# EDGAR Filing Document

**Accession Number:** 0000719423
**File Stem:** 0001752724-25-180231
**Filing Date:** 2025-7
**Character Count:** 262068
**Document Hash:** 0980fc4b3fad4dfb589392b48bebe581
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-180231.hdr.sgml**: 20250728

**ACCESSION NUMBER**: 0001752724-25-180231

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250728

**DATE AS OF CHANGE**: 20250728

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VALIC Co I
- **CENTRAL INDEX KEY:** 0000719423

**ORGANIZATION NAME:**
- **EIN:** 720029692
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03738
- **FILM NUMBER:** 251154061

**BUSINESS ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **STREET 2:** 16TH FLOOR
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302
- **BUSINESS PHONE:** 551-235-3560

**MAIL ADDRESS:**
- **STREET 1:** 30 HUDSON STREET
- **STREET 2:** 16TH FLOOR
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07302

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIG Retirement CO I
- **DATE OF NAME CHANGE:** 20080501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VALIC CO I
- **DATE OF NAME CHANGE:** 20020110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NORTH AMERICAN FUNDS VARIABLE PRODUCT SERIES CO I
- **DATE OF NAME CHANGE:** 20000929

## Series and Classes Contracts Data

### Asset Allocation Fund (Series ID: S000007994)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000021763 | Asset Allocation Fund | VCAAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VALIC Co I

- **b. Investment Company Act file number:** 811-03738

- **c. CIK number of Registrant:** 0000719423

- **d. LEI of Registrant:** 549300N3XZ1M1QABFI47

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

  - **Street Address 1:** 2919 ALLEN PARKWAY

  - **City:** HOUSTON

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 77019

  - **Telephone number:** 800-448-2542

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

- **a. Name of Series:** Asset Allocation Fund

- **b. EDGAR series identifier (if any):** S000007994

- **c. LEI of Series:** 549300HUV8X45ZFZG207

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $145483638.02

**Total Liabilities:** $395116.51

**Net Assets:** $145088521.51

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -42.11000000 | **1-Year:** -1446.39000000 | **5-Year:** -3381.46000000 | **10-Year:** -3674.49000000 | **30-Year:** -2008.25000000

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

- **3-Month:** -13.68000000 | **1-Year:** -184.26000000 | **5-Year:** -255.77000000 | **10-Year:** -277.46000000 | **30-Year:** -27.71000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021763 | -3.56%               | -0.62%               | 3.66%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $766070.88               | $-6313800.12                               |
| Month 2  | $97723.02                | $-1144099.88                               |
| Month 3  | $-260232.49              | $5124339.05                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44780.40     | 0.03%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                              | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     26000 | PA      | $18515.17     | 0.01%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617UGL98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    238026 | PA      | $209039.17    | 0.14%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     56000 | PA      | $48546.82     | 0.03%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                              | Evergy Inc                                                                      | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    151000 | PA      | $140662.30    | 0.10%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                             | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     47000 | PA      | $43444.16     | 0.03%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust           | Bridgecrest Lending Auto Securitization Trust 2025-1                            | CUSIP: 10806HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $156586.04    | 0.11%             | 2030-11-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617UXC59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24590 | PA      | $22768.43     | 0.02%             | 2051-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140JBPU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125183 | PA      | $115069.08    | 0.08%             | 2059-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3132XHSP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $92309.25     | 0.06%             | 2034-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8133.65      | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 A PTT                                 | United Airlines 2018-1 Class A Pass Through Trust                               | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30613 | PA      | $28331.13     | 0.02%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                 | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64793.07     | 0.04%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617XVVU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    120308 | PA      | $107590.99    | 0.07%             | 2051-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust                             | Cherry Securitization Trust 2024-1                                              | CUSIP: 164737AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100644.14    | 0.07%             | 2032-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                   | MidAmerican Energy Co                                                           | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19927.23     | 0.01%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617F25R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104769 | PA      | $99835.00     | 0.07%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                              | Nasdaq Inc                                                                      | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14370.40     | 0.01%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2023-6                                   | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $153950.19    | 0.11%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                      | Aqua Finance Issuer Trust 2025-A                                                | CUSIP: 038394AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100135.29    | 0.07%             | 2050-12-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17712.44     | 0.01%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140LH2Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154366 | PA      | $152391.46    | 0.11%             | 2032-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                  | Cascade MH Asset Trust 2021-MH1                                                 | CUSIP: 14731QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97628 | PA      | $88677.32     | 0.06%             | 2046-02-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    149000 | PA      | $146477.28    | 0.10%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                              | Intuit Inc                                                                      | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1663 | NS      | $1253020.61   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                              | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $205593.94    | 0.14%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                             | Southern Co/The                                                                 | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53929.75     | 0.04%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                         | Tyson Foods Inc                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43223.59     | 0.03%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    218259 | PA      | $200784.45    | 0.14%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2D0<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23120.70     | 0.02%             | 2028-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                 | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73462.06     | 0.05%             | 2035-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     28000 | PA      | $25126.57     | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140LGVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $96530.23     | 0.07%             | 2032-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3133B3M38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88470 | PA      | $76089.48     | 0.05%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     27000 | PA      | $27490.46     | 0.02%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp           | TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE                                  | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     30000 | PA      | $29807.14     | 0.02%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    154000 | PA      | $117804.91    | 0.08%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140J2WN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237453 | PA      | $206795.72    | 0.14%             | 2030-12-01      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| 6297782 LLC                                             | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10007.06     | 0.01%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45384.42     | 0.03%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2024-RTL3 Trust                                                             | CUSIP: 59319PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $105158.32    | 0.07%             | 2039-11-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                    | Verisk Analytics Inc                                                            | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26007.52     | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140LKLY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127895 | PA      | $129300.33    | 0.09%             | 2031-04-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                | Plains All American Pipeline LP                                                 | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29951.71     | 0.02%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                               | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9246.83      | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-2                   | CUSIP: 35563PX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    105552 | PA      | $90717.71     | 0.06%             | 2064-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1515000 | PA      | $1380129.49   | 0.95%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Chipotle Mexican Grill Inc                              | Chipotle Mexican Grill Inc                                                      | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19513 | NS      | $977211.04    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                                  | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32638.14     | 0.02%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16455.23     | 0.01%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                    | ERAC USA Finance LLC                                                            | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20078.50     | 0.01%             | 2034-10-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38655.27     | 0.03%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                              | Vertex Pharmaceuticals Inc                                                      | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      1588 | NS      | $701975.40    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc                              | Mondelez International Inc                                                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     14039 | NS      | $947492.11    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617V7V70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42912 | PA      | $37387.31     | 0.03%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                    | Royal Bank of Canada                                                            | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $44809.07     | 0.03%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QM6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96594 | PA      | $82220.32     | 0.06%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                        | CUSIP: 38382YFS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129189 | PA      | $108098.21    | 0.07%             | 2071-06-20      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                         | McDonald's Corp                                                                 | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      5353 | NS      | $1680039.05   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EIDP INC                                                | EIDP Inc                                                                        | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45418.17     | 0.03%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                 | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     25000 | PA      | $14716.25     | 0.01%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42198.71     | 0.03%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                              | VMware LLC                                                                      | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93478.74     | 0.06%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12907.82     | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United Rentals Inc                                      | United Rentals Inc                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       844 | NS      | $597872.72    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Auto Owner Trust                                 | CarMax Auto Owner Trust 2024-1                                                  | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $126159.05    | 0.09%             | 2029-08-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 A PTT                                 | United Airlines 2016-2 Class A Pass Through Trust                               | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21827 | PA      | $20098.10     | 0.01%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                        | Wells Fargo & Co                                                                | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     39678 | NS      | $2967120.84   | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanniemae-Aces                                          | Fannie Mae-Aces                                                                 | CUSIP: 3136BNET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $192628.98    | 0.13%             | 2032-04-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                             | Diamond Resorts Owner Trust 2021-1                                              | CUSIP: 25273CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17702 | PA      | $17542.91     | 0.01%             | 2033-11-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                      | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     17099 | NS      | $1207873.36   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2023-2                                                 | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73964 | PA      | $76614.76     | 0.05%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3618BJGA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43385 | PA      | $42808.34     | 0.03%             | 2063-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                  | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10099.31     | 0.01%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140JBGA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214418 | PA      | $174528.38    | 0.12%             | 2032-11-01      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50808.56     | 0.04%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140LGDR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137309 | PA      | $125656.69    | 0.09%             | 2033-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $18985.34     | 0.01%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19607.84     | 0.01%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                   | Northrop Grumman Corp                                                           | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     68000 | PA      | $52529.19     | 0.04%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    374000 | PA      | $202632.03    | 0.14%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                       | L3Harris Technologies Inc                                                       | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40806.17     | 0.03%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                              | AbbVie Inc                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      7962 | NS      | $1481807.82   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140FXFZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36405 | PA      | $33439.08     | 0.02%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                        | Triton Container International Ltd                                              | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $97542.96     | 0.07%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| Legacy Mortgage Asset Trust                             | Legacy Mortgage Asset Trust 2021-GS1                                            | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70698 | PA      | $70688.71     | 0.05%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                   | VOLT XCIV LLC                                                                   | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21903 | PA      | $21883.02     | 0.02%             | 2051-02-27      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32296.18     | 0.02%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                         | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113111.84    | 0.08%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                     | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4478.05      | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                      | Freddie Mac Multifamily Structured Credit Risk                                  | CUSIP: 35563JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26878 | PA      | $26384.06     | 0.02%             | 2041-07-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                  | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCR8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $259372.37    | 0.18%             | 2031-05-27      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                  | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     58000 | PA      | $41522.35     | 0.03%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                     | HINNT 2024-A LLC                                                                | CUSIP: 40472QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71154 | PA      | $71447.18     | 0.05%             | 2043-03-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3138L3KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64826 | PA      | $65908.49     | 0.05%             | 2028-03-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                 | Empower Finance 2020 LP                                                         | CUSIP: 29248HAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $41607.00     | 0.03%             | 2051-09-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $145379.17    | 0.10%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                          | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37319.14     | 0.03%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     40000 | PA      | $28430.12     | 0.02%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                 | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $200703.81    | 0.14%             | 2031-03-04      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94194.88     | 0.06%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                      | F&G Global Funding                                                              | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24206.25     | 0.02%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                   | VOLT XCVII LLC                                                                  | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29361 | PA      | $29314.83     | 0.02%             | 2051-04-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                     | Oportun Issuance Trust 2021-B                                                   | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102060 | PA      | $99381.80     | 0.07%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                              | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15924.29     | 0.01%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                                      | Accelerated 2021-1H LLC                                                         | CUSIP: 00439KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20221 | PA      | $18723.61     | 0.01%             | 2040-10-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                  | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     40000 | PA      | $34620.00     | 0.02%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617ULV54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    396369 | PA      | $354352.75    | 0.24%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                 | Fannie Mae Grantor Trust 2001-T12                                               | CUSIP: 31392A5L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     60736 | PA      | $61253.41     | 0.04%             | 2041-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81540.76     | 0.06%             | 2031-05-28      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                | Take-Two Interactive Software Inc                                               | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71448.63     | 0.05%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                   | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18168.34     | 0.01%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                       | HSBC Holdings PLC                                                               | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $98865.76     | 0.07%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $19699.98     | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85186.88     | 0.06%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                         | Tyson Foods Inc                                                                 | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30576.49     | 0.02%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                            | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    202580 | NS      | $202580.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                                | United Airlines 2024-1 Class AA Pass Through Trust                              | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143738 | PA      | $142776.71    | 0.10%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                   | Micron Technology Inc                                                           | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      4257 | NS      | $402116.22    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3133CN5E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157568 | PA      | $160418.05    | 0.11%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     30000 | PA      | $29892.97     | 0.02%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                   | FRTKL 2021-SFR1                                                                 | CUSIP: 30322DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $196713.06    | 0.14%             | 2038-09-17      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30173.08     | 0.02%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617ULWB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178452 | PA      | $155477.85    | 0.11%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28889.43     | 0.02%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                 | KeyCorp                                                                         | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134002.13    | 0.09%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     69000 | PA      | $50563.15     | 0.03%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities               | Multifamily Connecticut Avenue Securities Trust 2023-01                         | CUSIP: 62548NAA6<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |    103860 | PA      | $107722.48    | 0.07%             | 2053-11-25      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                | Take-Two Interactive Software Inc                                               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51176.17     | 0.04%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                 | Duke Energy Florida LLC                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33900.77     | 0.02%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53687.21     | 0.04%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                              | DOC DR LLC                                                                      | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |     15000 | PA      | $12985.92     | 0.01%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                  | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAK9<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $206057.43    | 0.14%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90536.66     | 0.06%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                   | Texas Instruments Inc                                                           | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     78000 | PA      | $68870.82     | 0.05%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $43902.59     | 0.03%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                                 | United Airlines 2019-2 Class B Pass Through Trust                               | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24851 | PA      | $23708.71     | 0.02%             | 2028-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    322000 | PA      | $176181.80    | 0.12%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    308000 | PA      | $289756.94    | 0.20%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                    | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     19000 | PA      | $14999.43     | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617VQ2T2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    165991 | PA      | $147779.55    | 0.10%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                           | Marriott International Inc/MD                                                   | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      3907 | NS      | $1030783.81   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140LGEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234000 | PA      | $214687.87    | 0.15%             | 2032-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                        | Duke Energy Corp                                                                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29733.26     | 0.02%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                           | Medtronic PLC                                                                   | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     12387 | NS      | $1027873.26   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3133BBA90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50686 | PA      | $48756.94     | 0.03%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617XXAR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    136138 | PA      | $119527.97    | 0.08%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                   | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $35837.33     | 0.02%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140KT3U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170108 | PA      | $158547.54    | 0.11%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| World Financial Network Credit Card Master Trust        | World Financial Network Credit Card Master Trust                                | CUSIP: 981464HL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110512.85    | 0.08%             | 2030-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3618J1ME0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69526 | PA      | $73089.38     | 0.05%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29421.11     | 0.02%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                               | CUSIP: 3136AWMX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50674 | PA      | $50255.06     | 0.03%             | 2028-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44551.22     | 0.03%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                     | Vulcan Materials Co                                                             | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      6543 | NS      | $1734353.01   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20384.13     | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-A                                  | Delta Air Lines 2020-1 Class A Pass Through Trust                               | CUSIP: 247361ZW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62899 | PA      | $58964.10     | 0.04%             | 2028-06-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                               | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19479.43     | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                            | Alphabet Inc                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     12154 | NS      | $2087327.96   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6097.21      | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2024-2                                                 | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78165 | PA      | $77740.02     | 0.05%             | 2050-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                    | Verizon Master Trust                                                            | CUSIP: 92348KDJ9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $248753.80    | 0.17%             | 2032-08-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Asset Based Lending LLC                                 | ABL 2024-RTL1                                                                   | CUSIP: 00092EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $175076.58    | 0.12%             | 2029-09-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140LFVV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105000 | PA      | $93603.35     | 0.06%             | 2033-09-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                  | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23288.43     | 0.02%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                                            | Prologis Inc                                                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |      5284 | NS      | $573842.40    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3132DVGU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147615 | PA      | $146504.53    | 0.10%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617W0AL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71774 | PA      | $62534.17     | 0.04%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19306.12     | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2023-1                                   | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70000 | PA      | $70323.99     | 0.05%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                         | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     12580 | NS      | $1132200.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14902.21     | 0.01%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                         | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51954.93     | 0.04%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| ASML Holding NV                                         | ASML Holding NV                                                                 | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       466 | NS      | $343334.82    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617UHAE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    221790 | PA      | $199552.97    | 0.14%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140LGFW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160000 | PA      | $151902.77    | 0.10%             | 2032-01-01      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                   | Accenture Capital Inc                                                           | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19215.34     | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                                            | Bridge 2024-SFR1 Trust                                                          | CUSIP: 10806DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $109935.53    | 0.08%             | 2040-08-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617XRCV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139114 | PA      | $123836.14    | 0.09%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                      | Vodafone Group PLC                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $46802.90     | 0.03%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                 | UDR Inc                                                                         | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |     57000 | PA      | $46191.85     | 0.03%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Co                                         | Baker Hughes Co                                                                 | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55749 | NS      | $2065500.45   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     24000 | PA      | $23838.29     | 0.02%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                   | NXP Semiconductors NV                                                           | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |      9107 | NS      | $1740620.91   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $137688.65    | 0.09%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140MJLM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55922 | PA      | $47686.51     | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                   | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60428.59     | 0.04%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140LJFB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378000 | PA      | $383395.96    | 0.26%             | 2030-01-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                       | Sierra Timeshare 2021-2 Receivables Funding LLC                                 | CUSIP: 82652RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13604 | PA      | $13291.43     | 0.01%             | 2038-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140NU7J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198773 | PA      | $207085.75    | 0.14%             | 2030-07-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                  | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    145000 | PA      | $85891.66     | 0.06%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                       | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28375.41     | 0.02%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                              | US Bancorp                                                                      | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35286.68     | 0.02%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                          | Lowe's Cos Inc                                                                  | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      8496 | NS      | $1917802.08   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QM4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99294 | PA      | $81418.86     | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                | Octane Receivables Trust 2024-2                                                 | CUSIP: 67578YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151821.59    | 0.10%             | 2032-07-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $5749.64      | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | Consumer Portfolio Services Auto Trust 2025-B                                   | CUSIP: 12630SAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125847.56    | 0.09%             | 2031-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140MHL80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53906 | PA      | $49654.87     | 0.03%             | 2052-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                     | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16046.99     | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140JBF92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    534030 | PA      | $433552.08    | 0.30%             | 2032-11-01      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                     | Macquarie Group Ltd                                                             | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $85890.95     | 0.06%             | 2033-01-14      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23637.96     | 0.02%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                          | Merck & Co Inc                                                                  | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15540.77     | 0.01%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                          | Microsoft Corp                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     16885 | NS      | $7773178.60   | 5.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41441.17     | 0.03%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 36241L4J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19917 | PA      | $19849.19     | 0.01%             | 2031-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                 | New York Life Insurance Co                                                      | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     68000 | PA      | $48832.23     | 0.03%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29625.82     | 0.02%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140LJF35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221000 | PA      | $225236.84    | 0.16%             | 2029-12-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140MDKH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119700 | PA      | $107446.24    | 0.07%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                              | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10194.01     | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: —       |
| NEW ENGLAND POWER CO                                    | New England Power Co                                                            | CUSIP: 644188BG8<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |     58000 | PA      | $33852.02     | 0.02%             | 2050-10-06      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140X6PC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76050 | PA      | $66180.15     | 0.05%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $261461.72    | 0.18%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3310000 | PA      | $3219750.80   | 2.22%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Stryker Corp                                            | Stryker Corp                                                                    | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      4085 | NS      | $1563084.40   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                  | Trane Technologies PLC                                                          | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      2645 | NS      | $1138064.15   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                      | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     94000 | PA      | $92153.35     | 0.06%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140FXDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65441 | PA      | $60756.68     | 0.04%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp                                                              | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     18000 | PA      | $18150.86     | 0.01%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                            | WP Carey Inc                                                                    | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    141000 | PA      | $122311.73    | 0.08%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                     | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58647.92     | 0.04%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                         | Goodgreen 2017-2 Trust                                                          | CUSIP: 38218QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     37431 | PA      | $33169.65     | 0.02%             | 2053-10-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                             | Equinix Inc                                                                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     85000 | PA      | $82873.08     | 0.06%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                             | NVIDIA Corp                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     39603 | NS      | $5351553.39   | 3.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617W0AP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37631 | PA      | $32787.27     | 0.02%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36559.21     | 0.03%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QGMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125827 | PA      | $103579.47    | 0.07%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                    | FREMF 2017-KGS1 Mortgage Trust                                                  | CUSIP: 30305QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     65000 | PA      | $60665.92     | 0.04%             | 2027-10-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                            | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      5856 | NS      | $487687.68    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Toorak Mortgage Corp.                                   | Toorak Mortgage Trust 2025-RRTL1                                                | CUSIP: 89053JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99503.39     | 0.07%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617XDPJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138017 | PA      | $134143.61    | 0.09%             | 2052-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25256.12     | 0.02%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                      | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41268.00     | 0.03%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26684.30     | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $218138.48    | 0.15%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                    | ERAC USA Finance LLC                                                            | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40707.82     | 0.03%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2024-2 LLC                                              | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152525 | PA      | $152108.00    | 0.10%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                    | LHOME Mortgage Trust 2024-RTL5                                                  | CUSIP: 50205WAA5<br>LEI: 529900ZQNJ23BIJVY871 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99409.64     | 0.07%             | 2039-09-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                              | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25083.26     | 0.02%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3138LJZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85000 | PA      | $77348.62     | 0.05%             | 2032-07-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140LHWQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113000 | PA      | $114910.47    | 0.08%             | 2032-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                      | Coterra Energy Inc                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29090.92     | 0.02%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                      | Walt Disney Co/The                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |      8937 | NS      | $1010238.48   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                               | CUSIP: 3136BFSZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433419 | PA      | $95076.87     | 0.07%             | 2051-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                | Safehold GL Holdings LLC                                                        | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |     46000 | PA      | $39117.31     | 0.03%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                 | KeyCorp                                                                         | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34925.49     | 0.02%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Walmart Inc                                             | Walmart Inc                                                                     | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     19497 | NS      | $1924743.84   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2025-SL1                                    | CUSIP: 362960AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199182 | PA      | $199649.46    | 0.14%             | 2067-11-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     73000 | PA      | $68082.93     | 0.05%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140LF5T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107000 | PA      | $97557.82     | 0.07%             | 2033-03-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     88000 | PA      | $55655.06     | 0.04%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3133A1QZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114157 | PA      | $102652.93    | 0.07%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3132WVA46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    238542 | PA      | $222588.31    | 0.15%             | 2032-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28220.84     | 0.02%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                 | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     55000 | PA      | $50411.30     | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $24597.81     | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust               | SFS Auto Receivables Securitization Trust 2024-1                                | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $162028.77    | 0.11%             | 2032-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33413.53     | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    459000 | PA      | $444566.60    | 0.31%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140NSLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226005 | PA      | $228683.47    | 0.16%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     48000 | PA      | $41644.79     | 0.03%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617W0AQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70787 | PA      | $62462.42     | 0.04%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                              | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    141000 | PA      | $121793.79    | 0.08%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                        | Exxon Mobil Corp                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     15503 | NS      | $1585956.90   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Partners of America Trust                          | Home Partners of America 2021-3 Trust                                           | CUSIP: 43730XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90285 | PA      | $82223.65     | 0.06%             | 2041-01-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4                   | CUSIP: 35563PMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44767 | PA      | $41438.41     | 0.03%             | 2059-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                | Constellation Energy Generation LLC                                             | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6242.87      | 0.00%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| ATMOS ENERGY CORP                                       | Atmos Energy Corp                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     35000 | PA      | $20967.48     | 0.01%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QEB84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126044 | PA      | $104359.90    | 0.07%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617V7VQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    392879 | PA      | $349778.19    | 0.24%             | 2051-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury STRIPS Coupon                                                     | CUSIP: 9128334T4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1375000 | PA      | $1033004.27   | 0.71%             | 2032-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDSTAR HEALTH INC                                      | MedStar Health Inc                                                              | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |     46000 | PA      | $31316.24     | 0.02%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1899.24      | 0.00%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3138L5FA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34158 | PA      | $33938.17     | 0.02%             | 2025-12-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65881.21     | 0.05%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| STREAM INNOVATIONS ISSUER TRUST                         | Stream Innovations 2025-1 Issuer Trust                                          | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100171.51    | 0.07%             | 2045-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     47000 | PA      | $46656.66     | 0.03%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     70000 | PA      | $71197.75     | 0.05%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42432.95     | 0.03%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                            | AES Corp/The                                                                    | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39649.24     | 0.03%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                  | Roper Technologies Inc                                                          | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     29000 | PA      | $24579.98     | 0.02%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                              | Biogen Inc                                                                      | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25168.32     | 0.02%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140FXPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64057 | PA      | $56338.02     | 0.04%             | 2059-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE SIX                                  | Goodman US Finance Six LLC                                                      | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              |  | US        |     15000 | PA      | $14708.25     | 0.01%             | 2034-10-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | Williams Cos Inc/The                                                            | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25231.83     | 0.02%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26441.92     | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                   | Southern California Gas Co                                                      | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25840.21     | 0.02%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                  | APA Infrastructure Ltd                                                          | CUSIP: 00188LAA5<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     46000 | PA      | $44403.67     | 0.03%             | 2034-09-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140LEXU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $359810.02    | 0.25%             | 2029-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust           | Bridgecrest Lending Auto Securitization Trust 2024-1                            | CUSIP: 107933AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85000 | PA      | $85886.91     | 0.06%             | 2029-11-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617W0AN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40715 | PA      | $35472.92     | 0.02%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52757.90     | 0.04%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17273.97     | 0.01%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29386.63     | 0.02%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617V7V88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148733 | PA      | $129584.39    | 0.09%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                         | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12145.09     | 0.01%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50697.78     | 0.03%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                   | RPM International Inc                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32183.24     | 0.02%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                    | Fannie Mae REMIC Trust 2002-W3                                                  | CUSIP: 31392CT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67702 | PA      | $68728.04     | 0.05%             | 2041-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury STRIPS Coupon                                                     | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    450000 | PA      | $201078.72    | 0.14%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3138L5KB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34187 | PA      | $33786.41     | 0.02%             | 2030-11-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                 | Public Service Co of Oklahoma                                                   | CUSIP: 000000000<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9772.89      | 0.01%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2024-RTL1                                   | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $176042.90    | 0.12%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                 | CGI Inc                                                                         | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $35984.29     | 0.02%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1                   | CUSIP: 35563PEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     87367 | PA      | $79785.14     | 0.05%             | 2057-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                         | MVW 2021-2 LLC                                                                  | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46480 | PA      | $43480.92     | 0.03%             | 2039-05-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                             | Diamond Resorts Owner Trust 2021-1                                              | CUSIP: 25273CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32185 | PA      | $31894.93     | 0.02%             | 2033-11-21      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                  | ConocoPhillips Co                                                               | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32269.48     | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                               | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    130000 | PA      | $78986.18     | 0.05%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50819.24     | 0.04%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                          | Mastercard Inc                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      4378 | NS      | $2563756.80   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3622AAXX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    169716 | PA      | $149004.04    | 0.10%             | 2051-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2024-SFR1 Trust                                            | CUSIP: 74331QAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $145309.80    | 0.10%             | 2041-02-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                                  | Fells Point Funding Trust                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $97248.20     | 0.07%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                            | Broadcom Inc                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     11474 | NS      | $2777511.18   | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4911.46      | 0.00%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                    | FirstKey Homes 2022-SFR1 Trust                                                  | CUSIP: 33768NAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98930.51     | 0.07%             | 2039-05-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58384.38     | 0.04%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                     | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $140419.53    | 0.10%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                           | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20258.20     | 0.01%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     50000 | PA      | $43812.50     | 0.03%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                              | Upstart Pass-Through Trust Series 2021-ST2                                      | CUSIP: 91682CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1502 | PA      | $1496.69      | 0.00%             | 2027-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                            | NNN REIT Inc                                                                    | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     30000 | PA      | $30035.90     | 0.02%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617ULWC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168004 | PA      | $146374.73    | 0.10%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2021-R1                                               | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201957 | PA      | $173433.38    | 0.12%             | 2060-11-30      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24163.28     | 0.02%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                               | CUSIP: 3136B27G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132669 | PA      | $129198.62    | 0.09%             | 2031-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                        | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23157.40     | 0.02%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30223.28     | 0.02%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                               | Tesla Inc                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      2983 | NS      | $1033490.18   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     78000 | PA      | $73520.84     | 0.05%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                   | CUSIP: 35563PLJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    124777 | PA      | $100403.70    | 0.07%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                 | Public Service Co of Oklahoma                                                   | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39855.68     | 0.03%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                              | US Bancorp                                                                      | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     15456 | NS      | $673727.04    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140LHSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155000 | PA      | $149924.39    | 0.10%             | 2032-11-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                     | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     66000 | PA      | $65229.79     | 0.04%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                              | VMware LLC                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45253.63     | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40426.48     | 0.03%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1                   | CUSIP: 35563PJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42963 | PA      | $38025.77     | 0.03%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15245.18     | 0.01%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617V7V96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122329 | PA      | $106580.10    | 0.07%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                 | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9049.78      | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $141594.91    | 0.10%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Selection Trust 2021-HG1                                         | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3465 | PA      | $3444.15      | 0.00%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7445.56      | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                            | Veros Auto Receivables Trust 2024-1                                             | CUSIP: 92512WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     68704 | PA      | $69024.09     | 0.05%             | 2027-11-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-5                                      | CUSIP: 30168DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $66354.50     | 0.05%             | 2029-01-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                    | FREMF 2016-K56 Mortgage Trust                                                   | CUSIP: 30289UAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $49334.14     | 0.03%             | 2049-06-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                          | Fannie Mae-Aces                                                                 | CUSIP: 3136BDXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8221 | PA      | $8167.91      | 0.01%             | 2033-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                       | Healthpeak OP LLC                                                               | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     38000 | PA      | $34902.36     | 0.02%             | 2028-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                 | Honeywell International Inc                                                     | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27741.76     | 0.02%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2021-A                                           | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $125362.95    | 0.09%             | 2036-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                               | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     67103 | NS      | $1132698.64   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Brean Asset Backed Securities Trust                     | Brean Asset Backed Securities Trust 2025-RM10                                   | CUSIP: 10638FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147184 | PA      | $144170.20    | 0.10%             | 2065-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                    | FREMF 2016-K58 Mortgage Trust                                                   | CUSIP: 35690AAS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    260000 | PA      | $255838.75    | 0.18%             | 2049-09-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                         | NGPL PipeCo LLC                                                                 | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21858.50     | 0.02%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                         | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $91293.40     | 0.06%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-1                   | CUSIP: 35563PR43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    219017 | PA      | $182710.61    | 0.13%             | 2063-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90000 | PA      | $93091.23     | 0.06%             | 2043-07-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                       | Credit Acceptance Auto Loan Trust 2023-5                                        | CUSIP: 22535PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102577.48    | 0.07%             | 2034-02-15      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                      | Steel Dynamics Inc                                                              | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52302.34     | 0.04%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                          | Fannie Mae-Aces                                                                 | CUSIP: 3136BQSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110000 | PA      | $108995.30    | 0.08%             | 2033-03-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $144563.78    | 0.10%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157323 | PA      | $129491.90    | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140MPSD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58060 | PA      | $59070.30     | 0.04%             | 2052-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140KT3T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255149 | PA      | $237096.36    | 0.16%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $25278.59     | 0.02%             | 2032-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                   | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28993.50     | 0.02%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     28765 | NS      | $908686.35    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO GLOBAL FUNDING                                      | CNO Global Funding                                                              | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102268.71    | 0.07%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                        | CUSIP: 38382HK41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153277 | PA      | $125917.31    | 0.09%             | 2050-08-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2024-RTL2                                   | CUSIP: 64831WAA8<br>LEI: 213800H34ZKQ2LAZZL53 | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $213350.80    | 0.15%             | 2039-09-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2023-4                                    | CUSIP: 96041AAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $122669.94    | 0.08%             | 2028-11-15      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140JVQQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45226 | PA      | $42426.14     | 0.03%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                   | CUSIP: 35563PLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    121690 | PA      | $113467.99    | 0.08%             | 2058-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                  | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99720.52     | 0.07%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1B PTT                                  | American Airlines 2021-1 Class B Pass Through Trust                             | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80600 | PA      | $75457.76     | 0.05%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                             | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $205731.07    | 0.14%             | 2033-04-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                          | Merck & Co Inc                                                                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     30000 | PA      | $16949.69     | 0.01%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14942.80     | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617MKP78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172690 | PA      | $143295.04    | 0.10%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                              | Zoetis Inc                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42757.76     | 0.03%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                   | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19299.50     | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                    | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34956.39     | 0.02%             | 2039-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    874000 | PA      | $530955.00    | 0.37%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41292.01     | 0.03%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                              | Deere & Co                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      2192 | NS      | $1109721.92   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                 | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    150000 | PA      | $149316.96    | 0.10%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                | FHF Trust 2023-1                                                                | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     32518 | PA      | $32802.86     | 0.02%             | 2028-06-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3138LKK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137688 | PA      | $125532.73    | 0.09%             | 2032-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10787.24     | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                      | Meta Platforms Inc                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      5636 | NS      | $3649253.64   | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3618G1VE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157141 | PA      | $165386.09    | 0.11%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140LHSL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140000 | PA      | $132530.97    | 0.09%             | 2032-10-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                       | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14900.33     | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53956.78     | 0.04%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                   | VOLT XCV LLC                                                                    | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27194 | PA      | $27160.32     | 0.02%             | 2051-03-27      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust               | FARM 21-1 Mortgage Trust                                                        | CUSIP: 30768WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158823 | PA      | $126373.30    | 0.09%             | 2051-01-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                             | Oracle Corp                                                                     | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      8232 | NS      | $1362642.96   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2016-1 B PTT                                 | United Airlines 2016-1 Class B Pass Through Trust                               | CUSIP: 90933HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33238 | PA      | $32789.64     | 0.02%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                      | Coterra Energy Inc                                                              | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45306.01     | 0.03%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3133B2F38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31738 | PA      | $29181.65     | 0.02%             | 2052-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                               | Edwards Lifesciences Corp                                                       | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     10464 | NS      | $818494.08    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617V7VU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56478 | PA      | $49207.16     | 0.03%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                    | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $148136.38    | 0.10%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4                   | CUSIP: 35563PHK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    112503 | PA      | $105555.98    | 0.07%             | 2058-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48684.69     | 0.03%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                  | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18754.38     | 0.01%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617UP4S5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    255724 | PA      | $219128.05    | 0.15%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                 | Fannie Mae Grantor Trust 2002-T4                                                | CUSIP: 31392B6T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7143 | PA      | $7330.63      | 0.01%             | 2041-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     47000 | PA      | $50496.52     | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                    | COPT Defense Properties LP                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |     36000 | PA      | $31245.76     | 0.02%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                     | Cheniere Energy Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19958.44     | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $40117.32     | 0.03%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2                   | CUSIP: 35563PKL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    130850 | PA      | $121535.47    | 0.08%             | 2058-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                   | VOLT XCIII LLC                                                                  | CUSIP: 92873CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11516 | PA      | $11502.81     | 0.01%             | 2051-02-27      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                  | Cadence Design Systems Inc                                                      | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40838.58     | 0.03%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55524.37     | 0.04%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 B PTT                                 | United Airlines 2016-2 Class B Pass Through Trust                               | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28611 | PA      | $28334.30     | 0.02%             | 2025-10-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                    | Edison International                                                            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17077.60     | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1308000 | PA      | $778873.13    | 0.54%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42061.08     | 0.03%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                       | Union Electric Co                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     27000 | PA      | $19924.46     | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                               | BXP Trust 2017-GM                                                               | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $91579.58     | 0.06%             | 2039-06-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                       | Sierra Timeshare 2022-2 Receivables Funding LLC                                 | CUSIP: 82650TAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40625 | PA      | $40739.72     | 0.03%             | 2040-06-20      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    530000 | PA      | $373712.11    | 0.26%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50145.21     | 0.03%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                     | Carrier Global Corp                                                             | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     14364 | NS      | $1022716.80   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3618BJF98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57256 | PA      | $57561.79     | 0.04%             | 2063-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617V7WL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25888 | PA      | $22555.17     | 0.02%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                     | DataBank Issuer                                                                 | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $170565.62    | 0.12%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19832.46     | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     25000 | PA      | $22937.32     | 0.02%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                            | Veros Auto Receivables Trust 2024-1                                             | CUSIP: 92512WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101099.60    | 0.07%             | 2028-06-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                            | Business Jet Securities 2022-1 LLC                                              | CUSIP: 12327AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55503 | PA      | $54322.03     | 0.04%             | 2037-06-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                              | LAD Auto Receivables Trust 2023-4                                               | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $128521.03    | 0.09%             | 2029-03-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     17000 | PA      | $12024.01     | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     20000 | PA      | $20414.65     | 0.01%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    105000 | PA      | $70925.87     | 0.05%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $70007.81     | 0.05%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                               | CUSIP: 3136B32G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166997 | PA      | $160061.93    | 0.11%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1403000 | PA      | $843224.91    | 0.58%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | Williams Cos Inc/The                                                            | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9711.83      | 0.01%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140MLP53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50952 | PA      | $48546.95     | 0.03%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140MNDD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67225 | PA      | $64744.10     | 0.04%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                   | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28648.36     | 0.02%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SIGECO SECURITIZATION I                                 | Sigeco Securitization I LLC                                                     | CUSIP: 82655KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21398 | PA      | $21365.51     | 0.01%             | 2036-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     57000 | PA      | $39286.95     | 0.03%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                       | Credit Acceptance Auto Loan Trust 2024-3                                        | CUSIP: 22535LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $179759.50    | 0.12%             | 2034-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                  | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     15000 | PA      | $12898.58     | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $18709.72     | 0.01%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                              | AMSR 2020-SFR2 Trust                                                            | CUSIP: 00178UAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $144505.70    | 0.10%             | 2037-07-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3622AAAB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     88855 | PA      | $86509.01     | 0.06%             | 2038-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                                | American Airlines 2016-3 Class AA Pass Through Trust                            | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48462 | PA      | $45554.58     | 0.03%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     56000 | PA      | $47973.45     | 0.03%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                              | AMSR 2024-SFR1 Trust                                                            | CUSIP: 00179CAG3<br>LEI: 549300164ZV2301BC703 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $94473.99     | 0.07%             | 2041-07-17      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18986.10     | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2022-4                                      | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $120715.61    | 0.08%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617V7VT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33249 | PA      | $28968.78     | 0.02%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                      | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19987.38     | 0.01%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      8919 | NS      | $1141899.57   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617Y4GC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61842 | PA      | $59813.33     | 0.04%             | 2052-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                     | Otis Worldwide Corp                                                             | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     67000 | PA      | $50088.63     | 0.03%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                             | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34387.54     | 0.02%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3618BQP91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129341 | PA      | $131618.96    | 0.09%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                        | SLG Office Trust 2021-OVA                                                       | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $95206.58     | 0.07%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                          | Mariner Finance Issuance Trust 2025-A                                           | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100437.50    | 0.07%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $151696.92    | 0.10%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                     | DT Auto Owner Trust 2023-2                                                      | CUSIP: 23346CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $61174.07     | 0.04%             | 2029-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49288.24     | 0.03%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3131XJLM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61057 | PA      | $56437.43     | 0.04%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14679.29     | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                  | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     30000 | PA      | $28111.41     | 0.02%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                     | Gilead Sciences Inc                                                             | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    143000 | PA      | $100068.82    | 0.07%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40039.97     | 0.03%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3                   | CUSIP: 35563PGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    114986 | PA      | $106781.95    | 0.07%             | 2057-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                        | Freddie Mac Strips                                                              | CUSIP: 3132J0P50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73128 | PA      | $62075.21     | 0.04%             | 2047-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Technology in Housing Trust                   | Pagaya AI Technology in Housing Trust 2023-1                                    | CUSIP: 69547YAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $116756.91    | 0.08%             | 2040-10-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                     | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39452.05     | 0.03%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                   | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30324.90     | 0.02%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2023-1 LLC                                                | CUSIP: 784024AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103332.23    | 0.07%             | 2033-08-22      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                | Ameriprise Financial Inc                                                        | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      3158 | NS      | $1608179.92   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24079.47     | 0.02%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140FXS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124598 | PA      | $103408.24    | 0.07%             | 2061-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                   | Northrop Grumman Corp                                                           | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      3033 | NS      | $1470307.41   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSUMERS 23 SECURE FUND                                | Consumers 2023 Securitization Funding LLC                                       | CUSIP: 21071BAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $109420.88    | 0.08%             | 2030-09-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                    | Fannie Mae Trust 2002-W8                                                        | CUSIP: 31392DP89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34380 | PA      | $35752.69     | 0.02%             | 2042-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                 | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70314.39     | 0.05%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                   | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    122000 | PA      | $124247.80    | 0.09%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                             | Cencora Inc                                                                     | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79589.14     | 0.05%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                             | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     57000 | PA      | $34898.47     | 0.02%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     20000 | PA      | $19942.69     | 0.01%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                      | Regional Management Issuance Trust 2021-1                                       | CUSIP: 75907VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9680 | PA      | $9636.26      | 0.01%             | 2031-03-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66520.31     | 0.05%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34679.74     | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    105000 | PA      | $82757.23     | 0.06%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                               | Apple Inc                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     26232 | NS      | $5268697.20   | 3.63%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                         | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194087.63    | 0.13%             | 2027-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140LAUW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $256508.14    | 0.18%             | 2031-01-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2880000 | PA      | $2851650.00   | 1.97%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2                   | CUSIP: 35563PFP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    147856 | PA      | $138133.30    | 0.10%             | 2057-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | Exxon Mobil Corp                                                                | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     86000 | PA      | $65855.52     | 0.05%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1089000 | PA      | $522379.69    | 0.36%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                   | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $251336.09    | 0.17%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     88000 | PA      | $77404.87     | 0.05%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148625.71    | 0.10%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140HY4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98598 | PA      | $79354.54     | 0.05%             | 2035-06-01      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                      | F&G Global Funding                                                              | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101952.19    | 0.07%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                           | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      1623 | NS      | $795724.44    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617UXCZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9884 | PA      | $9100.03      | 0.01%             | 2051-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     81000 | PA      | $77105.76     | 0.05%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140NUPQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110000 | PA      | $106528.64    | 0.07%             | 2034-02-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140NMGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123723 | PA      | $119947.39    | 0.08%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    130000 | PA      | $126691.54    | 0.09%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617UA5Y4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    154967 | PA      | $139617.81    | 0.10%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                 | Verdant Receivables 2024-1 LLC                                                  | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108903 | PA      | $110407.79    | 0.08%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                              | CUSIP: 3137AEKV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25256 | PA      | $24570.73     | 0.02%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                          | Fannie Mae-Aces                                                                 | CUSIP: 3136BQT41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195000 | PA      | $181102.76    | 0.12%             | 2033-08-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                        | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4056.66      | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                              | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34234.13     | 0.02%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                    | Howmet Aerospace Inc                                                            | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      7613 | NS      | $1293372.57   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                              | Elara HGV Timeshare Issuer 2021-A LLC                                           | CUSIP: 28416LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29394 | PA      | $27716.62     | 0.02%             | 2035-08-27      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Transferee                   | VOLT XCVI LLC                                                                   | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12264 | PA      | $12256.56     | 0.01%             | 2051-03-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617FGQM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96334 | PA      | $93630.06     | 0.06%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                  | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202488.47    | 0.14%             | 2030-01-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                | SCE Recovery Funding LLC                                                        | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23064 | PA      | $21998.45     | 0.02%             | 2040-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                        | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17594.12     | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                   | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $39837.56     | 0.03%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Cascade Funding Mortgage Trust                          | CFMT 2024-HB14 LLC                                                              | CUSIP: 12530XAB7<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $180678.30    | 0.12%             | 2034-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2021-RN4 LLC                                                               | CUSIP: 69359QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80741 | PA      | $80628.23     | 0.06%             | 2051-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                            | Enbridge Inc                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30288.80     | 0.02%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                   | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15270.24     | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140FXG55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148821 | PA      | $131623.86    | 0.09%             | 2057-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140L2YQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101571 | PA      | $87805.01     | 0.06%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                          | Starbucks Corp                                                                  | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49189.95     | 0.03%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                   | Travelers Cos Inc/The                                                           | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      3560 | NS      | $981492.00    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                             | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30197.97     | 0.02%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $39815.13     | 0.03%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                              | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   2523468 | PA      | $2523468.37   | 1.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental Finance Credit Credit Card ABS Master Trust | Continental Finance Credit Card ABS Master Trust                                | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100731.44    | 0.07%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                               | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26078.46     | 0.02%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                            | Drive Auto Receivables Trust                                                    | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $165400.49    | 0.11%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $152948.31    | 0.11%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4485.92      | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2021-A                                          | CUSIP: 76042UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75851 | PA      | $75297.33     | 0.05%             | 2031-12-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                     | HINNT 2024-A LLC                                                                | CUSIP: 40472QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157775 | PA      | $158642.63    | 0.11%             | 2043-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                  | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     32000 | PA      | $30773.85     | 0.02%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15332.22     | 0.01%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3133AFNU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    152754 | PA      | $125650.73    | 0.09%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30422.38     | 0.02%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                 | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $46527.94     | 0.03%             | 2055-02-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                 | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20594.68     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50100.40     | 0.03%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    720000 | PA      | $449015.62    | 0.31%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     58000 | PA      | $38026.18     | 0.03%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                    | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50467.72     | 0.03%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| 6297782 LLC                                             | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9915.92      | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68150.58     | 0.05%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                          | Eli Lilly & Co                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      1024 | NS      | $755374.08    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Partners of America Trust                          | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124789 | PA      | $118987.38    | 0.08%             | 2026-12-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                 | Arthur J Gallagher & Co                                                         | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      5340 | NS      | $1855329.60   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                          | Amazon.com Inc                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     20277 | NS      | $4156987.77   | 2.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140LKPN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240000 | PA      | $234196.53    | 0.16%             | 2032-10-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XBZX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309714 | PA      | $256230.31    | 0.18%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    555000 | PA      | $483543.75    | 0.33%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $197817.70    | 0.14%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101790.79    | 0.07%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                   | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    112000 | PA      | $109428.09    | 0.08%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                             | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31942.52     | 0.02%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                  | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18738.92     | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17958.71     | 0.01%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                                | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     15000 | PA      | $11475.48     | 0.01%             | 2039-12-30      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                              | AMSR 2020-SFR3 Trust                                                            | CUSIP: 001807AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99020.46     | 0.07%             | 2037-09-17      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35743.96     | 0.02%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $258923.63    | 0.18%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                            | Enbridge Inc                                                                    | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30597.48     | 0.02%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                             | Lennar Corp                                                                     | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50280.77     | 0.03%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                          | Fannie Mae-Aces                                                                 | CUSIP: 3136BPGK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111525 | PA      | $109436.52    | 0.08%             | 2032-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29031.38     | 0.02%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                  | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $27195.46     | 0.02%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1                   | CUSIP: 35563P7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43417 | PA      | $36990.56     | 0.03%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    405000 | PA      | $288515.04    | 0.20%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                              | CUSIP: 3137F7HN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    424366 | PA      | $88486.11     | 0.06%             | 2050-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    154000 | PA      | $154195.11    | 0.11%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617UA6Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    188822 | PA      | $168065.38    | 0.12%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                            | CubeSmart LP                                                                    | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     85000 | PA      | $72597.19     | 0.05%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                    | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     96000 | PA      | $94745.48     | 0.07%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Express Co                                     | American Express Co                                                             | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      7218 | NS      | $2122452.90   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                              | CUSIP: 3137H4QT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    434527 | PA      | $56066.18     | 0.04%             | 2050-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617F2PL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58447 | PA      | $56806.13     | 0.04%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                   | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $94021.37     | 0.06%             | 2026-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                  | Aviation Capital Group LLC                                                      | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24848.65     | 0.02%             | 2030-04-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 3617UXCF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28188 | PA      | $25121.88     | 0.02%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14147.23     | 0.01%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                       | Healthpeak OP LLC                                                               | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     56000 | PA      | $50279.37     | 0.03%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    144000 | PA      | $100407.66    | 0.07%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                   | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31473.64     | 0.02%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                          | Eaton Corp PLC                                                                  | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      6032 | NS      | $1931446.40   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $410750.00    | 0.28%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140LKLJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165000 | PA      | $161446.34    | 0.11%             | 2033-01-01      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2024-SFR5 Trust                                            | CUSIP: 74332HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $116940.42    | 0.08%             | 2029-08-09      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-13

**Name of Applicant:** VALIC Co I

**Signature:** Donna McManus

**Name of Signer:** Donna McManus

**Title:** Assistant Treasurer