188.18     | 0.01%             | 2054-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 6.875%/VAR 10/01/2054                                                                      | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82006.48     | 0.01%             | 2054-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                                               | M and T BANK CORP 6.082%/VAR 03/13/2032                                                           | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53201.45     | 0.01%             | 2032-03-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 5.6% 04/01/2054                                                        | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9998.03      | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                                       | AGCO CORP 5.8% 03/21/2034                                                                         | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20927.60     | 0.00%             | 2034-03-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                          | THE CAMPBELL'S COMPANY 5.2% 03/21/2029                                                            | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72050.74     | 0.01%             | 2029-03-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.5% 04/15/2064                                                            | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57776.53     | 0.01%             | 2064-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 03/31/2029                                                                       | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1510000 | PA      | $1538253.52   | 0.25%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 03/31/2031                                                                       | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1534687.50   | 0.25%             | 2031-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 2% 04/01/2042#SC0481                                                                    | CUSIP: 3132D9RA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    581539 | PA      | $513178.88    | 0.08%             | 2042-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 4.98% 04/05/2027                                                            | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101286.07    | 0.02%             | 2027-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                       | ADOBE INC 4.95% 04/04/2034                                                                        | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41590.98     | 0.01%             | 2034-04-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 5.25% 04/05/2034                                                         | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83799.14     | 0.01%             | 2034-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.625% 04/05/2034                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $63011.76     | 0.01%             | 2034-04-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.95% 04/05/2054                                                                     | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $56677.27     | 0.01%             | 2054-04-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 07/01/2038#SB1093                                                                    | CUSIP: 3132CXGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237902 | PA      | $229171.22    | 0.04%             | 2038-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 07/01/2037#FS7053                                                                  | CUSIP: 3140XNZT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114958 | PA      | $113813.75    | 0.02%             | 2037-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 04/15/2027                                                                         | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     20000 | PA      | $20244.53     | 0.00%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                              | REGAL REXNORD CORP 6.4% 04/15/2033                                                                | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75484.91     | 0.01%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2052#SD1608                                                                  | CUSIP: 3132DNYD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87914 | PA      | $86565.56     | 0.01%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 08/01/2050#CA6638                                                                  | CUSIP: 3140QELU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21603 | PA      | $18615.64     | 0.00%             | 2050-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 04/01/2054#MA5328                                                                    | CUSIP: 31418E4N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39480 | PA      | $40485.56     | 0.01%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 05/01/2054#MA5354                                                                    | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156474 | PA      | $160459.38    | 0.03%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 05/01/2052#QE2327                                                                    | CUSIP: 3133BBSQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96210 | PA      | $85501.52     | 0.01%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5% 04/01/2039#SB8293                                                                    | CUSIP: 3132D6GA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65401 | PA      | $66203.42     | 0.01%             | 2039-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 04/01/2037#CB3518                                                                    | CUSIP: 3140QN4C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    471303 | PA      | $435939.67    | 0.07%             | 2037-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.766%/VAR 04/22/2035                                                       | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118423.61    | 0.02%             | 2035-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                        | JOHNSON CONTROLS/TYCO FI 5.5% 04/19/2029                                                          | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $156493.05    | 0.03%             | 2029-04-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.831%/VAR 04/19/2035                                                              | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85806.77     | 0.01%             | 2035-04-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 5.05% 04/24/2034                                                             | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     80000 | PA      | $84666.96     | 0.01%             | 2034-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 04/01/2054#SD7569                                                                    | CUSIP: 3132DVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    314369 | PA      | $327212.97    | 0.05%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 6.645%/VAR 04/25/2035                                                  | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16519.90     | 0.00%             | 2035-04-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 04/30/2031                                                                       | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $785742.19    | 0.13%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 04/30/2029                                                                       | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    590000 | PA      | $610696.09    | 0.10%             | 2029-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 05/15/2054                                                     | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1685257.80   | 0.27%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 05/15/2027                                                                         | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1530000 | PA      | $1550260.55   | 0.25%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 05/15/2034                                                                       | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $723679.68    | 0.12%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | AGREE LP 5.625% 06/15/2034                                                                        | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52534.84     | 0.01%             | 2034-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 5.7% 05/15/2054                                                      | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30567.88     | 0.00%             | 2054-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 5.25% 06/15/2031                                                    | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52368.34     | 0.01%             | 2031-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 5% 05/13/2034                                                                        | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73527.59     | 0.01%             | 2034-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 5.4% 05/13/2064                                                                      | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19972.77     | 0.00%             | 2064-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2024-C26                                                           | BBCMS MTG TR 2024-C26 VAR 05/15/2057                                                              | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303000 | PA      | $327228.52    | 0.05%             | 2057-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                              | INGERSOLL RAND INC 5.197% 06/15/2027                                                              | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91401.11     | 0.01%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                              | INGERSOLL RAND INC 5.7% 06/15/2054                                                                | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30506.75     | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 5.3% 05/13/2054                                                                      | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49989.70     | 0.01%             | 2054-05-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 5.3% 06/01/2034                                                            | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84040.36     | 0.01%             | 2034-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                       | KELLANOVA 5.75% 05/16/2054                                                                        | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20217.14     | 0.00%             | 2054-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | Phillips Edison Grocery Center Operating Partnership I LP 5.75% 07/15/2034                        | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15779.91     | 0.00%             | 2034-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                | REINSURANCE GRP OF AMERICA INC 5.75% 09/15/2034                                                   | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20896.75     | 0.00%             | 2034-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028                                                           | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203961.92    | 0.03%             | 2028-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 4.875% 05/09/2034                                                                  | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72116.13     | 0.01%             | 2034-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.492%/VAR 05/14/2030                                              | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83429.95     | 0.01%             | 2030-05-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $116010.04    | 0.02%             | 2034-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2051#QD3023                                                                    | CUSIP: 3133B0LC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95055 | PA      | $91333.43     | 0.01%             | 2051-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2052#FS2496                                                                  | CUSIP: 3140XHX28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84889 | PA      | $83957.98     | 0.01%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2053#BY6161                                                                  | CUSIP: 3140NNZ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254225 | PA      | $257817.26    | 0.04%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 05/01/2052#FS4815                                                                    | CUSIP: 3140XLK56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297320 | PA      | $264227.42    | 0.04%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2052#FS7879                                                                  | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73380 | PA      | $62497.91     | 0.01%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | HASBRO INC 6.05% 05/14/2034                                                                       | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31815.90     | 0.01%             | 2034-05-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | MARKEL GROUP INC 6% 05/16/2054                                                                    | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10296.06     | 0.00%             | 2054-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 6.95%/VAR 11/30/2054                                                                 | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41673.32     | 0.01%             | 2054-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 4.9% 06/01/2031                                                               | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52428.52     | 0.01%             | 2031-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MID AMERICA APTS LP                                                             | MID AMERICA APTS LP 5.3% 02/15/2032                                                               | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31389.60     | 0.01%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 5.85% 05/17/2027                                                         | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202772.00    | 0.03%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 5.5% 06/01/2034                                                                           | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51320.11     | 0.01%             | 2034-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 05/15/2044                                                     | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2080000 | PA      | $2085850.00   | 0.34%             | 2044-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 05/20/2054#MA9666                                                                    | CUSIP: 36179YW34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95115 | PA      | $93192.26     | 0.02%             | 2054-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/20/2054#MA9664                                                                    | CUSIP: 36179YWZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85594 | PA      | $79028.48     | 0.01%             | 2054-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 05/20/2054#MA9667                                                                      | CUSIP: 36179YW42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91064 | PA      | $91188.70     | 0.01%             | 2054-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT K-163 A2 VAR 03/25/2034                                            | CUSIP: 3137HCXK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210000 | PA      | $220438.70    | 0.04%             | 2034-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PAYPAL HOLDINGS INC 5.5% 06/01/2054                                                               | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9899.95      | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 5.65% 06/15/2054                                                              | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88605.48     | 0.01%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 5.5% 05/22/2054                                                         | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139157.16    | 0.02%             | 2054-05-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 5.6% 05/22/2064                                                         | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19735.29     | 0.00%             | 2064-05-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 5.7% 05/15/2034                                                                     | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47177.71     | 0.01%             | 2034-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT INC 5.5% 06/15/2034                                                                      | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20867.69     | 0.00%             | 2034-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                             | EQUINIX EUROPE 2 FINANCING CORP LLC 5.5% 06/15/2034                                               | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114473.32    | 0.02%             | 2034-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 05/31/2031                                                                       | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2933765.63   | 0.47%             | 2031-05-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE CDA                                                           | MANITOBA PROVINCE CDA 4.9% 05/31/2034                                                             | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     50000 | PA      | $51660.60     | 0.01%             | 2034-05-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 5.721%/VAR 06/05/2030                                                    | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209823.09    | 0.03%             | 2030-06-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                               | OWENS CORNING NEW 5.95% 06/15/2054                                                                | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35901.65     | 0.01%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.449%/VAR 06/11/2035                                                               | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187995.45    | 0.03%             | 2035-06-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 5.081% 06/07/2029                                                         | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205801.74    | 0.03%             | 2029-06-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH                                     | NATIONAL AUSTRALIA BANK LTD NEW YORK BRH 5.087% 06/11/2027                                        | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264895.61    | 0.04%             | 2027-06-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 6% 06/15/2054                                                                          | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29873.54     | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.5% 09/15/2050                                                                    | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    110000 | PA      | $69105.66     | 0.01%             | 2050-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 5.05% 06/12/2034                                                          | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31188.52     | 0.01%             | 2034-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 06/15/2027                                                                       | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $10158.98     | 0.00%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 06/01/2054#CB8715                                                                    | CUSIP: 3140QUVH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143804 | PA      | $147295.11    | 0.02%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                     | ARCELORMITTAL SA LUXEMBOURG 6.35% 06/17/2054                                                      | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     40000 | PA      | $41852.22     | 0.01%             | 2054-06-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 05/01/2054#SD8432                                                                    | CUSIP: 3132DWLM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    383291 | PA      | $392453.27    | 0.06%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                     | ARCELORMITTAL SA LUXEMBOURG 6% 06/17/2034                                                         | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $10797.87     | 0.00%             | 2034-06-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2054#DB3356                                                                  | CUSIP: 3140ACWS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189646 | PA      | $192236.91    | 0.03%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#FM9693                                                                  | CUSIP: 3140XDXX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22942 | PA      | $19539.58     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 07/01/2052#SD5368                                                                  | CUSIP: 3132DS6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210485 | PA      | $179271.08    | 0.03%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 08/01/2051#QC5574                                                                  | CUSIP: 3133AQFP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133200 | PA      | $113447.42    | 0.02%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 04/01/2053#CB6065                                                                    | CUSIP: 3140QRW33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128700 | PA      | $129191.16    | 0.02%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 5.3% 06/25/2054                                                                    | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29330.78     | 0.00%             | 2054-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.95% 06/25/2034                                                                   | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102915.96    | 0.02%             | 2034-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 5.2% 07/15/2031                                                                    | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30594.98     | 0.00%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 5.7% 09/15/2034                                                    | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31107.62     | 0.01%             | 2034-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 5.2% 11/15/2034                                                             | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31304.63     | 0.01%             | 2034-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 06/20/2054#MA9723                                                                    | CUSIP: 36179YYU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167669 | PA      | $164279.62    | 0.03%             | 2054-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 06/20/2054#MA9724                                                                      | CUSIP: 36179YYV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92974 | PA      | $93100.87     | 0.02%             | 2054-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 5.4% 06/21/2034                                                                       | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51817.45     | 0.01%             | 2034-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP CAREY INC 5.375% 06/30/2034                                                                    | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20706.92     | 0.00%             | 2034-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 06/30/2031                                                                        | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $308800.78    | 0.05%             | 2031-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 06/30/2029                                                                        | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1140000 | PA      | $1167253.07   | 0.19%             | 2029-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 5.4% 07/15/2034                                                                      | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10417.00     | 0.00%             | 2034-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 5.1% 07/15/2029                                                                      | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10311.62     | 0.00%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.95% 07/03/2031                                                         | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20784.27     | 0.00%             | 2031-07-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.95% 07/03/2027                                                         | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20326.04     | 0.00%             | 2027-07-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 5.75% 06/28/2054                                                               | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $39449.20     | 0.01%             | 2054-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 7.375%/VAR 03/15/2055                                                                | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52952.90     | 0.01%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 06/01/2054#MA5389                                                                    | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1595518 | PA      | $1636151.12   | 0.26%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 MTG TR                                                              | BMO 2024-C9 MTG TR 5.7592% 07/15/2057                                                             | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $481801.82    | 0.08%             | 2057-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.316% 07/09/2029                                                    | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $218258.42    | 0.04%             | 2029-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 07/15/2027                                                                       | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    760000 | PA      | $769930.08    | 0.12%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 5.05% 07/12/2029                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51666.03     | 0.01%             | 2029-07-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 02/01/2043#ZS3684                                                                  | CUSIP: 3132A4CV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19944 | PA      | $19021.92     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2042#ZS3589                                                                  | CUSIP: 3132A37A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27982 | PA      | $26683.69     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 07/01/2054#SD8445                                                                    | CUSIP: 3132DWL27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93210 | PA      | $93245.15     | 0.02%             | 2054-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 10/01/2053#QH3924                                                                    | CUSIP: 3133CGLD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32829 | PA      | $33066.81     | 0.01%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2053#DA1051                                                                  | CUSIP: 3140A1EZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391728 | PA      | $397335.70    | 0.06%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2054#DB4007                                                                  | CUSIP: 3140ADNZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350001 | PA      | $355011.36    | 0.06%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 07/01/2054#QJ0002                                                                  | CUSIP: 3133CQAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    535074 | PA      | $547549.57    | 0.09%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2052#FS6631                                                                  | CUSIP: 3140XNLM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137810 | PA      | $117373.58    | 0.02%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 06/01/2054#QI7451                                                                    | CUSIP: 3133WEH45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80329 | PA      | $82321.81     | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2054#DB3401                                                                  | CUSIP: 3140ACX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189344 | PA      | $191983.29    | 0.03%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 08/01/2054#SD8454                                                                    | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    463839 | PA      | $475216.68    | 0.08%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.294%/VAR 07/22/2035                                                       | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    360000 | PA      | $375341.07    | 0.06%             | 2035-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.33%/VAR 07/23/2035                                                | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31133.76     | 0.01%             | 2035-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2052#SD5573                                                                    | CUSIP: 3132DTFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    970215 | PA      | $876172.95    | 0.14%             | 2052-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.32%/VAR 07/19/2035                                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20770.83     | 0.00%             | 2035-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.042%/VAR 07/19/2030                                                              | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20559.90     | 0.00%             | 2030-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                           | BLACKROCK FUNDING INC 4.9% 01/08/2035                                                             | CUSIP: 09290DAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30843.82     | 0.00%             | 2035-01-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                           | BLACKROCK FUNDING INC 5.35% 01/08/2055                                                            | CUSIP: 09290DAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $104324.75    | 0.02%             | 2055-01-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                           | BLACKROCK FUNDING INC 4.6% 07/26/2027                                                             | CUSIP: 09290DAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60758.63     | 0.01%             | 2027-07-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 5.718%/VAR 07/23/2032                                                  | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52441.75     | 0.01%             | 2032-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 07/31/2031                                                                       | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4540000 | PA      | $4643691.78   | 0.75%             | 2031-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.284%/VAR 07/26/2035                                                         | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103788.80    | 0.02%             | 2035-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 6.184%/VAR 07/26/2035                                                               | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51804.67     | 0.01%             | 2035-07-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2049#SD5005                                                                    | CUSIP: 3132DSR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142605 | PA      | $138447.69    | 0.02%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2053#FS8468                                                                  | CUSIP: 3140XQMS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151920 | PA      | $155937.14    | 0.03%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 09/01/2053#SD7565                                                                  | CUSIP: 3132DVMN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149521 | PA      | $153661.28    | 0.02%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.625% 07/15/2054                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130234.77    | 0.02%             | 2054-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.8% 01/15/2030                                                            | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154074.86    | 0.02%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 5% 08/05/2034                                                                         | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102646.66    | 0.02%             | 2034-08-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 07/01/2054#MA5422                                                                  | CUSIP: 31418FAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17370 | PA      | $17980.61     | 0.00%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 07/20/2054#MA9779                                                                    | CUSIP: 36179Y2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209731 | PA      | $212063.15    | 0.03%             | 2054-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC 4.9% 08/15/2034                                                                       | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82983.10     | 0.01%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC 5.4% 08/15/2054                                                                       | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9947.82      | 0.00%             | 2054-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL 5.935%/VAR 08/02/2030                                                         | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51919.13     | 0.01%             | 2030-08-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 08/15/2034                                                                       | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $2091721.17   | 0.34%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.25% 08/15/2054                                                      | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2860000 | PA      | $2663486.71   | 0.43%             | 2054-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.95% 02/15/2035                                                        | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10169.85     | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 5.55% 02/16/2055                                                        | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9901.34      | 0.00%             | 2055-02-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 5.375% 02/08/2035                                                                | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     40000 | PA      | $41125.00     | 0.01%             | 2035-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                              | PUBLIC SERVICE ELECTRIC AND GAS CO 5.3% 08/01/2054                                                | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9772.89      | 0.00%             | 2054-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 7% 01/01/2054#SD4719                                                                    | CUSIP: 3132DSG48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25814 | PA      | $27328.52     | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 7% 12/01/2053#FS6923                                                                    | CUSIP: 3140XNVR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21390 | PA      | $22665.67     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 7% 12/01/2053#FS6924                                                                    | CUSIP: 3140XNVS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21576 | PA      | $22735.72     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 4.55% 08/09/2029                                                         | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10187.16     | 0.00%             | 2029-08-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 5.5% 02/15/2035                                                                    | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71767.85     | 0.01%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                                   | DR HORTON INC 5% 10/15/2034                                                                       | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30604.79     | 0.00%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.45% 09/15/2034                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20760.02     | 0.00%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 5.2% 01/14/2055                                                                      | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78892.03     | 0.01%             | 2055-01-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 5.35% 01/15/2035                                                           | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51313.53     | 0.01%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 5.05% 09/01/2034                                                       | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30720.33     | 0.00%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 5.35% 03/15/2035                                                    | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41409.13     | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 06/01/2054#SD5691                                                                    | CUSIP: 3132DTKC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474953 | PA      | $490425.43    | 0.08%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 05/01/2052#QE1603                                                                    | CUSIP: 3133BAX89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    308002 | PA      | $273719.69    | 0.04%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/01/2051#BQ6902                                                                  | CUSIP: 3140KSU47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47635 | PA      | $40823.99     | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2054#                                                                        | CUSIP: 3132DWMH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120905 | PA      | $118445.60    | 0.02%             | 2054-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.425%/VAR 08/15/2035                                                 | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10306.42     | 0.00%             | 2035-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.2% 08/14/2029                                                                  | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101172.43    | 0.02%             | 2029-08-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 5.05% 08/14/2054                                                                 | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95852.08     | 0.02%             | 2054-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 5.1% 03/01/2030                                                            | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40858.06     | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 5.55% 08/22/2034                                                           | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20575.56     | 0.00%             | 2034-08-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.65% 09/01/2034                                                                        | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15526.60     | 0.00%             | 2034-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                 | REGENCY CTRS LP 5.1% 01/15/2035                                                                   | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30600.71     | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                         | PIEDMONT NATURAL GAS CO 5.1% 02/15/2035                                                           | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30701.64     | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.125% 08/15/2044                                                     | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4010000 | PA      | $3759531.63   | 0.61%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 08/20/2054#MA9851                                                                    | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    210122 | PA      | $212441.19    | 0.03%             | 2054-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC                                                   | AFFILIATED MANAGERS GROUP INC 5.5% 08/20/2034                                                     | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20537.08     | 0.00%             | 2034-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP 5.75% 01/15/2035                                                             | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30889.17     | 0.00%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 4.9% 10/15/2034                                                            | CUSIP: 776696AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20085.02     | 0.00%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5.65% 09/15/2064                                                                        | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58485.18     | 0.01%             | 2064-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5.5% 09/15/2054                                                                         | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58500.95     | 0.01%             | 2054-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5% 09/15/2034                                                                           | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20320.54     | 0.00%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                        | FLEX LTD 5.25% 01/15/2032                                                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     60000 | PA      | $61295.07     | 0.01%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTL INC 4.75% 08/28/2034                                                                | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50099.30     | 0.01%             | 2034-08-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 08/31/2031                                                                        | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    860000 | PA      | $862989.84    | 0.14%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 08/31/2029                                                                       | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1110000 | PA      | $1112861.71   | 0.18%             | 2029-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 4.75% 03/05/2035                                                          | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $301125.00    | 0.05%             | 2035-03-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 4.25% 09/05/2034                                                              | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     10000 | PA      | $9973.64      | 0.00%             | 2034-09-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.45% 09/06/2034                                                         | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50966.52     | 0.01%             | 2034-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 4.3% 01/15/2030                                                             | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20102.06     | 0.00%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 4.8% 09/15/2034                                                             | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40224.00     | 0.01%             | 2034-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 5.35% 09/15/2054                                                            | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38721.61     | 0.01%             | 2054-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 4.625% 09/11/2034                                                                    | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50158.67     | 0.01%             | 2034-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                        | AGILENT TECHNOLOGIES INC 4.75% 09/09/2034                                                         | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30139.47     | 0.00%             | 2034-09-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                        | AGILENT TECHNOLOGIES INC 4.2% 09/09/2027                                                          | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30083.41     | 0.00%             | 2027-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 5.146%/VAR 09/10/2034                                                       | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20311.60     | 0.00%             | 2034-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 4.999%/VAR 09/11/2030                                              | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152567.32    | 0.02%             | 2030-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 5.403%/VAR 09/11/2035                                              | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153698.21    | 0.02%             | 2035-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                                      | CADENCE DESIGN SYSTEMS INC 4.7% 09/10/2034                                                        | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20124.11     | 0.00%             | 2034-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                                      | CADENCE DESIGN SYSTEMS INC 4.3% 09/10/2029                                                        | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40202.79     | 0.01%             | 2029-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                          | CORP ANDINA DE FOMENTO 4.125% 01/07/2028                                                          | CUSIP: 219868CK0<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |     28000 | PA      | $28154.73     | 0.00%             | 2028-01-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                    | VERALTO CORP 5.5% 09/18/2026                                                                      | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40374.94     | 0.01%             | 2026-09-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRAINGER (W.W.) INC                                                             | GRAINGER (W.W.) INC 4.45% 09/15/2034                                                              | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59940.48     | 0.01%             | 2034-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                    | VERALTO CORP 5.35% 09/18/2028                                                                     | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30975.68     | 0.00%             | 2028-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.375% 09/15/2027                                                                       | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1160000 | PA      | $1156964.06   | 0.19%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 06/01/2054#SD7571                                                                  | CUSIP: 3132DVMU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178227 | PA      | $187871.33    | 0.03%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 4.95% 03/15/2035                                                                   | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159926.59    | 0.03%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                        | APTIV SWISS HOLDINGS LTD 4.65% 09/13/2029                                                         | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    200000 | PA      | $203869.12    | 0.03%             | 2029-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.25% 09/24/2027                                                                        | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20047.05     | 0.00%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.75% 10/15/2031                                                                        | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50231.89     | 0.01%             | 2031-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.05% 11/01/2034                                                                        | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89542.80     | 0.01%             | 2034-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.7% 11/01/2054                                                                         | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37717.33     | 0.01%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.85% 11/01/2064                                                                        | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38205.57     | 0.01%             | 2064-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                              | BUNGE LTD FIN CORP 4.2% 09/17/2029                                                                | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20004.24     | 0.00%             | 2029-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                              | BUNGE LTD FIN CORP 4.65% 09/17/2034                                                               | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19790.60     | 0.00%             | 2034-09-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 4.55% 10/15/2029                                                    | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221540.74    | 0.04%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 5% 10/15/2034                                                       | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69650.09     | 0.01%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 5.6% 10/15/2054                                                     | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28078.12     | 0.00%             | 2054-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.411%/VAR 09/19/2039                                                               | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232255.20    | 0.04%             | 2039-09-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 10/01/2051#QC8196                                                                  | CUSIP: 3133ATC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23112 | PA      | $19684.25     | 0.00%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | KIMCO REALTY OP LLC 4.85% 03/01/2035                                                              | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50064.77     | 0.01%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                              | SONOCO PRODUCTS CO 4.6% 09/01/2029                                                                | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131161.09    | 0.02%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 02/01/2054#SD4695                                                                  | CUSIP: 3132DSGC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168217 | PA      | $176609.83    | 0.03%             | 2054-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 09/30/2029                                                                         | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1290000 | PA      | $1287631.64   | 0.21%             | 2029-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 09/30/2031                                                                       | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1390000 | PA      | $1385113.29   | 0.22%             | 2031-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 3% 05/01/2040#FS8332                                                                    | CUSIP: 3140XQHJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413565 | PA      | $395319.50    | 0.06%             | 2040-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 05/20/2054#MA9665                                                                      | CUSIP: 36179YW26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213334 | PA      | $203311.02    | 0.03%             | 2054-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.7% 01/15/2035                                                                  | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9919.52      | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.25% 06/15/2055                                                                 | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9306.28      | 0.00%             | 2055-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 4.75% 09/26/2034                                                          | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50021.17     | 0.01%             | 2034-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.2% 09/27/2029                                                                       | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    470000 | PA      | $463775.30    | 0.07%             | 2029-09-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.7% 09/27/2034                                                                       | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123150.54    | 0.02%             | 2034-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2047#FP0111                                                                    | CUSIP: 3140XTDR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279673 | PA      | $258863.14    | 0.04%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.55% 02/15/2032                                                                     | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70828.14     | 0.01%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.8% 10/15/2034                                                                      | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70976.86     | 0.01%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                          | THE CAMPBELL'S COMPANY 4.75% 03/23/2035                                                           | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78354.16     | 0.01%             | 2035-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 6.35% 03/22/2054                                                      | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $41822.82     | 0.01%             | 2054-03-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 6% 12/07/2033                                                         | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $53191.52     | 0.01%             | 2033-12-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                        | FERGUSON ENTERPRISES INC 5% 10/03/2034                                                            | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20291.06     | 0.00%             | 2034-10-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 09/01/2054#SD8463                                                                    | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135354 | PA      | $138663.15    | 0.02%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                          | KOREA DEVELOPMENT BANK 4.125% 10/16/2027                                                          | CUSIP: 500630EE4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |    300000 | PA      | $301754.65    | 0.05%             | 2027-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 4.6% 10/10/2031                                                          | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30514.83     | 0.00%             | 2031-10-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD T5Y+NA 10/15/2054                                                              | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19573.02     | 0.00%             | 2054-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.522%/VAR 10/18/2028                                                        | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30276.40     | 0.00%             | 2028-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.65%/VAR 10/18/2030                                                         | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50745.66     | 0.01%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2054#                                                                        | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253780 | PA      | $257080.22    | 0.04%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 08/01/2054#CB9070                                                                  | CUSIP: 3140QVCG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109405 | PA      | $110930.18    | 0.02%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 5.5% 08/01/2054#RJ2701                                                                  | CUSIP: 3142GTAB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20907 | PA      | $21198.47     | 0.00%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.016%/VAR 10/23/2035                                               | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203110.74    | 0.03%             | 2035-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 4.812%/VAR 10/21/2032                                              | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51015.71     | 0.01%             | 2032-10-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 10/20/2054#MA9964                                                                      | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    376679 | PA      | $376839.77    | 0.06%             | 2054-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 10/20/2054#MA9963                                                                    | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118708 | PA      | $116318.03    | 0.02%             | 2054-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.85% 10/23/2031                                                      | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61311.83     | 0.01%             | 2031-10-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 5.2% 02/15/2035                                                               | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71786.47     | 0.01%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 5.85% 11/01/2064                                                              | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59613.02     | 0.01%             | 2064-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.518%/VAR 10/25/2035                                                 | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20663.25     | 0.00%             | 2035-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 10/31/2029                                                                       | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1580000 | PA      | $1612525.79   | 0.26%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 10/31/2031                                                                       | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3180000 | PA      | $3251301.58   | 0.52%             | 2031-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-4                                                  | CARMAX AUTO OWNER TRUST 2024-4 4.6% 10/15/2029                                                    | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201706.06    | 0.03%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 5.375% 11/15/2054                                                        | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17836.46     | 0.00%             | 2054-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/15/2027                                                                       | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3910000 | PA      | $3954751.16   | 0.64%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                                       | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1690000 | PA      | $1641412.50   | 0.26%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.65% 03/15/2030                                                       | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101972.23    | 0.02%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.85% 11/15/2031                                                       | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102642.37    | 0.02%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 5% 03/15/2035                                                          | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71180.63     | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 11/15/2034                                                                        | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    440000 | PA      | $449865.63    | 0.07%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 5.4% 03/15/2055                                                        | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39180.00     | 0.01%             | 2055-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 5.35% 10/15/2054                                                         | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39711.72     | 0.01%             | 2054-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.95% 03/15/2035                                                         | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20497.63     | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.65% 03/15/2030                                                         | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20471.69     | 0.00%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                   | MARTIN MARIETTA MATERIALS INC 5.5% 12/01/2054                                                     | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49741.83     | 0.01%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                   | MARTIN MARIETTA MATERIALS INC 5.15% 12/01/2034                                                    | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20547.02     | 0.00%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.489% 09/25/2034                                                  | CUSIP: 3137HHHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210000 | PA      | $213064.97    | 0.03%             | 2034-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 5.618%/VAR 11/20/2035                                                        | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $20812.37     | 0.00%             | 2035-11-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.561%/VAR 11/19/2045                                               | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173254.33    | 0.03%             | 2045-11-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 5.272%/VAR 01/15/2031                                                | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51617.01     | 0.01%             | 2031-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 11/01/2054#QJ8983                                                                    | CUSIP: 3133D06U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161638 | PA      | $161433.90    | 0.03%             | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 11/01/2054#QJ8901                                                                    | CUSIP: 3133D03J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    628068 | PA      | $627127.36    | 0.10%             | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 12/01/2054#SD8493                                                                  | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187007 | PA      | $189439.16    | 0.03%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2054#DC6891                                                                    | CUSIP: 3140AUUR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98421 | PA      | $98273.79     | 0.02%             | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2054#SD8491                                                                    | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286497 | PA      | $286067.35    | 0.05%             | 2054-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 4.8% 11/15/2029                                                               | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51530.96     | 0.01%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 5.5% 11/15/2054                                                               | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100992.32    | 0.02%             | 2054-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | CARDINAL HEALTH INC 5.35% 11/15/2034                                                              | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20722.60     | 0.00%             | 2034-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 11/15/2044                                                     | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    930000 | PA      | $930363.28    | 0.15%             | 2044-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 6.141%/VAR 11/18/2039                                                | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31271.25     | 0.01%             | 2039-11-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 5.225%/VAR 11/20/2035                                                   | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72805.37     | 0.01%             | 2035-11-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | CARDINAL HEALTH INC 5.75% 11/15/2054                                                              | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50695.34     | 0.01%             | 2054-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 4.875% 01/30/2030                                                               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51286.15     | 0.01%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                             | VULCAN MATERIALS CO 5.35% 12/01/2034                                                              | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72859.52     | 0.01%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 5.4% 01/31/2035                                                               | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31107.43     | 0.01%             | 2035-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-D                                             | FORD CREDIT AUTO OWNER TRUST 2024-D 4.84% 08/15/2029                                              | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $202188.70    | 0.03%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 5.087%/VAR 11/26/2028                                                    | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203601.46    | 0.03%             | 2028-11-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 06/01/2054#SD5521                                                                  | CUSIP: 3132DTD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89375 | PA      | $94518.44     | 0.02%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 09/01/2054#SD6620                                                                  | CUSIP: 3132DUK97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107432 | PA      | $113648.50    | 0.02%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/30/2029                                                                       | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2080000 | PA      | $2123387.51   | 0.34%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 11/30/2026                                                                        | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17330000 | PA      | $17431001.32  | 2.81%             | 2026-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/30/2031                                                                       | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1910000 | PA      | $1952751.17   | 0.31%             | 2031-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.211%/VAR 12/03/2035                                                      | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    440000 | PA      | $454416.89    | 0.07%             | 2035-12-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 08/01/2054#SD8455                                                                  | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    274973 | PA      | $284502.87    | 0.05%             | 2054-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 07/20/2054#MA9781                                                                    | CUSIP: 36179Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162577 | PA      | $167858.26    | 0.03%             | 2054-07-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 08/01/2051#CB1394                                                                  | CUSIP: 3140QLRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    216961 | PA      | $184786.82    | 0.03%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC 4.85% 12/15/2029                                                                      | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10254.87     | 0.00%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC 5.15% 02/15/2035                                                                      | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10296.31     | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | TAPESTRY INC 5.1% 03/11/2030                                                                      | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30795.50     | 0.00%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | TAPESTRY INC 5.5% 03/11/2035                                                                      | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30754.02     | 0.00%             | 2035-03-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 12/01/2054#CB9677                                                                    | CUSIP: 3140QVXF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148569 | PA      | $153734.08    | 0.02%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 5.5% 04/01/2054#RJ1263                                                                  | CUSIP: 3142GRMM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106299 | PA      | $108046.81    | 0.02%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 12/15/2027                                                                           | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2320000 | PA      | $2342949.67   | 0.38%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 4.85% 12/15/2029                                                     | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30657.43     | 0.00%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5.15% 02/15/2035                                                     | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101536.78    | 0.02%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5.55% 02/15/2055                                                     | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21412.45     | 0.00%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2054#DC3244                                                                  | CUSIP: 3140AQTA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31573 | PA      | $32013.51     | 0.01%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#CB2361                                                                    | CUSIP: 3140QMTT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2364442 | PA      | $1927670.70   | 0.31%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 06/01/2052#FS8874                                                                    | CUSIP: 3140XQ2G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334245 | PA      | $297041.82    | 0.05%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2052#SD6395                                                                    | CUSIP: 3132DUC88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74999 | PA      | $66651.66     | 0.01%             | 2052-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 01/01/2055#SD8496                                                                    | CUSIP: 3132DWNM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268328 | PA      | $274721.52    | 0.04%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/01/2051#RA5550                                                                    | CUSIP: 3133KMEX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149985 | PA      | $133291.03    | 0.02%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2055#MA5585                                                                    | CUSIP: 31418FF36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94226 | PA      | $94084.67     | 0.02%             | 2055-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 09/01/2051#BT7309                                                                    | CUSIP: 3140LWDP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1510173 | PA      | $1231206.22   | 0.20%             | 2051-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 5.5% 09/01/2054#BU5051                                                             | CUSIP: 3140M6TH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181382 | PA      | $183741.06    | 0.03%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 01/01/2055#                                                                          | CUSIP: 3132DWND1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171044 | PA      | $163010.15    | 0.03%             | 2055-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 06/01/2052#SD1556                                                                    | CUSIP: 3132DNWR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    282705 | PA      | $231807.29    | 0.04%             | 2052-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                                               | M and T BANK CORP 5.385%/VAR 01/16/2036                                                           | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20396.12     | 0.00%             | 2036-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 11/20/2054#MB0024                                                                    | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    619725 | PA      | $607247.56    | 0.10%             | 2054-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 11/20/2054#MB0021                                                                      | CUSIP: 3618N5AX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95073 | PA      | $86003.57     | 0.01%             | 2054-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 12/20/2054#MB0087                                                                      | CUSIP: 3618N5CZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91685 | PA      | $82938.72     | 0.01%             | 2054-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 12/20/2054#MB0091                                                                      | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143327 | PA      | $143344.06    | 0.02%             | 2054-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 11/20/2054#MB0025                                                                      | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    285343 | PA      | $285465.57    | 0.05%             | 2054-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 10/20/2054#MA9965                                                                    | CUSIP: 36180ACA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132821 | PA      | $134287.18    | 0.02%             | 2054-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 12/31/2029                                                                       | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $247321.87    | 0.04%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 12/31/2031                                                                         | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1310000 | PA      | $1365675.00   | 0.22%             | 2031-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 12/20/2054#MB0093                                                                      | CUSIP: 3618N5C72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    540613 | PA      | $550917.42    | 0.09%             | 2054-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                  | SOLVENTUM CORP 5.6% 03/23/2034                                                                    | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146304.12    | 0.02%             | 2034-03-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 01/15/2028                                                                        | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1240000 | PA      | $1258745.32   | 0.20%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.197%/VAR 01/16/2031                                                  | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206987.80    | 0.03%             | 2031-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                             | CRH SMW FINANCE DAC 5.125% 01/09/2030                                                             | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $309345.97    | 0.05%             | 2030-01-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 01/20/2055#MB0148                                                                      | CUSIP: 3618N5EW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    481103 | PA      | $490160.77    | 0.08%             | 2055-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 05/01/2054#SD7570                                                                    | CUSIP: 3132DVMT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    422070 | PA      | $439974.31    | 0.07%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.24% 04/15/2030                                                     | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208084.32    | 0.03%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 5.565% 01/17/2030                                                              | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $209043.34    | 0.03%             | 2030-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 5.65% 01/13/2037                                                                | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $212350.00    | 0.03%             | 2037-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 4.7% 01/15/2030                                                              | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $311070.12    | 0.05%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 5.25% 01/15/2030                                                            | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $207687.50    | 0.03%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CHENIERE ENERGY PARTNERS LP 5.75% 08/15/2034                                                      | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73298.99     | 0.01%             | 2034-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 5.373%/VAR 01/10/2029                                              | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153179.67    | 0.02%             | 2029-01-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-1                                                  | CARMAX AUTO OWNER TRUST 2025-1 4.84% 01/15/2030                                                   | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40000 | PA      | $40517.74     | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MBART 2025-1                                                                    | MERCEDES-BENZ AUTO RECEIVABLES TR 2025-1 4.78% 12/17/2029                                         | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30000 | PA      | $30370.23     | 0.00%             | 2029-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2025-A                                                  | NISSAN AUTO LEASE TRUST 2025-A 4.75% 03/15/2028                                                   | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25282.39     | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2054#SD6971                                                                  | CUSIP: 3132DUW86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139945 | PA      | $144039.04    | 0.02%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 10/01/2054#RJ2653                                                                  | CUSIP: 3142GS5P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190142 | PA      | $194813.25    | 0.03%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.8% 01/15/2035                                                             | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21158.65     | 0.00%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                          | CORP ANDINA DE FOMENTO 5% 01/22/2030                                                              | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |    100000 | PA      | $103798.19    | 0.02%             | 2030-01-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2052#CB3100                                                                    | CUSIP: 3140QNNS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72274 | PA      | $60165.03     | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 2% 02/01/2052#FA0353                                                               | CUSIP: 3140W0MB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69840 | PA      | $58095.75     | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 2% 04/01/2052#FA0356                                                               | CUSIP: 3140W0ME2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93686 | PA      | $77668.31     | 0.01%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.14%/VAR 01/24/2031                                                        | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145232.17    | 0.02%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.587%/VAR 01/18/2036                                                              | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105557.40    | 0.02%             | 2036-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-A OWNER TRUST                                      | TOYOTA AUTO RECEIVABLES 2025-A OWNER TRUST 4.64% 08/15/2029                                       | CUSIP: 89240JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $90849.06     | 0.01%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 01/20/2055#MB0145                                                                    | CUSIP: 3618N5ET2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    267442 | PA      | $261785.07    | 0.04%             | 2055-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2025-A                                        | WORLD OMNI AUTO RECEIVABLES TRUST 2025-A 4.73% 03/15/2030                                         | CUSIP: 98164YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30000 | PA      | $30310.41     | 0.00%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 01/20/2055#MB0146                                                                      | CUSIP: 3618N5EU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214854 | PA      | $214878.70    | 0.03%             | 2055-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.511%/VAR 01/24/2036                                                 | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    280000 | PA      | $295520.75    | 0.05%             | 2036-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.162%/VAR 01/24/2031                                                 | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134844.98    | 0.02%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 10/01/2053#CB7299                                                                  | CUSIP: 3140QTDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323552 | PA      | $332208.58    | 0.05%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.207%/VAR 01/28/2031                                               | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51803.11     | 0.01%             | 2031-01-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.536%/VAR 01/28/2036                                               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104788.31    | 0.02%             | 2036-01-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.222%/VAR 01/29/2031                                              | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31107.68     | 0.01%             | 2031-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.575%/VAR 01/29/2036                                              | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21032.80     | 0.00%             | 2036-01-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                          | KOREA DEVELOPMENT BANK 4.875% 02/03/2030                                                          | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $207808.33    | 0.03%             | 2030-02-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 01/31/2030                                                                        | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    440000 | PA      | $451498.44    | 0.07%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 01/31/2032                                                                       | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1160000 | PA      | $1201279.69   | 0.19%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 6% 07/01/2039#FS8581                                                                    | CUSIP: 3140XQRB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126919 | PA      | $131634.58    | 0.02%             | 2039-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.442%/VAR 01/30/2036                                                         | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52288.39     | 0.01%             | 2036-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 6.183%/VAR 01/30/2036                                                        | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52446.38     | 0.01%             | 2036-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6% 08/03/2055                                                                         | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46454.56     | 0.01%             | 2055-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.5% 08/03/2035                                                                       | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50096.16     | 0.01%             | 2035-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 4.85% 02/10/2030                                                                     | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102924.33    | 0.02%             | 2030-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.932%/VAR 02/14/2029                                                         | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101781.73    | 0.02%             | 2029-02-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUS                                               | HONDA AUTO RECEIVABLES OWNER TRUS 4.57% 09/21/2029                                                | CUSIP: 43814VAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101061.21    | 0.02%             | 2029-09-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST 2025-A                                                  | BMW VEHICLE OWNER TRUST 2025-A 4.56% 09/25/2029                                                   | CUSIP: 096924AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30000 | PA      | $30278.91     | 0.00%             | 2029-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                                    | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 4.66% 02/21/2028                                     | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30000 | PA      | $30236.91     | 0.00%             | 2028-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.942%/VAR 02/11/2031                                                   | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51513.74     | 0.01%             | 2031-02-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 4.875% 02/12/2030                                                              | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $103200.00    | 0.02%             | 2030-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.375% 02/12/2035                                                              | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    100000 | PA      | $104121.00    | 0.02%             | 2035-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 02/15/2055                                                     | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2430000 | PA      | $2410063.31   | 0.39%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 02/15/2035                                                                       | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2770000 | PA      | $2910122.11   | 0.47%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 02/15/2028                                                                        | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4520000 | PA      | $4591796.58   | 0.74%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 5.2% 02/10/2035                                                                   | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103582.19    | 0.02%             | 2035-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 5% 02/07/2035                                                                         | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31034.30     | 0.01%             | 2035-02-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.424%/VAR 02/12/2036                                                              | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52280.21     | 0.01%             | 2036-02-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.046%/VAR 02/12/2031                                                              | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41198.75     | 0.01%             | 2031-02-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 05/01/2052#SD7328                                                                    | CUSIP: 3132DVD93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240011 | PA      | $198974.82    | 0.03%             | 2052-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.098%/VAR 05/13/2031                                                       | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206230.84    | 0.03%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 5.15% 03/01/2030                                                          | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72083.11     | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 5.7% 03/01/2035                                                           | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41542.20     | 0.01%             | 2035-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 5.442% 02/14/2037                                                   | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    320000 | PA      | $335206.40    | 0.05%             | 2037-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 5.1% 02/20/2035                                                                | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31179.82     | 0.01%             | 2035-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 5.6% 12/01/2054                                                                | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30497.56     | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.75% 02/12/2030                                                                 | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51504.21     | 0.01%             | 2030-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 5.5% 02/12/2055                                                                  | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51354.07     | 0.01%             | 2055-02-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.375% 02/19/2030                                                                 | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1120000 | PA      | $1158614.18   | 0.19%             | 2030-02-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                         | ZIMMER BIOMET HLDGS INC 5.05% 02/19/2030                                                          | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82501.60     | 0.01%             | 2030-02-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#BU7244                                                                  | CUSIP: 3140M9BN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    766079 | PA      | $652473.96    | 0.11%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#CB2644                                                                  | CUSIP: 3140QM5E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259590 | PA      | $221094.70    | 0.04%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.75% 02/15/2045                                                                        | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2980000 | PA      | $3027028.13   | 0.49%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 5% 03/01/2035                                                                 | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94462.27     | 0.02%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 5.125% 03/15/2031                                                                     | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31045.91     | 0.01%             | 2031-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 5.875% 03/15/2055                                                                     | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30719.34     | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.75% 03/01/2035                                                                          | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $274547.36    | 0.04%             | 2035-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS ENERGY CORP 6.5%/VAR 06/01/2055                                                               | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41404.88     | 0.01%             | 2055-06-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 01/20/2055#MB0147                                                                    | CUSIP: 3618N5EV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    313276 | PA      | $316660.75    | 0.05%             | 2055-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 02/20/2055#MB0204                                                                      | CUSIP: 3618N5GN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167652 | PA      | $167670.92    | 0.03%             | 2055-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 02/20/2055#MB0203                                                                    | CUSIP: 3618N5GM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97943 | PA      | $95871.04     | 0.02%             | 2055-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 4.75% 02/24/2030                                                                | CUSIP: 17275RBX9<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51451.84     | 0.01%             | 2030-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.785%/VAR 02/25/2036                                                                | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $232238.80    | 0.04%             | 2036-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.1% 02/24/2035                                                                 | CUSIP: 17275RBZ4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124598.75    | 0.02%             | 2035-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                                   | DR HORTON INC 5.5% 10/15/2035                                                                     | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20924.17     | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC                                                   | SELECTIVE INSURANCE GROUP INC 5.9% 04/15/2035                                                     | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21002.95     | 0.00%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 02/29/2032                                                                       | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2550000 | PA      | $2605582.04   | 0.42%             | 2032-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 5.253%/VAR 03/05/2031                                                  | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41011.57     | 0.01%             | 2031-03-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 5.65% 03/15/2035                                                                 | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20502.69     | 0.00%             | 2035-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 6.125% 05/15/2055                                                                  | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40219.08     | 0.01%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NSTAR ELEC CO                                                                   | NSTAR ELEC CO 5.2% 03/01/2035                                                                     | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112864.76    | 0.02%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEX INC                                                                 | ENTERGY TEX INC 5.25% 04/15/2035                                                                  | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41334.20     | 0.01%             | 2035-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 5.5% 04/15/2037                                                     | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41315.05     | 0.01%             | 2037-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.612%/VAR 03/04/2056                                                               | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40688.89     | 0.01%             | 2056-03-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 5.146%/VAR 02/28/2036                                                           | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20623.10     | 0.00%             | 2036-02-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 4.729% 02/28/2030                                                               | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30770.12     | 0.00%             | 2030-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.899%/VAR 03/03/2029                                                           | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $345112.80    | 0.06%             | 2029-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.13%/VAR 03/03/2031                                                            | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205531.41    | 0.03%             | 2031-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                | REINSURANCE GRP OF AMERICA INC T5Y+NA 09/15/2055                                                  | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20637.58     | 0.00%             | 2055-09-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                              | PUBLIC SERVICE ELECTRIC AND GAS CO 5.5% 03/01/2055                                                | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20072.75     | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 4.65% 04/01/2028                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212807.77    | 0.03%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 4.85% 04/01/2030                                                                     | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30647.22     | 0.00%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 5% 04/01/2032                                                                        | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71815.47     | 0.01%             | 2032-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 5.15% 04/01/2035                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61336.36     | 0.01%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 5.7% 04/01/2055                                                                      | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80194.60     | 0.01%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 6% 05/01/2055                                                                          | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49604.84     | 0.01%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PAYPAL HOLDINGS INC 5.1% 04/01/2035                                                               | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51160.56     | 0.01%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.8% 03/05/2030                                                       | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51095.95     | 0.01%             | 2030-03-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 5.2% 03/05/2035                                                       | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51001.83     | 0.01%             | 2035-03-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 5.15% 03/15/2035                                                                            | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51762.83     | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 3.875% 05/15/2028                                                  | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $504338.04    | 0.08%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC 5.25% 03/15/2035                                                             | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61385.33     | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 5.05% 06/15/2035                                                                         | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174391.47    | 0.03%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 03/15/2028                                                                       | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5040000 | PA      | $5082721.86   | 0.82%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 4.9% 03/15/2030                                                               | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102329.12    | 0.02%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 5.35% 03/15/2035                                                              | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20617.60     | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | RIO TINTO FIN USA PLC 4.875% 03/14/2030                                                           | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $102930.17    | 0.02%             | 2030-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | RIO TINTO FIN USA PLC 5.25% 03/14/2035                                                            | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $41497.79     | 0.01%             | 2035-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | RIO TINTO FIN USA PLC 5.75% 03/14/2055                                                            | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    140000 | PA      | $144949.11    | 0.02%             | 2055-03-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC T5Y+NA 03/15/2055                                                                     | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5281.66      | 0.00%             | 2055-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2055#BU5736                                                                    | CUSIP: 3140M7LS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    507397 | PA      | $506636.49    | 0.08%             | 2055-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 12/01/2054#CC0057                                                                    | CUSIP: 3140Y6B33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    549139 | PA      | $562223.25    | 0.09%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 04/01/2055#MA5674                                                                    | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49995 | PA      | $51170.60     | 0.01%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 5.741%/VAR 03/20/2031                                                     | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41442.52     | 0.01%             | 2031-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 5.35% 04/01/2035 144A                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62452.45     | 0.01%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 5.066%/VAR 03/25/2031                                                                | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $205651.82    | 0.03%             | 2031-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                  | TR FINANCE LLC 3.35% 05/15/2026                                                                   | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89533.02     | 0.01%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                  | TR FINANCE LLC 5.5% 08/15/2035                                                                    | CUSIP: 87268LAE7<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20922.98     | 0.00%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.333%/VAR 03/27/2036                                                               | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61916.82     | 0.01%             | 2036-03-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 6.5% 05/01/2053#RA9081                                                                  | CUSIP: 3133KRCS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163724 | PA      | $171955.98    | 0.03%             | 2053-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 02/01/2054#QI0981                                                                  | CUSIP: 3133W7CS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    505361 | PA      | $523626.26    | 0.08%             | 2054-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 03/31/2032                                                                       | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1270000 | PA      | $1297632.42   | 0.21%             | 2032-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 03/31/2030                                                                           | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $406718.75    | 0.07%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 12/01/2051#FM9904                                                                  | CUSIP: 3140XEAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73886 | PA      | $62929.15     | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 01/20/2055#MB0149                                                                    | CUSIP: 3618N5EX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176712 | PA      | $181665.66    | 0.03%             | 2055-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 5.4% 04/15/2035                                                     | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41701.46     | 0.01%             | 2035-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.875% 11/15/2055                                                                | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101890.55    | 0.02%             | 2055-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 4.857%/VAR 03/30/2029                                                | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203222.32    | 0.03%             | 2029-03-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                | RELX CAPITAL INC 5.25% 03/27/2035                                                                 | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20791.70     | 0.00%             | 2035-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.715%/VAR 03/27/2028                                                        | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $110962.28    | 0.02%             | 2028-03-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.97%/VAR 05/02/2031                                                         | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $123236.87    | 0.02%             | 2031-05-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 5.15% 06/15/2030                                                                 | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61313.43     | 0.01%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                           | AMRIZE FINANCE US LLC 5.4% 04/07/2035 144A                                                        | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51878.90     | 0.01%             | 2035-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 04/15/2028                                                                        | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3400000 | PA      | $3419523.45   | 0.55%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC 5.1% 04/15/2030                                                                       | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71937.35     | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC 5.6% 04/15/2035                                                                       | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     72000 | PA      | $75635.87     | 0.01%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 7% 11/01/2053#MA5193                                                                    | CUSIP: 31418EXX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    507030 | PA      | $531755.10    | 0.09%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2050#BQ8474                                                                    | CUSIP: 3140KUMY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245516 | PA      | $200009.96    | 0.03%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 6.5% 08/01/2053#RA9647                                                                  | CUSIP: 3133KRWG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    430506 | PA      | $447208.97    | 0.07%             | 2053-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 6.5% 05/01/2044#MA5381                                                                  | CUSIP: 31418E6T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95792 | PA      | $99399.45     | 0.02%             | 2044-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2055#SD8523                                                                    | CUSIP: 3132DWPG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24845 | PA      | $24807.34     | 0.00%             | 2055-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2054#DA6055                                                                  | CUSIP: 3140A6WR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    766632 | PA      | $751996.64    | 0.12%             | 2054-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2055#SD8524                                                                  | CUSIP: 3132DWPH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    208830 | PA      | $211545.21    | 0.03%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2052#CB2665                                                                    | CUSIP: 3140QM6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74245 | PA      | $65981.25     | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.192%/VAR 04/17/2031                                                              | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $289800.02    | 0.05%             | 2031-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.664%/VAR 04/17/2036                                                              | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148622.25    | 0.02%             | 2036-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031                                                       | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124450.65    | 0.02%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.572%/VAR 04/22/2036                                                       | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    440000 | PA      | $467399.60    | 0.08%             | 2036-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5% 04/01/2040#QO3454                                                                    | CUSIP: 3133WMZT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    227219 | PA      | $230467.56    | 0.04%             | 2040-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5.5% 01/01/2040#SB1456                                                                  | CUSIP: 3132CXTM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184341 | PA      | $188829.31    | 0.03%             | 2040-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 04/20/2055#MB0307                                                                      | CUSIP: 3618N5KV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147633 | PA      | $147557.42    | 0.02%             | 2055-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 03/20/2055#MB0257                                                                    | CUSIP: 3618N5JB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73763 | PA      | $72180.21     | 0.01%             | 2055-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 03/20/2055#MB0260                                                                      | CUSIP: 3618N5JE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    574986 | PA      | $584957.77    | 0.09%             | 2055-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 04/30/2030                                                                       | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $556595.70    | 0.09%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 04/30/2032                                                                           | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $3348468.75   | 0.54%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.667%/VAR 04/25/2036                                                         | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63699.39     | 0.01%             | 2036-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 4.9% 04/28/2035                                                                       | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114061.36    | 0.02%             | 2035-04-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.65% 11/01/2032                                                            | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31575.89     | 0.01%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 6.05% 11/01/2035                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10732.03     | 0.00%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 4% 05/15/2030                                                                        | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30175.30     | 0.00%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 4.5% 05/15/2035                                                                      | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30200.12     | 0.00%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 5.25% 05/15/2055                                                                     | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39739.64     | 0.01%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 5.1% 05/01/2035                                                             | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51430.28     | 0.01%             | 2035-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                | RYDER SYSTEM INC 4.85% 06/15/2030                                                                 | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112461.79    | 0.02%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 4.6% 05/15/2030                                                              | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80375.56     | 0.01%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                               | CBRE SERVICES INC 5.1% 06/15/2030                                                                 | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40727.09     | 0.01%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 6.1% 03/15/2055                                                       | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10141.00     | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 05/15/2035                                                                        | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3090000 | PA      | $3153731.25   | 0.51%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                                      | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $3238500.00   | 0.52%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 05/15/2028                                                                        | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8930000 | PA      | $8985281.17   | 1.45%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.643%/VAR 05/07/2028                                                               | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130924.66    | 0.02%             | 2028-05-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.2% 05/12/2030                                                                         | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213281.84    | 0.03%             | 2030-05-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 5.3% 05/15/2035                                                                      | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103063.38    | 0.02%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 6.05% 05/15/2055                                                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101221.39    | 0.02%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 5.25% 05/15/2035                                                                      | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20759.04     | 0.00%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | BIOGEN INC 5.05% 01/15/2031                                                                       | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175915.10    | 0.03%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.464%/VAR 05/09/2036                                                 | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31631.23     | 0.01%             | 2036-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                 | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253411.26    | 0.04%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                        | AMERICAN HOMES 4 RENT LP 4.95% 06/15/2030                                                         | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61287.35     | 0.01%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | CUMMINS INC 4.7% 02/15/2031                                                                       | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41001.38     | 0.01%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2053#SD6959                                                                    | CUSIP: 3132DUWU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    235289 | PA      | $238465.98    | 0.04%             | 2053-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/01/2053#FS5638                                                                    | CUSIP: 3140XMHQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238037 | PA      | $240581.04    | 0.04%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2055#DC4743                                                                  | CUSIP: 3140ASHV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222666 | PA      | $225561.15    | 0.04%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2055#MB0294                                                                    | CUSIP: 3138MTKG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    710260 | PA      | $676899.88    | 0.11%             | 2055-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 5.2% 05/15/2035                                                                   | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31408.81     | 0.01%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 5.25% 05/14/2035                                                        | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31371.71     | 0.01%             | 2035-05-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 5.95% 05/14/2055                                                        | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21050.58     | 0.00%             | 2055-05-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2055#MA5670                                                                    | CUSIP: 31418FJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148656 | PA      | $141674.06    | 0.02%             | 2055-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 6.625% 05/19/2055                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31107.00     | 0.01%             | 2055-05-19      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 5% 05/15/2045                                                         | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4290000 | PA      | $4497126.56   | 0.73%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                                                | JERSEY CENTRAL POWR and LIGHT CO 5.1% 01/15/2035                                                  | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30474.31     | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/20/2055#MB0362                                                                    | CUSIP: 3618N5ML0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99752 | PA      | $91601.49     | 0.01%             | 2055-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 4.5% 05/20/2030                                                                      | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50899.19     | 0.01%             | 2030-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 5% 05/20/2035                                                                        | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51581.05     | 0.01%             | 2035-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 4.5% 05/23/2030                                                             | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71441.61     | 0.01%             | 2030-05-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 5.1% 05/23/2035                                                             | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72520.61     | 0.01%             | 2035-05-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                   | MCKESSON CORP 4.65% 05/30/2030                                                                    | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10198.83     | 0.00%             | 2030-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                   | MCKESSON CORP 5.25% 05/30/2035                                                                    | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52130.06     | 0.01%             | 2035-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                | WESTINGHOUSE AIR BRAKE TECH CORP 5.5% 05/29/2035                                                  | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31432.09     | 0.01%             | 2035-05-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | CITIBANK NA 4.914% 05/29/2030                                                                     | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257842.35    | 0.04%             | 2030-05-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2055#MB0304                                                                    | CUSIP: 3138MTKS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147251 | PA      | $140334.97    | 0.02%             | 2055-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 05/31/2032                                                                       | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3170000 | PA      | $3238349.32   | 0.52%             | 2032-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 05/31/2030                                                                           | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2610000 | PA      | $2654961.32   | 0.43%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.45% 07/15/2030                                                         | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145667.41    | 0.02%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 6.05% 08/15/2056                                                                     | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30937.38     | 0.00%             | 2056-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 4.55% 06/05/2030                                                          | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101997.39    | 0.02%             | 2030-06-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                          | MOTOROLA SOLUTIONS INC 5.2% 08/15/2032                                                            | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144625.72    | 0.02%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                    | AUTODESK INC 5.3% 06/15/2035                                                                      | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20669.98     | 0.00%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC 5.5% 06/15/2035                                                    | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73104.95     | 0.01%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 5.316%/VAR 06/06/2036                                                   | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20868.13     | 0.00%             | 2036-06-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 4.9% 09/15/2030                                                                    | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50997.33     | 0.01%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                   | BRITISH COLUMBIA PROVINCE CDA 4.8% 06/11/2035                                                     | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    230000 | PA      | $237315.21    | 0.04%             | 2035-06-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 06/15/2028                                                                       | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6390000 | PA      | $6450405.44   | 1.04%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                             | DELTA AIR LINES INC 5.25% 07/10/2030                                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30799.42     | 0.00%             | 2030-07-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                             | DELTA AIR LINES INC 4.95% 07/10/2028                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60920.41     | 0.01%             | 2028-07-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 4.9% 10/11/2032                                                    | CUSIP: 009158BP0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103479.58    | 0.02%             | 2032-10-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.818%/VAR 06/13/2029                                                    | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203202.13    | 0.03%             | 2029-06-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 5.2% 07/01/2030                                                    | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20379.71     | 0.00%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 03/01/2055#SL0588                                                                  | CUSIP: 31427MUN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169964 | PA      | $157398.69    | 0.03%             | 2055-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2055#QY3469                                                                  | CUSIP: 31426M2B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248837 | PA      | $252072.79    | 0.04%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2055#DD9839                                                                  | CUSIP: 3140BA4Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186469 | PA      | $188893.56    | 0.03%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2055#CB9947                                                                  | CUSIP: 3140QWBR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171213 | PA      | $168211.66    | 0.03%             | 2055-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 5.55% 06/23/2035                                                              | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41117.73     | 0.01%             | 2035-06-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 6.25% 06/23/2055                                                              | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41907.14     | 0.01%             | 2055-06-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 4.5% 06/15/2030                                                                | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30521.52     | 0.00%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                       | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 6.75% 07/15/2035                                        | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41450.94     | 0.01%             | 2035-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | Phillips Edison Grocery Center Operating Partnership I LP 5.25% 08/15/2032                        | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20497.84     | 0.00%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 4.6% 06/20/2028                                                                      | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101104.07    | 0.02%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                            | KITE REALTY GROUP LP 5.2% 08/15/2032                                                              | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51206.19     | 0.01%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.6% 01/15/2031                                                         | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101463.01    | 0.02%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 5.2% 01/15/2036                                                         | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71824.34     | 0.01%             | 2036-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 06/30/2032                                                                           | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    920000 | PA      | $932973.44    | 0.15%             | 2032-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 06/30/2030                                                                       | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1390000 | PA      | $1406777.73   | 0.23%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 06/20/2055#MB0421                                                                      | CUSIP: 3618N5PF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    323379 | PA      | $306846.32    | 0.05%             | 2055-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 5.45% 07/15/2035                                                           | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20668.37     | 0.00%             | 2035-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 5.85% 07/02/2032                                                     | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    404000 | PA      | $416928.00    | 0.07%             | 2032-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 6.625% 01/29/2038                                                    | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $211000.00    | 0.03%             | 2038-01-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 05/20/2055#MB0368                                                                    | CUSIP: 3618N5MS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170093 | PA      | $175352.54    | 0.03%             | 2055-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | TOYOTA MOTOR CORP 4.45% 06/30/2030                                                                | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    120000 | PA      | $121835.20    | 0.02%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | TOYOTA MOTOR CORP 5.053% 06/30/2035                                                               | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $20717.95     | 0.00%             | 2035-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 4.354% 07/01/2030                                                            | CUSIP: 961214GC1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $50695.25     | 0.01%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.401% 07/02/2037 144A                                                 | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    366000 | PA      | $374404.42    | 0.06%             | 2037-07-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 5.5% 03/30/2036                                                                  | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    120000 | PA      | $123240.00    | 0.02%             | 2036-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 6.2% 06/30/2055                                                                  | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     60000 | PA      | $62880.00     | 0.01%             | 2055-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                  | PUBLIC STORAGE 4.375% 07/01/2030                                                                  | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30350.93     | 0.00%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 12/01/2055 #TBA                                                                        | CUSIP: 21H0206C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $20832.03     | 0.00%             | 2055-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 12/01/2055 #TBA                                                                        | CUSIP: 21H0306C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $22556.64     | 0.00%             | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/01/2055 #TBA                                                                      | CUSIP: 21H0326C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25000 | PA      | $22929.69     | 0.00%             | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 12/01/2055 #TBA                                                                        | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -1250000 | PA      | $-1248632.75  | -0.20%            | 2055-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 12/01/2055 #TBA                                                                        | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1250000 | PA      | $1248632.75   | 0.20%             | 2055-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 12/01/2055 #TBA                                                                      | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -1350000 | PA      | $-1363710.87  | -0.22%            | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 12/01/2055 #TBA                                                                      | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1350000 | PA      | $1363710.87   | 0.22%             | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 12/01/2055 #TBA                                                                        | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -550000 | PA      | $-560441.42   | -0.09%            | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 12/01/2055 #TBA                                                                        | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1225000 | PA      | $1248255.89   | 0.20%             | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 12/01/2055 #TBA                                                                      | CUSIP: 21H0626C6<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -300000 | PA      | $-309164.07   | -0.05%            | 2055-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 12/01/2055 #TBA                                                                      | CUSIP: 21H0626C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $309164.07    | 0.05%             | 2055-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2% 12/01/2055 #TBA                                                                      | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50000 | PA      | $40703.13     | 0.01%             | 2055-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2% 12/01/2055 #TBA                                                                      | CUSIP: 01F0206C8<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -50000 | PA      | $-40703.13    | -0.01%            | 2055-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2.5% 12/01/2055 #TBA                                                                    | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50000 | PA      | $42554.69     | 0.01%             | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3% 12/01/2055 #TBA                                                                      | CUSIP: 01F0306C7<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -50000 | PA      | $-44410.16    | -0.01%            | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3% 12/01/2055 #TBA                                                                      | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50000 | PA      | $44410.16     | 0.01%             | 2055-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3.5% 12/01/2055 #TBA                                                                    | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2900000 | PA      | $2682500.00   | 0.43%             | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3.5% 12/01/2055 #TBA                                                                    | CUSIP: 01F0326C3<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -2900000 | PA      | $-2682500.00  | -0.43%            | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 5% 12/01/2055 #TBA                                                                      | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    225000 | PA      | $224578.13    | 0.04%             | 2055-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 5.5% 12/01/2055 #TBA                                                                    | CUSIP: 01F0526C1<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -100000 | PA      | $-101265.62   | -0.02%            | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 5.5% 12/01/2055 #TBA                                                                    | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    450000 | PA      | $455695.29    | 0.07%             | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 6% 12/01/2055 #TBA                                                                      | CUSIP: 01F0606C4<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -900000 | PA      | $-921585.96   | -0.15%            | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 6% 12/01/2055 #TBA                                                                      | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1100000 | PA      | $1126382.84   | 0.18%             | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                  | FHLMC REMI 30YR 6% 04/01/2055#RJ4029                                                              | CUSIP: 3142GUPP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    586384 | PA      | $609059.44    | 0.10%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 07/15/2028                                                                       | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4050000 | PA      | $4088601.56   | 0.66%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.6% 07/15/2030                                                                      | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91717.21     | 0.01%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.55% 07/09/2027                                                      | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100907.84    | 0.02%             | 2027-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 5.15% 07/09/2032                                                      | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30927.87     | 0.00%             | 2032-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2054#FA0936                                                                  | CUSIP: 3140W1BE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164262 | PA      | $168297.77    | 0.03%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 03/01/2053#CB5849                                                                  | CUSIP: 3140QRQB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    484886 | PA      | $496343.03    | 0.08%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 5.5% 01/01/2055#FA0366                                                             | CUSIP: 3140W0MQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212557 | PA      | $217645.67    | 0.04%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 07/01/2055#DD9854                                                                    | CUSIP: 3140BA5Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24856 | PA      | $24818.79     | 0.00%             | 2055-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 04/01/2051#SD0571                                                                  | CUSIP: 3132DMT47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    393380 | PA      | $335290.12    | 0.05%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 05/01/2055#RJ4529                                                                    | CUSIP: 3142GVA76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22366 | PA      | $22894.95     | 0.00%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2055#                                                                          | CUSIP: 31418FNF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123225 | PA      | $117437.25    | 0.02%             | 2055-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 05/01/2055#QY3446                                                                    | CUSIP: 31426MZL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    275391 | PA      | $282589.59    | 0.05%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2055#DE1962                                                                  | CUSIP: 3140BEFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374069 | PA      | $378933.46    | 0.06%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2054#DB6446                                                                    | CUSIP: 3140AGEU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149341 | PA      | $149327.65    | 0.02%             | 2054-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 08/01/2055#RQ0040                                                                  | CUSIP: 3142J6BJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72850 | PA      | $73797.40     | 0.01%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 02/01/2055#SL0649                                                                  | CUSIP: 31427MWK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392437 | PA      | $397539.82    | 0.06%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 07/01/2055#RQ0028                                                                    | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    238635 | PA      | $244321.25    | 0.04%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 6% 02/01/2055#QX6204                                                                    | CUSIP: 31426B3N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167181 | PA      | $171112.57    | 0.03%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/01/2055#MA5791                                                                    | CUSIP: 31418FNH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49219 | PA      | $49145.15     | 0.01%             | 2055-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC 5% 08/01/2030                                                                  | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50720.18     | 0.01%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 15YR 2% 02/01/2038#FA0539                                                               | CUSIP: 3140W0S55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    619967 | PA      | $573835.96    | 0.09%             | 2038-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.615%/VAR 07/23/2036                                                       | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125548.56    | 0.02%             | 2036-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                  | MORGAN STANLEY PRIVATE BANK NA 4.734%/VAR 07/18/2031                                              | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406860.25    | 0.07%             | 2031-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.373%/VAR 07/21/2036                                              | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72515.08     | 0.01%             | 2036-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 07/20/2055#MB0485                                                                    | CUSIP: 3618N5RF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    593962 | PA      | $600612.40    | 0.10%             | 2055-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 06/20/2055#MB0424                                                                    | CUSIP: 3618N5PJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    346126 | PA      | $349892.94    | 0.06%             | 2055-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 05/20/2055#MB0366                                                                    | CUSIP: 3618N5MQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    493596 | PA      | $498967.63    | 0.08%             | 2055-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 5.7% 07/24/2055                                                                 | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31177.01     | 0.01%             | 2055-07-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 5% 07/23/2035                                                                         | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82476.22     | 0.01%             | 2035-07-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 4.375% 10/15/2030                                                         | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20269.31     | 0.00%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 07/31/2030                                                                       | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $961355.46    | 0.16%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 07/31/2032                                                                           | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3750000 | PA      | $3801123.04   | 0.61%             | 2032-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 5% 07/01/2040#MA5771                                                                    | CUSIP: 31418FMV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71745 | PA      | $72579.85     | 0.01%             | 2040-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 08/15/2055                                                      | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1710000 | PA      | $1731375.00   | 0.28%             | 2055-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 08/15/2035                                                                        | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    940000 | PA      | $958212.50    | 0.15%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 08/15/2028                                                                       | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3620000 | PA      | $3632443.75   | 0.59%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2055#RJ4682                                                                    | CUSIP: 3142GVFY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90527 | PA      | $90985.63     | 0.01%             | 2055-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2055#CB9944                                                                  | CUSIP: 3140QWBN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164089 | PA      | $162032.73    | 0.03%             | 2055-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 01/01/2056 #TBA                                                                        | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    625000 | PA      | $623632.81    | 0.10%             | 2056-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 01/01/2056 #TBA                                                                      | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    675000 | PA      | $681249.02    | 0.11%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 01/01/2056 #TBA                                                                        | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275000 | PA      | $280317.37    | 0.05%             | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 01/01/2056 #TBA                                                                        | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -300000 | PA      | $-305800.77   | -0.05%            | 2056-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 01/01/2056 #TBA                                                                      | CUSIP: 21H062610<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $308636.73    | 0.05%             | 2056-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3.5% 01/01/2056 #TBA                                                                    | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1425000 | PA      | $1317790.98   | 0.21%             | 2056-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 4.55% 02/15/2031                                                                       | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148881.47    | 0.02%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 4.9% 08/15/2035                                                            | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70823.67     | 0.01%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP 5.875% 10/15/2035                                                                | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20288.66     | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                             | PPL ELEC UTILS CORP 5.55% 08/15/2055                                                              | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30360.86     | 0.00%             | 2055-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 6.25% 10/15/2055                                                                        | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50742.75     | 0.01%             | 2055-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 4.95% 01/15/2033                                                           | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30362.16     | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 5.1% 09/15/2035                                                            | CUSIP: 776696AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30449.36     | 0.00%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC 4.5% 08/15/2030                                                              | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40323.99     | 0.01%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC 5.125% 02/15/2036                                                            | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40573.00     | 0.01%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 6.2% 09/15/2055                                                                           | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91012.98     | 0.01%             | 2055-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 5.4% 09/15/2035                                                                           | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60717.84     | 0.01%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.8% 02/15/2031                                                                           | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40511.69     | 0.01%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                                                   | APOLLO GLOBAL MANAGEMENT INC 5.15% 08/12/2035                                                     | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120241.39    | 0.02%             | 2035-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2052#CB2856                                                                  | CUSIP: 3140QNE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30993 | PA      | $26881.22     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                              | PUBLIC SERVICE ELECTRIC AND GAS CO 4.9% 08/15/2035                                                | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30433.61     | 0.00%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.45% 09/15/2035                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61932.53     | 0.01%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 6.2% 09/15/2055                                                                   | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31082.35     | 0.01%             | 2055-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 4.15% 08/17/2028                                                                       | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150922.83    | 0.02%             | 2028-08-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 5% 08/17/2035                                                                          | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10174.86     | 0.00%             | 2035-08-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 4.1% 08/15/2028                                                        | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292022.37    | 0.05%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                | HF SINCLAIR CORP 5.5% 09/01/2032                                                                  | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51096.11     | 0.01%             | 2032-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                       | PACKAGING CORP OF AMERICA 5.2% 08/15/2035                                                         | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30747.52     | 0.00%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 5% 07/01/2055#QY8888                                                                    | CUSIP: 31426T2W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24790 | PA      | $24771.10     | 0.00%             | 2055-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2054#DC7013                                                                  | CUSIP: 3140AUYK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124697 | PA      | $126785.83    | 0.02%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2055#MA5735                                                                  | CUSIP: 31418FLR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123009 | PA      | $124608.59    | 0.02%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 5.25% 08/19/2035                                                  | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     60000 | PA      | $61018.05     | 0.01%             | 2035-08-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 4.95% 01/15/2033                                        | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30363.61     | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-B41 MTG TR                                                       | BENCHMARK 2025-B41 MTG TR 5.40721% 07/15/2068                                                     | CUSIP: 081935AW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $104840.66    | 0.02%             | 2068-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.875% 08/15/2045                                                     | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2520000 | PA      | $2598750.00   | 0.42%             | 2045-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 5% 09/01/2040#MA5829                                                                    | CUSIP: 31418FPP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95292 | PA      | $96401.90     | 0.02%             | 2040-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.9% 10/15/2035                                                                  | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205514.16    | 0.03%             | 2035-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | ECOLAB INC 5% 09/01/2035                                                                          | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20535.29     | 0.00%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.85% 12/01/2035  | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $150341.00    | 0.02%             | 2035-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 4.2% 07/15/2027                                                     | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190537.23    | 0.03%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 5.25% 10/15/2035                                                    | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40797.46     | 0.01%             | 2035-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 5% 02/13/2036                                                                      | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81259.66     | 0.01%             | 2036-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 08/20/2055#MB0553                                                                      | CUSIP: 3618N5TK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149094 | PA      | $141471.78    | 0.02%             | 2055-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 08/31/2030                                                                       | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $150152.34    | 0.02%             | 2030-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 4.625% 08/28/2035                                                             | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    130000 | PA      | $132612.40    | 0.02%             | 2035-08-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 4.527%/VAR 09/12/2031                                                  | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201671.26    | 0.03%             | 2031-09-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 02/01/2056 #TBA                                                                        | CUSIP: 21H060622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $305589.84    | 0.05%             | 2056-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | OTIS WORLDWIDE CORP 5.131% 09/04/2035                                                             | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10218.55     | 0.00%             | 2035-09-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 5.7% 09/15/2055                                                                  | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103605.81    | 0.02%             | 2055-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.5% 09/15/2030                                                                 | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40306.75     | 0.01%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 6% 01/15/2056                                                                   | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62598.50     | 0.01%             | 2056-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.25% 09/01/2028                                                      | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80430.66     | 0.01%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                                                | JERSEY CENTRAL POWR and LIGHT CO 4.4% 01/15/2031 144A                                             | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9975.20      | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | ROYALTY PHARMA PLC 5.2% 09/25/2035                                                                | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $60657.20     | 0.01%             | 2035-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                             | PECO ENERGY COMPANY 4.875% 09/15/2035                                                             | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50722.63     | 0.01%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                             | PECO ENERGY COMPANY 5.65% 09/15/2055                                                              | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20420.96     | 0.00%             | 2055-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 5.65% 03/15/2036                                                                  | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30129.08     | 0.00%             | 2036-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 5.6% 01/15/2036                                                    | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $72139.42     | 0.01%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 25-K761 A2 4.4% 06/25/2032                                         | CUSIP: 3137HN4L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240000 | PA      | $243466.10    | 0.04%             | 2032-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.503%/VAR 09/11/2031                                                               | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50350.66     | 0.01%             | 2031-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 4.85% 02/15/2033                                                 | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30096.43     | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.375% 09/15/2028                                                                       | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4990000 | PA      | $4974406.25   | 0.80%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-5C37                                                          | BBCMS MTG TR 2025-5C37 5.015% 09/15/2058                                                          | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $205365.06    | 0.03%             | 2058-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 05/20/2055#MB0367                                                                      | CUSIP: 3618N5MR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    246240 | PA      | $251087.17    | 0.04%             | 2055-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 08/01/2055#CC0868                                                                    | CUSIP: 3140Y66E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220042 | PA      | $229186.97    | 0.04%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 05/01/2055#CC0405                                                                    | CUSIP: 3140Y6NX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243786 | PA      | $253518.38    | 0.04%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.078%/VAR 09/15/2029                                                      | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49981.84     | 0.01%             | 2029-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.65% 09/15/2035                                                                   | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69993.85     | 0.01%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 4.493%/VAR 09/11/2031                                                        | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9993.61      | 0.00%             | 2031-09-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 5.197%/VAR 09/11/2036                                                        | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39929.43     | 0.01%             | 2036-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 4.15% 01/15/2031                                                            | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89605.72     | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 4.8% 09/15/2035                                                             | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29986.39     | 0.00%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4% 09/15/2028                                                                 | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109763.91    | 0.02%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 5.7% 09/15/2055                                                               | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29794.10     | 0.00%             | 2055-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 4.4% 10/15/2030                                                     | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189531.29    | 0.03%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.338%/VAR 09/15/2031                                                         | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19973.07     | 0.00%             | 2031-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT VAR 05/25/2030                                                     | CUSIP: 3137HN4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150000 | PA      | $152493.93    | 0.02%             | 2030-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                                                    | RAYMOND JAMES FINANCIAL INC 4.9% 09/11/2035                                                       | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39842.99     | 0.01%             | 2035-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                                                    | RAYMOND JAMES FINANCIAL INC 5.65% 09/11/2055                                                      | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39605.26     | 0.01%             | 2055-09-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 10/01/2054#DC4918                                                                    | CUSIP: 3140ASPC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32124 | PA      | $33028.97     | 0.01%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 10/01/2050#FP0044                                                                  | CUSIP: 3140XTBN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36024 | PA      | $33360.96     | 0.01%             | 2050-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 06/01/2055#QY7446                                                                    | CUSIP: 31426SHY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249444 | PA      | $249280.73    | 0.04%             | 2055-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 12/01/2054#QX0909                                                                  | CUSIP: 31425VAK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24953 | PA      | $25277.10     | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 12/01/2054#DC7782                                                                    | CUSIP: 3140AVUG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174631 | PA      | $179228.76    | 0.03%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 08/01/2055#MA5794                                                                  | CUSIP: 31418FNL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47612 | PA      | $49302.54     | 0.01%             | 2055-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 09/01/2055#QZ3061                                                                  | CUSIP: 31427AMK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209378 | PA      | $216847.57    | 0.03%             | 2055-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 05/01/2055#QY3820                                                                  | CUSIP: 31426NG61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110213 | PA      | $114591.32    | 0.02%             | 2055-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2055#MA5852                                                                    | CUSIP: 31418FQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124139 | PA      | $123953.13    | 0.02%             | 2055-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P3                                          | CARVANA AUTO RECEIVABLES TR 2025-P3 A3 4.04% 11/11/2030                                           | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55000 | PA      | $54988.50     | 0.01%             | 2030-11-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 4.35%/VAR 09/22/2031                                                         | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40063.61     | 0.01%             | 2031-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC 4.32%/VAR 09/22/2029                                              | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200220.35    | 0.03%             | 2029-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | APPLIED MATERIALS INC 4% 01/15/2031                                                               | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49874.68     | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | SOUTHERN POWER CO 4.9% 10/01/2035                                                                 | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49686.94     | 0.01%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.75% 03/22/2031                                                     | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $197700.00    | 0.03%             | 2031-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2% 08/01/2042#FA2487                                                                    | CUSIP: 3140W2XR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    334159 | PA      | $294766.83    | 0.05%             | 2042-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5.5% 09/01/2040#RR0026                                                                  | CUSIP: 3142JCA42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118265 | PA      | $121070.78    | 0.02%             | 2040-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.5% 03/01/2040#MA5650                                                                  | CUSIP: 31418FH42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245130 | PA      | $245243.70    | 0.04%             | 2040-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 10/01/2040#MA5857                                                                  | CUSIP: 31418FQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49615 | PA      | $48257.29     | 0.01%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.55% 11/01/2032                                                                     | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100182.72    | 0.02%             | 2032-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.9% 11/01/2035                                                                      | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189366.26    | 0.03%             | 2035-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 5.45% 01/15/2056                                                                | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39522.63     | 0.01%             | 2056-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 09/30/2032                                                                       | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1910390.63   | 0.31%             | 2032-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 09/20/2055#MB0623                                                                    | CUSIP: 3618N5VR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149123 | PA      | $150897.37    | 0.02%             | 2055-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.8% 02/15/2036                                                                      | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180423.17    | 0.03%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.375% 11/15/2030                       | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149795.47    | 0.02%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.25% 03/15/2031                                                                    | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109577.74    | 0.02%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 05/01/2052#FA2599                                                                    | CUSIP: 3140W23H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    740547 | PA      | $607220.59    | 0.10%             | 2052-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2052#SL2145                                                                    | CUSIP: 31427PL36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    190401 | PA      | $158323.06    | 0.03%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.421% 05/25/2030                                                  | CUSIP: 3137HN6B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $101752.40    | 0.02%             | 2030-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.2% 09/26/2035                                                                       | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    390000 | PA      | $382157.18    | 0.06%             | 2035-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.95% 09/26/2055                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93703.60     | 0.02%             | 2055-09-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 4.5% 02/01/2033                                                                | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39799.67     | 0.01%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 4.794% 10/07/2035                                                    | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90904.08     | 0.01%             | 2035-10-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                  | LANDWIRTSCHAFTLICHE RENTENBANK 3.625% 10/08/2030                                                  | CUSIP: 515110CH5<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     90000 | PA      | $89905.02     | 0.01%             | 2030-10-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 08/01/2055#RJ4643                                                                    | CUSIP: 3142GVER8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148506 | PA      | $154678.26    | 0.02%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2025-D                                           | WORLD OMNI AUTO RECEIVABLES TR 2025-D A3 4.36% 03/17/2031                                         | CUSIP: 98165HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50126.97     | 0.01%             | 2031-03-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 5.168% 01/15/2037 144A                                                               | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    194000 | PA      | $193744.08    | 0.03%             | 2037-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 10/15/2028                                                                         | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1520000 | PA      | $1520000.00   | 0.25%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2025-2                                                  | BMW VEHICLE LEASE TRUST 2025-2 3.97% 09/25/2028                                                   | CUSIP: 05594HAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $70079.04     | 0.01%             | 2028-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2025-1                                              | ALLYA 2025-1 A3 4.13% 03/15/2030                                                                  | CUSIP: 02008KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55000 | PA      | $55059.00     | 0.01%             | 2030-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.625% 01/15/2033                                                                | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10010.31     | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.95% 11/15/2035                                                                 | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50268.04     | 0.01%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.7% 01/15/2056                                                                  | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19919.46     | 0.00%             | 2056-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                         | CRH AMER FIN INC 5.6% 02/09/2056                                                                  | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30072.08     | 0.00%             | 2056-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 4.928% 10/15/2035                                                           | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10100.15     | 0.00%             | 2035-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                  | FORD CR FLOORPLN MAST OWN TR A 4.06% 09/15/2030                                                   | CUSIP: 34528QJU9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $80277.24     | 0.01%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 1.5% 02/01/2042#SC0727                                                                  | CUSIP: 3132D9YY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73055 | PA      | $62345.35     | 0.01%             | 2042-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 10/01/2055#RJ5052                                                                    | CUSIP: 3142GVTJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48886 | PA      | $50238.28     | 0.01%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 08/01/2055#FA2732                                                                    | CUSIP: 3140W3BA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318109 | PA      | $328621.08    | 0.05%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 4.9% 04/16/2036                                                             | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    250000 | PA      | $250500.00    | 0.04%             | 2036-04-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-D OWNER TRUST                                      | TOYOTA AUTO RECEIVABLES 2025-D OWNER TRUST 3.84% 06/17/2030                                       | CUSIP: 89231GAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $130038.94    | 0.02%             | 2030-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-4                                                  | CARMAX AUTO OWNER TRUST 2025-4 3.97% 12/16/2030                                                   | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $130213.06    | 0.02%             | 2030-12-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2025-B                                           | MERCEDES-BENZ AUTO LEASE TRUST 2025-B 3.88% 04/16/2029                                            | CUSIP: 58770XAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $120028.58    | 0.02%             | 2029-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.369%/VAR 10/21/2031                                               | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200235.74    | 0.03%             | 2031-10-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.81%/VAR 10/22/2036                                                        | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231275.27    | 0.04%             | 2036-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 10/20/2055#MB0682                                                                    | CUSIP: 3618N5XL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    623977 | PA      | $572407.16    | 0.09%             | 2055-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 09/20/2055#MB0620                                                                      | CUSIP: 3618N5VN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49882 | PA      | $47331.70     | 0.01%             | 2055-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.892%/VAR 10/22/2036                                                              | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170550.85    | 0.03%             | 2036-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.75% 02/15/2051                                                                     | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62120.70     | 0.01%             | 2051-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.419% 04/15/2033                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    185000 | PA      | $173364.71    | 0.03%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.469% 04/15/2034                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369006.42    | 0.06%             | 2034-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 4.804%/VAR 10/24/2036                                                         | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99498.69     | 0.02%             | 2036-10-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | TRUIST BANK 4.136%/VAR 10/23/2029                                                                 | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249808.42    | 0.04%             | 2029-10-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 4.784%/VAR 10/23/2036                                                           | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20066.98     | 0.00%             | 2036-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 7% 01/01/2054#SD4637                                                                    | CUSIP: 3132DSEJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247600 | PA      | $262301.53    | 0.04%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 3.625% 10/29/2030                                                               | CUSIP: 50064FAY0<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $199360.32    | 0.03%             | 2030-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 10/31/2032                                                                        | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2590000 | PA      | $2583929.69   | 0.42%             | 2032-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 10/31/2030                                                                       | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $400343.75    | 0.06%             | 2030-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2025-4                       | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2025-4 0% 02/18/2031                           | CUSIP: 36273EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $130133.90    | 0.02%             | 2031-02-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1                                 | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1 A3 4.37% 07/15/2030                               | CUSIP: 14043YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $130410.32    | 0.02%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MSBAM 2025-5C2                                                                  | MSBAM 2025-5C2 A3 5.072% 11/15/2030                                                               | CUSIP: 61779RBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86000 | PA      | $88670.29     | 0.01%             | 2058-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 3.8% 11/15/2027                                                          | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199758.61    | 0.03%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 4.125% 11/15/2030                                                        | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59880.56     | 0.01%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 4.625% 02/15/2036                                                        | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29717.16     | 0.00%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 5.3% 11/15/2055                                                          | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38965.78     | 0.01%             | 2055-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 3.995%/VAR 11/03/2028                                                        | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $119806.85    | 0.02%             | 2028-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.305%/VAR 11/03/2031                                                        | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $59962.45     | 0.01%             | 2031-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT VAR K549 A2 09/25/2030                                             | CUSIP: 3137HNNC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110000 | PA      | $111697.27    | 0.02%             | 2030-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2025-D                                           | HYUNDAI AUTO RECEIVABLES TRUST 2025-D 4.09% 09/16/2030                                            | CUSIP: 44891XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $130522.17    | 0.02%             | 2030-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.619%/VAR 11/06/2031                                                           | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $261691.18    | 0.04%             | 2031-11-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 3.875% 11/15/2028                                                                    | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281672.88    | 0.05%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 4.1% 11/15/2030                                                                      | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151293.83    | 0.02%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 4.7% 11/15/2035                                                                      | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20322.84     | 0.00%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 5.45% 11/15/2055                                                                     | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294800.30    | 0.05%             | 2055-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 4.6% 11/05/2035                                                                 | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120066.38    | 0.02%             | 2035-11-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 5.3% 11/05/2055                                                                 | CUSIP: 66989HBC1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19834.97     | 0.00%             | 2055-11-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                       | LINCOLN NATIONAL CORP IND 5.35% 11/15/2035                                                        | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60200.01     | 0.01%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A                                                                    | EART 2025-5A A3 4.44% 11/15/2029                                                                  | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $80111.04     | 0.01%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HAROT 2025-4                                                                    | HAROT 2025-4 A3 3.83% 06/17/2030                                                                  | CUSIP: 43814XAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120000 | PA      | $120477.38    | 0.02%             | 2030-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP 5.55% 11/15/2035                                                                    | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50317.18     | 0.01%             | 2035-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 11/15/2055                                                     | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $168778.13    | 0.03%             | 2055-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 11/15/2035                                                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    270000 | PA      | $269578.13    | 0.04%             | 2035-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 11/15/2028                                                                         | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $800187.50    | 0.13%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                             | EQUINIX EUROPE 2 FINANCING CORP LLC 4.6% 11/15/2030                                               | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30196.90     | 0.00%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 25-5C38                             | BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC 25-5C38 5.22164% 11/15/2058                           | CUSIP: 05556RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $155038.47    | 0.03%             | 2058-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 4.875% 11/15/2030                                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200468.98    | 0.03%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 4.35% 01/15/2029                                                                   | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100336.44    | 0.02%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 5.25% 12/15/2035                                                                       | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19959.52     | 0.00%             | 2035-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 4.2% 03/12/2031                                                      | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200573.86    | 0.03%             | 2031-03-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 5.75% 05/20/2035                                                      | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52234.90     | 0.01%             | 2035-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.875% 11/30/2045                                                      | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181558.64    | 0.03%             | 2045-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.875% 11/30/2055                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80743.81     | 0.01%             | 2055-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                              | AUTONATION INC DEL 4.45% 01/15/2029                                                               | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100272.94    | 0.02%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2055#RQ0024                                                                    | CUSIP: 3142J6A29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $47651.50     | 0.01%             | 2055-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2055#QZ5895                                                                  | CUSIP: 31427DRR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $97935.01     | 0.02%             | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2055#RQ0073                                                                    | CUSIP: 3142J6CK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99990 | PA      | $95293.62     | 0.02%             | 2055-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 06/01/2055#RQ0014                                                                    | CUSIP: 3142J6AQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $230325.99    | 0.04%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 4.343%/VAR 11/14/2031                                                         | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30077.78     | 0.00%             | 2031-11-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 4.914%/VAR 11/14/2036                                                         | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20036.24     | 0.00%             | 2036-11-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4 A3 4.23% 04/15/2030                                 | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85000 | PA      | $85136.03     | 0.01%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.163% 10/25/2030                                                  | CUSIP: 3137HNWH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30000 | PA      | $30236.53     | 0.00%             | 2030-10-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 11/15/2045                                                     | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $869320.31    | 0.14%             | 2045-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 4.45% 11/20/2035                                                             | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     40000 | PA      | $40226.57     | 0.01%             | 2035-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 5.45% 11/20/2055                                                                   | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161370.98    | 0.03%             | 2055-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 4.5% 02/15/2031                                                                      | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $60183.91     | 0.01%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 5.75% 11/15/2055                                                     | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10227.66     | 0.00%             | 2055-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 5.6% 11/15/2055                                                                        | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60726.14     | 0.01%             | 2055-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR18                                                                | BANK5 2025-5YR18 A3 2025 5YR18 A3 12/15/2058                                                      | CUSIP: 06604CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103074.58    | 0.02%             | 2058-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer