# EDGAR Filing Document

**Accession Number:** 0001282693
**File Stem:** 0000894189-26-003826
**Filing Date:** 2026-2
**Character Count:** 808064
**Document Hash:** c49a8df55332156527f9f1fb3c16f1ef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-003826.hdr.sgml**: 20260217

**ACCESSION NUMBER**: 0000894189-26-003826

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260217

**DATE AS OF CHANGE**: 20260217

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BAIRD FUNDS INC
- **CENTRAL INDEX KEY:** 0001282693

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09997
- **FILM NUMBER:** 26637269

**BUSINESS ADDRESS:**
- **STREET 1:** 777 EAST WISCONSIN AVENUE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 414-765-3500

**MAIL ADDRESS:**
- **STREET 1:** 777 EAST WISCONSIN AVENUE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

## Series and Classes Contracts Data

### Baird Aggregate Bond Fund (Series ID: S000000753)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000002163 | Institutional | BAGIX           |
| C000002164 | Investor      | BAGSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Baird Funds Inc

- **b. Investment Company Act file number:** 811-09997

- **c. CIK number of Registrant:** 0001282693

- **d. LEI of Registrant:** 5493007JR2NWYBC7PO06

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

  - **Street Address 1:** 777 East Wisconsin Avenue

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 4147653614

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

- **a. Name of Series:** Baird Aggregate Bond Fund

- **b. EDGAR series identifier (if any):** S000000753

- **c. LEI of Series:** 549300NWEXVVDQ3ROW37

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $55733516273.00

**Total Liabilities:** $28674249.51

**Net Assets:** $55704842023.49

**Cash Not Reported:** $56027.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 187959.456619000000 | **1-Year:** 2300014.940597000000 | **5-Year:** 6397404.736714000000 | **10-Year:** 11902585.339309000000 | **30-Year:** 10876587.508852000000

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

- **3-Month:** 1408.367862000000 | **1-Year:** 17283.433050000000 | **5-Year:** 45618.092767000000 | **10-Year:** 49529.718493000000 | **30-Year:** 26903.613922000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002163 | 0.63%                | 0.64%                | -0.25%               |
| Class ID C000002164 | 0.58%                | 0.59%                | -0.17%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13361573.25             | $134002665.87                              |
| Month 2  | $-12940935.16            | $179738358.21                              |
| Month 3  | $-46007269.35            | $-248603961.77                             |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AIR LEASE CORP                 | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10282493.30   | 0.02%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC        | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   12595000 | PA      | $12722285.20   | 0.02%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   13000000 | PA      | $13004496.05   | 0.02%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 04041NAA0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   12276000 | PA      | $13090679.19   | 0.02%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2020-1                                                    | CUSIP: 04285CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3629124 | PA      | $3524074.35    | 0.01%             | 2055-03-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   38113000 | PA      | $42216771.16   | 0.08%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV       | Bacardi Ltd / Bacardi-Martini BV                                                | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   15000000 | PA      | $15191655.75   | 0.03%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   11325000 | PA      | $11133495.38   | 0.02%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   23300000 | PA      | $22716399.08   | 0.04%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK4                                                                  | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44885000 | PA      | $44456330.30   | 0.08%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi | CWABS Asset-Backed Certificates Trust 2005-10                                   | CUSIP: 126670AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        684 | PA      | $680.25        | 0.00%             | 2036-02-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5959062.95    | 0.01%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAAA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3062365 | PA      | $2981568.25    | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJFJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      42127 | PA      | $44615.79      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22434114 | PA      | $20796252.30   | 0.04%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6168879 | PA      | $5661961.85    | 0.01%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION          | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    9625000 | PA      | $8622291.76    | 0.02%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10125642.30   | 0.02%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO       | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $25394185.20   | 0.05%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MAX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   52454470 | PA      | $49636659.75   | 0.09%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15052944 | PA      | $14259692.23   | 0.03%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179NJA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15789597 | PA      | $14907912.77   | 0.03%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179NLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22607295 | PA      | $21951709.32   | 0.04%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179NNB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31996746 | PA      | $31050696.82   | 0.06%             | 2043-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ACN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38732656 | PA      | $39506511.95   | 0.07%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva | GM Financial Revolving Receivables Trust 2022-1                                 | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   64950000 | PA      | $67308068.21   | 0.12%             | 2035-10-11      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                         | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $3936569.68    | 0.01%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15214364.55   | 0.03%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5057891.15    | 0.01%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $26897398.20   | 0.05%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15033418.95   | 0.03%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $15137018.40   | 0.03%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   35000000 | PA      | $35335290.90   | 0.06%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC             | Harbour Energy PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5071583.80    | 0.01%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC          | Helmerich & Payne Inc                                                           | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10071713.10   | 0.02%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6574196.79    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust | Home Partners of America 2021-2 Trust                                           | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   80719951 | PA      | $79026365.62   | 0.14%             | 2026-12-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    5160000 | PA      | $5167780.45    | 0.01%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   22550000 | PA      | $22181814.42   | 0.04%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                | Impac CMB Trust Series 2004-4                                                   | CUSIP: 45254NJF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31012 | PA      | $35607.43      | 0.00%             | 2034-09-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                  | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |   26775000 | PA      | $25227646.78   | 0.05%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES       | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    5394000 | PA      | $5175797.11    | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   13375000 | PA      | $13700775.14   | 0.02%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III            | LYB International Finance III LLC                                               | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14854730.40   | 0.03%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN          | Liberty Utilities Finance GP 1                                                  | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9079113.40    | 0.02%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $11151522.20   | 0.02%             | 2034-10-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   12500000 | PA      | $13274049.25   | 0.02%             | 2035-01-18      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $55945837.20   | 0.10%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   47500000 | PA      | $47409678.28   | 0.09%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                 | BorgWarner Inc                                                                  | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7373131.13    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                | Cigna Group/The                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   13034000 | PA      | $12106622.69   | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   42525000 | PA      | $37635926.27   | 0.07%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    8825000 | PA      | $9045813.41    | 0.02%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $11795491.70   | 0.02%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   30000000 | PA      | $30575091.00   | 0.05%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION           | M&T Bank Corp                                                                   | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $13024259.04   | 0.02%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14310483.74   | 0.03%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    8000000 | PA      | $7921088.80    | 0.01%             | 2033-01-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | National Bank of Canada                                                         | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   13000000 | PA      | $13574996.50   | 0.02%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   35000000 | PA      | $25457740.00   | 0.05%             | 2032-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP              | NorthWestern Corp                                                               | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    7325000 | PA      | $7517494.41    | 0.01%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   58151000 | PA      | $61986814.41   | 0.11%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST        | Ochsner LSU Health System of North Louisiana                                    | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26620000 | PA      | $22819775.92   | 0.04%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                                       | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $3712665.05    | 0.01%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   13600000 | PA      | $14132654.88   | 0.03%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7045330.00    | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   26225000 | PA      | $25707451.20   | 0.05%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2180880.37    | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC           | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5186871.90    | 0.01%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC        | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6696422.67    | 0.01%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18813637.44   | 0.03%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7720971.00    | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   22866000 | PA      | $23510031.18   | 0.04%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    7675000 | PA      | $6967593.41    | 0.01%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                    | Revvity Inc                                                                     | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   24200000 | PA      | $23331541.13   | 0.04%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                    | Revvity Inc                                                                     | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $8562309.60    | 0.02%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   14100000 | PA      | $13249335.86   | 0.02%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   10750000 | PA      | $9724806.04    | 0.02%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER        | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   18650000 | PA      | $17719132.62   | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP           | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   39117000 | PA      | $41809945.71   | 0.08%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7WS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26387860 | PA      | $25728442.99   | 0.05%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8D40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1120194 | PA      | $1109519.56    | 0.00%             | 2037-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC       | Prudential Financial Inc                                                        | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5708404.90    | 0.01%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC          | RPM International Inc                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    8050000 | PA      | $7307260.79    | 0.01%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1961056 | PA      | $1819302.92    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 312939RG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     243890 | PA      | $251365.99     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   12000000 | PA      | $12122424.12   | 0.02%             | 2028-08-22      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP             | Realty Income Corp                                                              | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $7138130.40    | 0.01%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9SP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  131104854 | PA      | $114435663.96  | 0.21%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335A2F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12241135 | PA      | $11348903.22   | 0.02%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   31017000 | PA      | $32095203.96   | 0.06%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   26150000 | PA      | $26597519.33   | 0.05%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   41215000 | PA      | $41224838.02   | 0.07%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAGZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   90775000 | PA      | $91653411.52   | 0.16%             | 2030-07-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   48550000 | PA      | $50146917.77   | 0.09%             | 2034-04-03      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    9500000 | PA      | $9394268.23    | 0.02%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WDWT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1914998 | PA      | $1858322.39    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5938166 | PA      | $5499465.41    | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   27600000 | PA      | $28846342.31   | 0.05%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $7824981.83    | 0.01%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138X8ZJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3248688 | PA      | $3178001.89    | 0.01%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402C4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1490292 | PA      | $1533135.54    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC             | Smith & Nephew PLC                                                              | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15522550.05   | 0.03%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   11816000 | PA      | $10791105.09   | 0.02%             | 2033-01-21      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402CPJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3470866 | PA      | $3459676.88    | 0.01%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18637110 | PA      | $17551652.42   | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5063741.05    | 0.01%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP           | Southern Copper Corp                                                            | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5891390.00    | 0.01%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9626230 | PA      | $9319391.93    | 0.02%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JARW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16157012 | PA      | $14964125.08   | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL        | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    7850000 | PA      | $5096977.68    | 0.01%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS        | Spectra Energy Partners LP                                                      | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10149495.36   | 0.02%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140Q8DP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39336675 | PA      | $38070538.23   | 0.07%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QCAK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7853346 | PA      | $7493945.09    | 0.01%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   20658000 | PA      | $20638286.28   | 0.04%             | 2027-01-14      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $20614469.20   | 0.04%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QEAJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41101561 | PA      | $37477010.36   | 0.07%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31416VSN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2971021 | PA      | $2945602.13    | 0.01%             | 2039-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I       | Stanley Black & Decker Inc                                                      | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    2852000 | PA      | $2956380.78    | 0.01%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2021-4                                      | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22010225 | PA      | $19653253.78   | 0.04%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6033711 | PA      | $5645690.52    | 0.01%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7406746 | PA      | $7168723.77    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6700145.69    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   13250000 | PA      | $12857626.29   | 0.02%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28971161 | PA      | $25202235.01   | 0.05%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418WPG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     382305 | PA      | $376159.48     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC          | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     893000 | PA      | $912240.85     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                      | Timken Co/The                                                                   | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    6550000 | PA      | $6602454.95    | 0.01%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                      | Timken Co/The                                                                   | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    9185000 | PA      | $8835310.88    | 0.02%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                                              | CUSIP: 89178YAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6740999 | PA      | $6608987.07    | 0.01%             | 2060-02-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2022-3                                                | CUSIP: 89180NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  118731036 | PA      | $113796147.10  | 0.20%             | 2062-08-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    6990000 | PA      | $6991424.70    | 0.01%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2025-1                                                | CUSIP: 89190KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  120082536 | PA      | $120670603.82  | 0.22%             | 2065-06-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   21327000 | PA      | $25355648.55   | 0.05%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7ST1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     585535 | PA      | $569440.87     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE CORP        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893570BM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3551344.44    | 0.01%             | 2026-12-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2019-C18                                          | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6480000 | PA      | $6115423.54    | 0.01%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8D32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2025475 | PA      | $1967442.56    | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292K2X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     232200 | PA      | $234402.12     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132FCEB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32816986 | PA      | $30557647.79   | 0.05%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3839850 | PA      | $3898910.93    | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERV31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8798571 | PA      | $8153779.30    | 0.01%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WFVF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1877492 | PA      | $1819214.11    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  732300000 | PA      | $461720869.26  | 0.83%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  567400000 | PA      | $418900781.25  | 0.75%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W2F89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   77689978 | PA      | $80956126.55   | 0.15%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W3XD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23602831 | PA      | $24530390.40   | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  446650000 | PA      | $440107274.27  | 0.79%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  807425000 | PA      | $721099915.10  | 1.29%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  998650000 | PA      | $962565969.29  | 1.73%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   97125000 | PA      | $94541323.49   | 0.17%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1357700000 | PA      | $1367458468.75 | 2.45%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9126627.00    | 0.02%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   17148000 | PA      | $16098004.47   | 0.03%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   37323000 | PA      | $35518820.74   | 0.06%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X76T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22294705 | PA      | $20321958.18   | 0.04%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X7L49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2413736 | PA      | $2336572.47    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4430000 | PA      | $4051482.42    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3139311.01    | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   25350000 | PA      | $25866370.63   | 0.05%             | 2030-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2E1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $16328996.85   | 0.03%             | 2036-01-21      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust Series 2024-5                                              | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   56365000 | PA      | $58124608.21   | 0.10%             | 2032-06-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust                                                            | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   79775000 | PA      | $80953914.95   | 0.15%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STATE PUBLIC SCH BLDG AUTH PAL | State Public School Building Authority                                          | CUSIP: 85732GWM8<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |    5550000 | PA      | $5487230.06    | 0.01%             | 2027-04-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                 | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   18250000 | PA      | $18614905.65   | 0.03%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   14900000 | PA      | $14976190.41   | 0.03%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   12921000 | PA      | $12382122.33   | 0.02%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4672993.85    | 0.01%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   23925000 | PA      | $24924747.04   | 0.04%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10208557.00   | 0.02%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WESTERN & SOUTHERN FIN         | Western & Southern Financial Group Inc                                          | CUSIP: 957576AA9<br>LEI: 54930077BZ6U5AC0NJ12 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8683893.09    | 0.02%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4824164.75    | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   36118000 | PA      | $36130631.55   | 0.06%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC           | Ferguson Finance PLC                                                            | CUSIP: 314890AA2<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   43025000 | PA      | $43350803.80   | 0.08%             | 2028-10-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC           | Ferguson Finance PLC                                                            | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   28125000 | PA      | $28048132.69   | 0.05%             | 2032-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $5012758.21    | 0.01%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179QPH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13398248 | PA      | $12960743.30   | 0.02%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179QYT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2915080 | PA      | $2819012.85    | 0.01%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13064377 | PA      | $12187224.16   | 0.02%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SB97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6237546 | PA      | $6023759.61    | 0.01%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8945706 | PA      | $8916869.33    | 0.02%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2138620 | PA      | $2130406.16    | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622AA5G5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   39032523 | PA      | $33569080.83   | 0.06%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAE4<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |   25400000 | PA      | $21957245.65   | 0.04%             | 2047-11-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   11533000 | PA      | $11400251.36   | 0.02%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   23200000 | PA      | $22074631.34   | 0.04%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $16726754.70   | 0.03%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS       | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   35838000 | PA      | $33953948.68   | 0.06%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $41865800.80   | 0.08%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| IDAHO ST HSG & FIN ASSN SF MTG | Idaho Housing & Finance Association                                             | CUSIP: 45129Y6U5<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |   14850000 | PA      | $15899191.11   | 0.03%             | 2065-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5104289.05    | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7307600.16    | 0.01%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2017-JP7                             | CUSIP: 465968AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10500000 | PA      | $10366642.65   | 0.02%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC        | Janus Henderson US Holdings Inc                                                 | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10180001.10   | 0.02%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO       | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9956765.00    | 0.02%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1475469.60    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18709011.72   | 0.03%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $21148199.60   | 0.04%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC         | Jones Lang LaSalle Inc                                                          | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |    8675000 | PA      | $9288211.72    | 0.02%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563RTW9<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    7855000 | PA      | $8204527.86    | 0.01%             | 2033-07-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA           | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JAC1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    8225000 | PA      | $8426279.65    | 0.02%             | 2027-11-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    8000000 | PA      | $7911717.36    | 0.01%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   32000000 | PA      | $32129416.64   | 0.06%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-3                                      | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4483746 | PA      | $4355520.85    | 0.01%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-4                                      | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6692043 | PA      | $6489005.73    | 0.01%             | 2057-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   16025000 | PA      | $16271927.94   | 0.03%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19488063.40   | 0.03%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   61006000 | PA      | $40787562.91   | 0.07%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   49359000 | PA      | $32724531.80   | 0.06%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7025000 | PA      | $6761618.84    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $9246395.90    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM           | Adventist Health System/West                                                    | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |   19250000 | PA      | $18291449.14   | 0.03%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM           | Adventist Health System/West                                                    | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $6196720.41    | 0.01%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                                   | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    9482000 | PA      | $9972240.45    | 0.02%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                                   | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   23000000 | PA      | $23953066.87   | 0.04%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   26500000 | PA      | $27780100.52   | 0.05%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   30825000 | PA      | $30210632.17   | 0.05%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO         | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |   11975000 | PA      | $11870255.03   | 0.02%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO         | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10459623.90   | 0.02%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                   | Allegion plc                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |   21494000 | PA      | $20970847.22   | 0.04%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO         | Allegion US Holding Co Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |   13025000 | PA      | $13583305.68   | 0.02%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP        | American National Group Inc                                                     | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $17085358.46   | 0.03%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL         | American International Group Inc                                                | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10817823.87   | 0.02%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF           | American National Global Funding                                                | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15417588.45   | 0.03%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA       | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   21626000 | PA      | $21801457.58   | 0.04%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   12300000 | PA      | $10557248.92   | 0.02%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   17570000 | PA      | $17674973.37   | 0.03%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   30000000 | PA      | $31498957.20   | 0.06%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATLANTA GA INDEP SCH SYS COPS  | Atlanta Independent School System                                               | CUSIP: 04778CAF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4465000 | PA      | $4475988.37    | 0.01%             | 2026-03-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15244878.15   | 0.03%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   24000000 | PA      | $24290686.80   | 0.04%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   45131000 | PA      | $45123033.93   | 0.08%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    8700000 | PA      | $9095838.95    | 0.02%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2325000 | PA      | $2333960.57    | 0.00%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   18500000 | PA      | $19441693.85   | 0.03%             | 2036-05-28      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4832726.75    | 0.01%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8992496.60    | 0.02%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V16 Mortgage Trust                                               | CUSIP: 08164RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28750000 | PA      | $29306042.25   | 0.05%             | 2058-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   21825000 | PA      | $18458679.26   | 0.03%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   19345000 | PA      | $19939652.34   | 0.04%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    7600000 | PA      | $7903692.50    | 0.01%             | 2035-11-19      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO        | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7371700.10    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO       | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   83243000 | PA      | $101701494.28  | 0.18%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL       | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $10719128.81   | 0.02%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   32900000 | PA      | $33536969.33   | 0.06%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14507890.95   | 0.03%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   23641000 | PA      | $23494771.20   | 0.04%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC             | CCL Industries Inc                                                              | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $18868706.00   | 0.03%             | 2030-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING A | California Community Choice Financing Authority                                 | CUSIP: 13013JDE3<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |    5000000 | PA      | $5191556.00    | 0.01%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    8000000 | PA      | $8114954.08    | 0.01%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES        | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     982000 | PA      | $1055506.60    | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP           | Cantor Fitzgerald LP                                                            | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   14250000 | PA      | $15132666.38   | 0.03%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DMWJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13577711 | PA      | $11695466.62   | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVK53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   59114725 | PA      | $57053032.37   | 0.10%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7156105 | PA      | $6194818.95    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133AWZH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7478510 | PA      | $6455994.37    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EPBJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2817341 | PA      | $2893044.15    | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCG85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12756566 | PA      | $10554962.28   | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD2P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14345483 | PA      | $12366908.96   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDJ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23667220 | PA      | $20445528.34   | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDUZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26987093 | PA      | $23612023.85   | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XGGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   51879241 | PA      | $45327275.91   | 0.08%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XHMQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12418452 | PA      | $12262586.99   | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XJG49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16923613 | PA      | $16511128.91   | 0.03%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $18990681.83   | 0.03%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4459286.16    | 0.01%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4052450.52    | 0.01%             | 2051-09-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5827290.92    | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6184900.86    | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HENNEMAN TRUST                 | Henneman Trust                                                                  | CUSIP: 425911AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8800000 | PA      | $9187907.26    | 0.02%             | 2055-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| HORIZON MUTUAL HOLDINGS        | Horizon Mutual Holdings Inc                                                     | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14539520.85   | 0.03%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP          | Lincoln National Corp                                                           | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   20010000 | PA      | $19090268.56   | 0.03%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP          | Lincoln National Corp                                                           | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   15800000 | PA      | $15975097.02   | 0.03%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25550609.50   | 0.05%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1138000 | PA      | $1384494.56    | 0.00%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    9000000 | PA      | $9477960.57    | 0.02%             | 2036-01-14      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | National Bank of Canada                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $15166463.70   | 0.03%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER       | Nationwide Financial Services Inc                                               | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7598064.30    | 0.01%             | 2049-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   11948000 | PA      | $11964379.04   | 0.02%             | 2029-03-08      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2023-A                                | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   43682400 | PA      | $44928999.18   | 0.08%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10255954.20   | 0.02%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-A                                | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16282275 | PA      | $14924665.41   | 0.03%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    7035000 | PA      | $6840968.02    | 0.01%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE        | New York Life Insurance Co                                                      | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   12026000 | PA      | $13757439.38   | 0.02%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $11707885.92   | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   11750000 | PA      | $9195614.27    | 0.02%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE        | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   26800000 | PA      | $26882663.26   | 0.05%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $10184172.70   | 0.02%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                    | Nutrien Ltd                                                                     | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $6991120.78    | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   16055000 | PA      | $15282695.10   | 0.03%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   20000000 | PA      | $20432191.80   | 0.04%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10250000 | PA      | $7059781.49    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   60574000 | PA      | $60046947.44   | 0.11%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| NOVA SE UNIVERSITY INC         | Nova Southeastern University Inc                                                | CUSIP: 669857AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7200000 | PA      | $6227546.62    | 0.01%             | 2053-04-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL             | nVent Finance Sarl                                                              | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    5000000 | PA      | $5223230.65    | 0.01%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUND TRUST II        | Peachtree Corners Funding Trust II                                              | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6333140.70    | 0.01%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2199000 | PA      | $2115947.95    | 0.00%             | 2029-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-HYB2 Trust                                                             | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32845360 | PA      | $32571170.10   | 0.06%             | 2053-04-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM23 Trust                                                            | CUSIP: 67123BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   63450000 | PA      | $63454056.08   | 0.11%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| SK TELECOM CO LTD              | SK Telecom Co Ltd                                                               | CUSIP: 78440PAC2<br>LEI: 9884003WEA1PHW006037 | Long             | DBT              | CORP              | KR        |    1339000 | PA      | $1388888.50    | 0.00%             | 2027-07-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL       | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $17954067.25   | 0.03%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2022-NQM2 Trust                                                             | CUSIP: 67448DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   68084921 | PA      | $65559610.05   | 0.12%             | 2062-01-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   28703000 | PA      | $32296443.38   | 0.06%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP        | Sammons Financial Group Inc                                                     | CUSIP: 79588TAE0<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $22403380.69   | 0.04%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   19500000 | PA      | $21266673.09   | 0.04%             | 2034-01-10      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   20400000 | PA      | $20813876.63   | 0.04%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9722131.80    | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                 | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   43176000 | PA      | $45017566.50   | 0.08%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2023-SFR2 Trust                                            | CUSIP: 74331GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15309675 | PA      | $15307381.40   | 0.03%             | 2040-10-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2025-SFR5 Trust                                            | CUSIP: 74334RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26150000 | PA      | $25351504.52   | 0.05%             | 2042-10-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP           | Protective Life Corp                                                            | CUSIP: 743674AY9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $3314641.68    | 0.01%             | 2039-10-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                        | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4052133.66    | 0.01%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   23129000 | PA      | $24911682.48   | 0.04%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD        | Reliance Industries Ltd                                                         | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |   26000000 | PA      | $23751622.18   | 0.04%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T | Renaissance Home Equity Loan Trust 2007-1                                       | CUSIP: 75970JAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2482525 | PA      | $616147.38     | 0.00%             | 2037-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                       | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   16560000 | PA      | $15654882.56   | 0.03%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC             | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   41050000 | PA      | $41341861.40   | 0.07%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                | SBA Tower Trust                                                                 | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   59050000 | PA      | $57207132.17   | 0.10%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    6725000 | PA      | $6610600.22    | 0.01%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   33475000 | PA      | $35021884.77   | 0.06%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD             | Santos Finance Ltd                                                              | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   19600000 | PA      | $21436324.00   | 0.04%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                | Sealed Air Corp                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    8550000 | PA      | $8367807.11    | 0.02%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL        | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   17100000 | PA      | $17581052.93   | 0.03%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC          | Stellantis Finance US Inc                                                       | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    5193000 | PA      | $5293116.26    | 0.01%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP          | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |   51140000 | PA      | $50086591.18   | 0.09%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    7575000 | PA      | $6908125.79    | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                    | Swedbank AB                                                                     | CUSIP: 87020PAY3<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   29950000 | PA      | $31005471.84   | 0.06%             | 2029-03-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   44825000 | PA      | $44617399.74   | 0.08%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE        | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    5888000 | PA      | $5819941.20    | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  724825000 | PA      | $472297100.73  | 0.85%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  939275000 | PA      | $594751860.54  | 1.07%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  435675000 | PA      | $305261814.34  | 0.55%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  439700000 | PA      | $395901755.61  | 0.71%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   28721000 | PA      | $27651592.23   | 0.05%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP             | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   14150000 | PA      | $13705965.08   | 0.02%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   15000000 | PA      | $17187912.90   | 0.03%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2227476.08    | 0.00%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16749000 | PA      | $16786646.56   | 0.03%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                              | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4771442.55    | 0.01%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA            | Wells Fargo Bank NA                                                             | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10597372.90   | 0.02%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                 | Weir Group Inc                                                                  | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   32000000 | PA      | $32911462.08   | 0.06%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C35                                  | CUSIP: 95000FAT3<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   25670000 | PA      | $25462375.91   | 0.05%             | 2048-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $19443019.75   | 0.03%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10650000 | PA      | $11131320.15   | 0.02%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12625000 | PA      | $12864082.66   | 0.02%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C50                                  | CUSIP: 95001XAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14009341 | PA      | $13938784.08   | 0.03%             | 2052-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30651732.30   | 0.06%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   13825000 | PA      | $13533560.43   | 0.02%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12819324.25   | 0.02%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI | Dallas Fort Worth International Airport                                         | CUSIP: 2350366V7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1220000 | PA      | $1071374.35    | 0.00%             | 2033-11-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   36318000 | PA      | $37760488.49   | 0.07%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   14000000 | PA      | $12867758.26   | 0.02%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA       | Electricite de France SA                                                        | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   22000000 | PA      | $22923218.34   | 0.04%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC            | Eagle Materials Inc                                                             | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10798963.67   | 0.02%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9539000 | PA      | $9737296.35    | 0.02%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3822182.52    | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE       | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAQ0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6157045.08    | 0.01%             | 2028-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X9WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3663202 | PA      | $3580448.99    | 0.01%             | 2037-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XAZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27397718 | PA      | $23698301.20   | 0.04%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCBU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36405862 | PA      | $30137344.23   | 0.05%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    8725000 | PA      | $7976279.74    | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   11450000 | PA      | $11078734.09   | 0.02%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    6115000 | PA      | $6412328.18    | 0.01%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                   | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15443652.75   | 0.03%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AJ5<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     893000 | PA      | $951920.97     | 0.00%             | 2037-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECON DEV CORP FED  | Maryland Economic Development Corp                                              | CUSIP: 57422LAA1<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   17955000 | PA      | $13289619.48   | 0.02%             | 2034-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   22375000 | PA      | $21241969.60   | 0.04%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $22236369.50   | 0.04%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA INS CO         | Mutual of Omaha Insurance Co                                                    | CUSIP: 628312AE0<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9891888.40    | 0.02%             | 2064-01-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE        | New York Life Insurance Co                                                      | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $12526172.32   | 0.02%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE        | New York Life Insurance Co                                                      | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $12653556.79   | 0.02%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   13725000 | PA      | $9302626.16    | 0.02%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                              | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $9606880.60    | 0.02%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    8350000 | PA      | $8344750.27    | 0.01%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC               | Williams Cos Inc/The                                                            | CUSIP: 969457BD1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3886432.46    | 0.01%             | 2031-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12461003.16   | 0.02%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4925732.60    | 0.01%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                   | Assurant Inc                                                                    | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    9250000 | PA      | $9421920.22    | 0.02%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   37350000 | PA      | $37595095.18   | 0.07%             | 2035-09-30      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                  | BGC Group Inc                                                                   | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   19542000 | PA      | $20392608.74   | 0.04%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   13025000 | PA      | $13362312.98   | 0.02%             | 2029-06-12      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   15000000 | PA      | $16006457.25   | 0.03%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR3                                                                 | CUSIP: 06211EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   68801548 | PA      | $71416667.59   | 0.13%             | 2056-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR14                                                                | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40030000 | PA      | $41892503.83   | 0.08%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   12000000 | PA      | $12465373.80   | 0.02%             | 2028-07-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   52900000 | PA      | $57006378.90   | 0.10%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   60000000 | PA      | $61103750.40   | 0.11%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC           | Bayport Polymers LLC                                                            | CUSIP: 073096AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   61325000 | PA      | $61430154.59   | 0.11%             | 2027-04-14      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST           | Beacon Funding Trust                                                            | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |   37750000 | PA      | $38453201.72   | 0.07%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDING TRUST II       | Belrose Funding Trust II                                                        | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14599262.30   | 0.03%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B8 Mortgage Trust                                                | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24235000 | PA      | $24050251.75   | 0.04%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B31 Mortgage Trust                                               | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   42125000 | PA      | $37770930.51   | 0.07%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   18425000 | PA      | $18129491.01   | 0.03%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   27000000 | PA      | $25983139.77   | 0.05%             | 2028-09-30      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   32075000 | PA      | $29310571.54   | 0.05%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C13 Mortgage Trust                                                    | CUSIP: 09664JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   83825000 | PA      | $86362273.78   | 0.16%             | 2058-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE       | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3275000 | PA      | $2757515.06    | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2020-C19 Commercial Mortgage Trust                                        | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9500000 | PA      | $8685114.70    | 0.02%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11886301.56   | 0.02%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   15225000 | PA      | $15792861.59   | 0.03%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   12938000 | PA      | $13288196.60   | 0.02%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   13061000 | PA      | $11683560.30   | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   18084000 | PA      | $16934987.85   | 0.03%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2023-R2                                                               | CUSIP: 17181KAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   68722038 | PA      | $69472475.69   | 0.12%             | 2064-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3142000 | PA      | $3122401.84    | 0.01%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23186491.25   | 0.04%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $31618490.91   | 0.06%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2005-9                                            | CUSIP: 17307GM62<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5613 | PA      | $3950.66       | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P7                                     | CUSIP: 17325HBP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12275000 | PA      | $12169443.59   | 0.02%             | 2050-04-14      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-C7                                     | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23480000 | PA      | $22355728.29   | 0.04%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2C3<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9511555.00    | 0.02%             | 2029-01-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   15325000 | PA      | $15524001.41   | 0.03%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO        | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17300000 | PA      | $18551406.75   | 0.03%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $17123409.52   | 0.03%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   41000000 | PA      | $37373606.17   | 0.07%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS         | Cia Cervecerias Unidas SA                                                       | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |   25000000 | PA      | $22678820.00   | 0.04%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CP0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $12909297.66   | 0.02%             | 2051-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO              | DXC Technology Co                                                               | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   16724000 | PA      | $16442409.48   | 0.03%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   32425000 | PA      | $32921829.14   | 0.06%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                 | Capital One NA                                                                  | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   32508000 | PA      | $32998672.83   | 0.06%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC       | Duke Energy Progress LLC                                                        | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $7469447.33    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS        | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2319523.91    | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                | Eagle Materials Inc                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $7908283.73    | 0.01%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   16745000 | PA      | $19409193.80   | 0.03%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC       | Evergy Missouri West Inc                                                        | CUSIP: 30037EAC7<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15087400.65   | 0.03%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WG5L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5403109 | PA      | $4941131.07    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WLAT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28817964 | PA      | $28009500.66   | 0.05%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXHH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18242549 | PA      | $17538058.90   | 0.03%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140GSRX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3815442 | PA      | $3601687.07    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J7N27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6583431 | PA      | $6592765.41    | 0.01%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418AKN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     501482 | PA      | $486198.62     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418BRH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3521857 | PA      | $3380855.72    | 0.01%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  108344466 | PA      | $88712654.62   | 0.16%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3702867 | PA      | $3576193.82    | 0.01%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3                   | CUSIP: 35563PSB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22860291 | PA      | $18340839.12   | 0.03%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9944616.50    | 0.02%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29551743.00   | 0.05%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   23037000 | PA      | $23041452.36   | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   26000000 | PA      | $26387085.66   | 0.05%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9553157.35    | 0.02%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   10150000 | PA      | $10621479.07   | 0.02%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   36375000 | PA      | $37555364.75   | 0.07%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADG9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30161819.10   | 0.05%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   30300000 | PA      | $30702426.72   | 0.06%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                   | Illumina Inc                                                                    | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18187849.62   | 0.03%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12655784.64   | 0.02%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9148497.60    | 0.02%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                            | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30627489.60   | 0.05%             | 2027-07-02      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP       | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   31750000 | PA      | $33412575.10   | 0.06%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                   | KBC Group NV                                                                    | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   18500000 | PA      | $19110187.91   | 0.03%             | 2029-01-19      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5995368.84    | 0.01%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6990070.91    | 0.01%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5359000 | PA      | $5793226.75    | 0.01%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP              | Kinross Gold Corp                                                               | CUSIP: 496902AK3<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3272703.66    | 0.01%             | 2041-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   10613000 | PA      | $10588483.23   | 0.02%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION               | LG Energy Solution Ltd                                                          | CUSIP: 50205MAJ8<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    7500000 | PA      | $7737926.70    | 0.01%             | 2035-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6395735.26    | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST           | LXP Industrial Trust                                                            | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   14800000 | PA      | $13586061.38   | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2231000 | PA      | $1656709.14    | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO           | Liberty Utilities Co                                                            | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |   11350000 | PA      | $11731151.95   | 0.02%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP        | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1672800.25    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP        | Marathon Petroleum Corp                                                         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   14200000 | PA      | $14628187.94   | 0.03%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3600573.67    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC         | Massachusetts Electric Co                                                       | CUSIP: 575634AV2<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10015385.90   | 0.02%             | 2054-02-26      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AJ7<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5585604.24    | 0.01%             | 2041-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust   | METLIFE SECURITIZATION TRUST 2019-1                                             | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2166015 | PA      | $2144573.74    | 0.00%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT          | Freeport Indonesia PT                                                           | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |   15000000 | PA      | $15293505.00   | 0.03%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24065000 | PA      | $24761127.29   | 0.04%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   15992000 | PA      | $15232204.41   | 0.03%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    5875000 | PA      | $6126059.84    | 0.01%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4242633.04    | 0.01%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2023-1                                                | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   47470502 | PA      | $46176228.05   | 0.08%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                    | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   13083000 | PA      | $10058893.99   | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                    | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   40600000 | PA      | $27155336.80   | 0.05%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                  | Videotron Ltd                                                                   | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   11115000 | PA      | $10816561.03   | 0.02%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $4847108.56    | 0.01%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14127633.66   | 0.03%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T REIGN II LB PTT           | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                    | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   70000000 | PA      | $70843339.00   | 0.13%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   13400000 | PA      | $13465515.41   | 0.02%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   85471000 | PA      | $88312462.88   | 0.16%             | 2035-10-23      | Fixed         | 6.38%                 | 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        |   22375000 | PA      | $15953690.71   | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FMR LLC                        | FMR LLC                                                                         | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1763975.43    | 0.00%             | 2033-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7JH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1260607 | PA      | $1281767.74    | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16865328 | PA      | $16080114.34   | 0.03%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1910856 | PA      | $1813205.59    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8911363 | PA      | $8879427.85    | 0.02%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292LHE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2198217 | PA      | $2157472.08    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J8MW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16622881 | PA      | $15558992.25   | 0.03%             | 2038-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J9Q38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12565934 | PA      | $12042592.95   | 0.02%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J9V65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34851790 | PA      | $34029078.50   | 0.06%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JACQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6660450 | PA      | $6623254.42    | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X86E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42011078 | PA      | $38293465.19   | 0.07%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XAD41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2026613 | PA      | $1847263.61    | 0.00%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBVY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15194520 | PA      | $13144440.39   | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCDV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16313209 | PA      | $14110502.04   | 0.03%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCG44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19035950 | PA      | $16357259.81   | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    4307000 | PA      | $4179544.37    | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $8661921.95    | 0.02%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO       | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14426208.90   | 0.03%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FOX CORP                       | Fox Corp                                                                        | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7732301.92    | 0.01%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                   | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14926520.40   | 0.03%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $11648511.00   | 0.02%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust  | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16525000 | PA      | $16769452.67   | 0.03%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   26098000 | PA      | $25764249.64   | 0.05%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   30000000 | PA      | $31070963.10   | 0.06%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE                | Cellnex Finance Co SA                                                           | CUSIP: 15118JAA3<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |   51774000 | PA      | $41071463.04   | 0.07%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   17675000 | PA      | $15203050.15   | 0.03%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC             | Cenovus Energy Inc                                                              | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $7004454.03    | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   20600000 | PA      | $20563569.31   | 0.04%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   26105000 | PA      | $26119837.04   | 0.05%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2017-CD3 Mortgage Trust                                                      | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7200000 | PA      | $7027693.20    | 0.01%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP           | Cantor Fitzgerald LP                                                            | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   17450000 | PA      | $17425250.14   | 0.03%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $9048372.56    | 0.02%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC               | Carlisle Cos Inc                                                                | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5114961.40    | 0.01%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132CXCC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23849277 | PA      | $22180693.93   | 0.04%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BC79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9635153 | PA      | $9219641.50    | 0.02%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2021-3                   | CUSIP: 35563P4Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   58120494 | PA      | $47115256.13   | 0.08%             | 2061-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36184HMM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4660782 | PA      | $4270178.97    | 0.01%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     503442 | PA      | $518373.78     | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ABCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   76511932 | PA      | $65447133.42   | 0.12%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ACN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15564686 | PA      | $15957041.39   | 0.03%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-1                                                | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  107192649 | PA      | $109033672.36  | 0.20%             | 2064-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                                              | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   21000000 | PA      | $20835494.40   | 0.04%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP       | Trustage Financial Group Inc                                                    | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |   12205000 | PA      | $11771147.40   | 0.02%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9246984.90    | 0.02%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  256500000 | PA      | $231591444.03  | 0.42%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   23850000 | PA      | $24044028.57   | 0.04%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   65430000 | PA      | $69301002.38   | 0.12%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $3339296.70    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4980662.00    | 0.01%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP             | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $35352166.85   | 0.06%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIDEOTRON LTD                  | Videotron Ltd                                                                   | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $20481337.40   | 0.04%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                              | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     301000 | PA      | $342890.38     | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31438962.90   | 0.06%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL FUNDING            | Voya Global Funding                                                             | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11750000 | PA      | $11817443.36   | 0.02%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| W CONTRA COSTA CA UNIF SCH DIS | West Contra Costa Unified School District                                       | CUSIP: 952347YH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1785000 | PA      | $1944533.30    | 0.00%             | 2030-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25553386 | PA      | $24726897.68   | 0.04%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36081021 | PA      | $30906186.83   | 0.06%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2018-CX11 Commercial Mortgage Trust                                       | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22023039 | PA      | $21931969.33   | 0.04%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7726136.88    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMNE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21012391 | PA      | $22147814.29   | 0.04%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQNQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35508514 | PA      | $36916431.27   | 0.07%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   83585278 | PA      | $73075911.02   | 0.13%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XRNT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14147376 | PA      | $14674498.14   | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XRNW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42524830 | PA      | $44267964.80   | 0.08%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   16900000 | PA      | $16695188.39   | 0.03%             | 2027-06-16      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO LLC           | AEGON Funding Co LLC                                                            | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   31625000 | PA      | $32128624.96   | 0.06%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   48306000 | PA      | $44883142.15   | 0.08%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASB BANK LIMITED               | ASB Bank Ltd                                                                    | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    4350000 | PA      | $4406320.84    | 0.01%             | 2032-06-17      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   21434000 | PA      | $22710390.41   | 0.04%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11548842.36   | 0.02%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   38369000 | PA      | $39667981.73   | 0.07%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   23925000 | PA      | $23962311.76   | 0.04%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C36                                                  | CUSIP: 05556CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35000000 | PA      | $35873281.50   | 0.06%             | 2058-08-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C38                                                  | CUSIP: 05556RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   62175000 | PA      | $62805330.15   | 0.11%             | 2058-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   37683000 | PA      | $37254273.73   | 0.07%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14313144.45   | 0.03%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR17                                                                | CUSIP: 06211GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   98250000 | PA      | $101384273.25  | 0.18%             | 2058-11-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR7                                                                 | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  121425000 | PA      | $126789908.63  | 0.23%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   40000000 | PA      | $40848116.00   | 0.07%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                 | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   67160000 | PA      | $59450918.51   | 0.11%             | 2053-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 Trust 2025-5YR13                                                          | CUSIP: 06650CAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   38350000 | PA      | $39206370.84   | 0.07%             | 2058-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $32751035.00   | 0.06%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC         | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAA1<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   20009000 | PA      | $15302601.87   | 0.03%             | 2051-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2175000 | PA      | $2141570.36    | 0.00%             | 2028-01-20      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $9133341.30    | 0.02%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140ME5D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48028032 | PA      | $49746665.54   | 0.09%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QEAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28196355 | PA      | $24153591.93   | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W0F67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47329981 | PA      | $42994059.42   | 0.08%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1B44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23492002 | PA      | $22337440.76   | 0.04%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1VD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18132666 | PA      | $16536927.00   | 0.03%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6JR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25793643 | PA      | $25203353.60   | 0.05%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8Z42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7576428 | PA      | $7259008.40    | 0.01%             | 2040-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBJL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   63044956 | PA      | $54786071.20   | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622AAPJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   49484198 | PA      | $45549540.45   | 0.08%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622AB4S8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20319147 | PA      | $19230915.19   | 0.03%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   27583000 | PA      | $28480842.10   | 0.05%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAD6<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    8250000 | PA      | $7499254.13    | 0.01%             | 2044-06-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE        | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |   24727000 | PA      | $20354560.44   | 0.04%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   13925000 | PA      | $13891177.71   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   24600000 | PA      | $25401911.54   | 0.05%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12014724.36   | 0.02%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3822864.70    | 0.01%             | 2033-05-17      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8299116.40    | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                     | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    7175000 | PA      | $6715811.12    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT       | Interstate Power and Light Co                                                   | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $8590846.01    | 0.02%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $47926531.00   | 0.09%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTION               | LG Energy Solution Ltd                                                          | CUSIP: 50205MAE9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   18000000 | PA      | $18277508.52   | 0.03%             | 2034-07-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $24404849.89   | 0.04%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8622000 | PA      | $6479278.84    | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC       | Constellation Energy Generation LLC                                             | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   12600000 | PA      | $13002601.75   | 0.02%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                   | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   39575000 | PA      | $41827618.50   | 0.08%             | 2035-03-28      | Variable      | 5.87%                 | 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        |   44806000 | PA      | $43454156.83   | 0.08%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    8000000 | PA      | $8085536.32    | 0.01%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AGREE LP                       | Agree LP                                                                        | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4682678.55    | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    6500000 | PA      | $6661707.65    | 0.01%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10439265.30   | 0.02%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   67824000 | PA      | $70470219.83   | 0.13%             | 2030-03-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   15500000 | PA      | $15798004.55   | 0.03%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4575000 | PA      | $5238675.81    | 0.01%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   12125000 | PA      | $12542208.40   | 0.02%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B14 Mortgage Trust                                               | CUSIP: 08162YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28769000 | PA      | $27274979.80   | 0.05%             | 2062-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B24 Mortgage Trust                                               | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26400000 | PA      | $23684308.56   | 0.04%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5107794.55    | 0.01%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   16918000 | PA      | $17141578.98   | 0.03%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   22200000 | PA      | $23789349.06   | 0.04%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   26250000 | PA      | $26917103.59   | 0.05%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST         | 200 Park Funding Trust                                                          | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21925000 | PA      | $21883987.75   | 0.04%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   32225000 | PA      | $35694104.07   | 0.06%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC       | Baxter International Inc                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14172512.55   | 0.03%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO          | Becton Dickinson & Co                                                           | CUSIP: 075887BM0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    6815000 | PA      | $6067199.59    | 0.01%             | 2044-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO          | Becton Dickinson & Co                                                           | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14153561.70   | 0.03%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V13 Mortgage Trust                                               | CUSIP: 08164AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   68500000 | PA      | $70498329.95   | 0.13%             | 2058-02-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2087000 | PA      | $2098198.78    | 0.00%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL INSURANCE       | Liberty Mutual Insurance Co                                                     | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |     465000 | PA      | $523236.91     | 0.00%             | 2097-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15708914.10   | 0.03%             | 2035-11-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $19954001.80   | 0.04%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    9675000 | PA      | $9724348.98    | 0.02%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   24186000 | PA      | $23115569.00   | 0.04%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   49720000 | PA      | $44665766.60   | 0.08%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11425000 | PA      | $11874115.04   | 0.02%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   18000000 | PA      | $18377476.38   | 0.03%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK9                                                                  | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   97164483 | PA      | $95910001.69   | 0.17%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK4                                                                  | CUSIP: 06541FAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30855622 | PA      | $30616111.40   | 0.05%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG       | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   13675000 | PA      | $8511229.47    | 0.02%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   28350000 | PA      | $28323160.77   | 0.05%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   26788000 | PA      | $25339704.10   | 0.05%             | 2029-09-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   25550000 | PA      | $23868498.80   | 0.04%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9HT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9092921 | PA      | $8167489.83    | 0.01%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DQ7G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19947903 | PA      | $20935809.43   | 0.04%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417YEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     172421 | PA      | $173123.14     | 0.00%             | 2029-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418BD45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2313008 | PA      | $2302296.54    | 0.00%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVMC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   74837983 | PA      | $67598785.89   | 0.12%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133ASKM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13335207 | PA      | $12075326.69   | 0.02%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16958523 | PA      | $15951993.17   | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   28900000 | PA      | $26659896.84   | 0.05%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4                   | CUSIP: 35563PML0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24307208 | PA      | $22892414.64   | 0.04%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $22226502.50   | 0.04%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II         | Five Corners Funding Trust II                                                   | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30000000 | PA      | $28264929.90   | 0.05%             | 2030-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust/Ford Credit                                        | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   78350000 | PA      | $80572170.54   | 0.14%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179ME48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2680481 | PA      | $2606240.88    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3436895 | PA      | $3334212.15    | 0.01%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust 2023-REV1                                          | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  114364000 | PA      | $116668034.33  | 0.21%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                 | Var Energi ASA                                                                  | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   20000000 | PA      | $21139316.60   | 0.04%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2343770 | PA      | $2258431.79    | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179S2S5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     561543 | PA      | $574077.61     | 0.00%             | 2047-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   34086000 | PA      | $33308970.09   | 0.06%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   15325000 | PA      | $15285717.89   | 0.03%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21088188 | PA      | $21665199.94   | 0.04%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ACVT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26555425 | PA      | $27398118.61   | 0.05%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ADAD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   82477425 | PA      | $85658976.35   | 0.15%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ADAM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  110121644 | PA      | $95252866.76   | 0.17%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva | GM Financial Revolving Receivables Trust 2024-1                                 | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11752000 | PA      | $12090723.20   | 0.02%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10779900.56   | 0.02%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10430558.00   | 0.02%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15590086.35   | 0.03%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9301722.60    | 0.02%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC          | Whistler Pipeline LLC                                                           | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |    7395000 | PA      | $7662045.36    | 0.01%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC       | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    6400000 | PA      | $6688979.97    | 0.01%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   31150000 | PA      | $31220624.21   | 0.06%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                       | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10273801.10   | 0.02%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   15600000 | PA      | $16142857.54   | 0.03%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   89350000 | PA      | $87964300.34   | 0.16%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I        | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    1553000 | PA      | $1650650.90    | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12119183.83   | 0.02%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK10                                                                 | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |   11050000 | PA      | $10953283.77   | 0.02%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-CB3 Trust                   | CUSIP: 92922FXM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     728086 | PA      | $754815.34     | 0.00%             | 2034-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C34                                  | CUSIP: 95000DBD2<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |   10250000 | PA      | $10197553.83   | 0.02%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK12                                                                 | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17442008 | PA      | $17450938.31   | 0.03%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK7                                                                  | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $345565.47     | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $8319789.92    | 0.01%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   80745000 | PA      | $76082114.32   | 0.14%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3199000 | PA      | $3178521.95    | 0.01%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C42                                  | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7315000 | PA      | $7218462.48    | 0.01%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV              | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |   23656000 | PA      | $23571223.52   | 0.04%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   44155000 | PA      | $39982467.74   | 0.07%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP           | Western Digital Corp                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     850000 | PA      | $850650.25     | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10295501.06   | 0.02%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                | Cameron LNG LLC                                                                 | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17525922.40   | 0.03%             | 2035-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   10075000 | PA      | $8906085.50    | 0.02%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9843493.80    | 0.02%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC          | Whistler Pipeline LLC                                                           | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10312597.90   | 0.02%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   25975000 | PA      | $25556035.20   | 0.05%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                              | CUSIP: 205887AF9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    6672000 | PA      | $6812077.24    | 0.01%             | 2026-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   23750000 | PA      | $23798840.93   | 0.04%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   26000000 | PA      | $25756515.72   | 0.05%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   23390000 | PA      | $21723203.57   | 0.04%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | Credit Suisse First Boston Mortgage Securities Corp                             | CUSIP: 22541QZW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1694955 | PA      | $1638978.82    | 0.00%             | 2033-11-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                | DTE Electric Co                                                                 | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    9375000 | PA      | $9126381.09    | 0.02%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO              | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   79300000 | PA      | $74796576.79   | 0.13%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    6362000 | PA      | $6539221.84    | 0.01%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   11967000 | PA      | $12415627.03   | 0.02%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI | Dallas Fort Worth International Airport                                         | CUSIP: 2350366T2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2500000 | PA      | $2252833.25    | 0.00%             | 2031-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   10000000 | PA      | $10220845.10   | 0.02%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC            | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   53000000 | PA      | $49003183.08   | 0.09%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   13500000 | PA      | $13648023.59   | 0.02%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS        | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    2810000 | PA      | $2501697.56    | 0.00%             | 2032-01-07      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    6675000 | PA      | $6998611.08    | 0.01%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3022509.72    | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10171182.30   | 0.02%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    8150000 | PA      | $7383057.70    | 0.01%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS       | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $5301129.92    | 0.01%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7603000 | PA      | $8032419.80    | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4449118.86    | 0.01%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5797000 | PA      | $5706017.94    | 0.01%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12648272.52   | 0.02%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3385245.27    | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | Enterprise Products Operating LLC                                               | CUSIP: 293791AT6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5630000 | PA      | $5935233.88    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC       | Evergy Missouri West Inc                                                        | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   13700000 | PA      | $14201522.34   | 0.03%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132A5GL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10405878 | PA      | $9454567.56    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FJXV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1375000 | PA      | $1381707.39    | 0.00%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FL2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39850000 | PA      | $39180523.99   | 0.07%             | 2031-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138M3RK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2374454 | PA      | $2281448.79    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59568 | PA      | $61328.32      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1171501 | PA      | $1190365.56    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418BG59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2651286 | PA      | $2628242.69    | 0.00%             | 2034-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37141866 | PA      | $30412022.05   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  193875626 | PA      | $158444339.37  | 0.28%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                                      | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   23965000 | PA      | $19978626.91   | 0.04%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP            | First Industrial LP                                                             | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10217629.00   | 0.02%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                      | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   29519000 | PA      | $35559150.62   | 0.06%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI       | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8125000 | PA      | $8297633.18    | 0.01%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $10021803.70   | 0.02%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust   | Navient Refinance Loan Trust 2025-B                                             | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  127125243 | PA      | $127280958.49  | 0.23%             | 2055-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2018-1                                      | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8618568 | PA      | $8450416.68    | 0.02%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2024-NQM2                                   | CUSIP: 64832BAC9<br>LEI: 213800Z6O4V4V96AU133 | Long             | ABS-MBS          | CORP              | US        |   41605841 | PA      | $41726347.96   | 0.07%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER           | Niagara Mohawk Power Corp                                                       | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    9875000 | PA      | $10049324.07   | 0.02%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    5779000 | PA      | $5551368.25    | 0.01%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   32975000 | PA      | $32569386.40   | 0.06%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP          | Norfolk Southern Corp                                                           | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $11203786.93   | 0.02%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA ST HSG FIN AGY  | North Carolina Housing Finance Agency                                           | CUSIP: 6582073D5<br>LEI: EC4EE0PS5OP5O69B5C39 | Long             | DBT              | MUN               | US        |   12035000 | PA      | $12661010.15   | 0.02%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL             | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   32634000 | PA      | $32824113.28   | 0.06%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM18 Trust                                                            | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |  157084896 | PA      | $157600338.31  | 0.28%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-HYB1 Trust                                                             | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28573494 | PA      | $28495082.46   | 0.05%             | 2053-03-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP         | Old Republic International Corp                                                 | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15608261.55   | 0.03%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR       | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7200000 | PA      | $4663287.79    | 0.01%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12357405.72   | 0.02%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS            | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1020000 | PA      | $1017276.82    | 0.00%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL       | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2E2<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    9425000 | PA      | $9453315.24    | 0.02%             | 2030-12-12      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD             | Santos Finance Ltd                                                              | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    9000000 | PA      | $8432226.00    | 0.02%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC             | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   27625000 | PA      | $24865678.26   | 0.04%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC           | Smithfield Foods Inc                                                            | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9209265.10    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYENSQO FINANCE AMERICA        | Syensqo Finance America LLC                                                     | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13585631.67   | 0.02%             | 2034-06-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP            | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   21552000 | PA      | $23134740.30   | 0.04%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1997018.64    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   34843000 | PA      | $34324281.46   | 0.06%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  119330000 | PA      | $117471451.96  | 0.21%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18286591.60   | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   29050000 | PA      | $24468555.87   | 0.04%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-6                                                | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5131405 | PA      | $5064656.40    | 0.01%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-4                                                | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9415942 | PA      | $8980225.23    | 0.02%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-1                                                | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     249720 | PA      | $248209.98     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   41794356 | PA      | $40324883.17   | 0.07%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC        | Trinity Acquisition PLC                                                         | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   28055000 | PA      | $28060654.77   | 0.05%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO       | Tucson Electric Power Co                                                        | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5199560.15    | 0.01%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UPMC                           | UPMC                                                                            | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    9275000 | PA      | $9466353.36    | 0.02%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  503525000 | PA      | $506239311.94  | 0.91%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP             | Valero Energy Corp                                                              | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   15475000 | PA      | $15354996.48   | 0.03%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC          | Whistler Pipeline LLC                                                           | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   13775000 | PA      | $14308462.08   | 0.03%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $9186696.50    | 0.02%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                | Xcel Energy Inc                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14438058.45   | 0.03%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   16031000 | PA      | $15410265.57   | 0.03%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2004-7AR                                     | CUSIP: 61748HCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     403648 | PA      | $398728.18     | 0.00%             | 2034-09-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                     | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   41287079 | PA      | $40758232.81   | 0.07%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                     | NBN Co Ltd                                                                      | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   18875000 | PA      | $17361563.81   | 0.03%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust      | Nelnet Student Loan Trust 2021-A                                                | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17189148 | PA      | $16264348.00   | 0.03%             | 2062-04-20      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE ST HLTH & EDU FA | New Hampshire Health and Education Facilities Authority Act                     | CUSIP: 64461XKB0<br>LEI: 549300CNCK7OT82W5653 | Long             | DBT              | MUN               | US        |    7000000 | PA      | $7043850.80    | 0.01%             | 2034-11-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HGR EDU ASSISTAN | New Jersey Higher Education Student Assistance Authority                        | CUSIP: 646080VF5<br>LEI: 5493007OOYUHTF8GSL63 | Long             | DBT              | MUN               | US        |    6445000 | PA      | $6247737.24    | 0.01%             | 2039-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-2                                      | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3175660 | PA      | $3094365.44    | 0.01%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15477069.45   | 0.03%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4238000 | PA      | $3770810.64    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132AEQP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30443353 | PA      | $27114049.48   | 0.05%             | 2048-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132CWZG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24545320 | PA      | $23964063.50   | 0.04%             | 2034-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132J8DG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7590636 | PA      | $7438122.11    | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132M9MN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5879396 | PA      | $5764333.28    | 0.01%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335ABG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6100664 | PA      | $5658472.97    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133GDPC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27908035 | PA      | $25350507.28   | 0.05%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F4D41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21899299 | PA      | $21798222.73   | 0.04%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6050000 | PA      | $6005913.65    | 0.01%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   56883183 | PA      | $55931174.94   | 0.10%             | 2038-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO               | Genuine Parts Co                                                                | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   26375000 | PA      | $29358982.57   | 0.05%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC            | Gilead Sciences Inc                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4555456.96    | 0.01%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    6840000 | PA      | $6696717.39    | 0.01%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14783488.95   | 0.03%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23879076.75   | 0.04%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   60619000 | PA      | $61405704.90   | 0.11%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III            | LYB International Finance III LLC                                               | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    5925000 | PA      | $5952046.08    | 0.01%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD             | Macquarie Bank Ltd                                                              | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   15000000 | PA      | $15229834.95   | 0.03%             | 2036-08-13      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    9000000 | PA      | $8853150.42    | 0.02%             | 2033-06-21      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST EDUCTNL FING  | Massachusetts Educational Financing Authority                                   | CUSIP: 57563NAB4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    5750119 | PA      | $5702552.14    | 0.01%             | 2033-05-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AM0<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   40670000 | PA      | $36004231.86   | 0.06%             | 2069-02-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2021-NMR1                                         | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7107689 | PA      | $6857463.17    | 0.01%             | 2060-11-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   13600000 | PA      | $13908163.35   | 0.02%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   48200000 | PA      | $43638356.82   | 0.08%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC          | Stellantis Finance US Inc                                                       | CUSIP: 85855CAD2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   13750000 | PA      | $14040515.91   | 0.03%             | 2028-01-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB       | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   15000000 | PA      | $14828059.05   | 0.03%             | 2027-06-11      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB       | Svenska Handelsbanken AB                                                        | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   15250000 | PA      | $15761551.03   | 0.03%             | 2028-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   15925000 | PA      | $16185019.10   | 0.03%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    4078000 | PA      | $4079549.15    | 0.01%             | 2027-01-12      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  662350000 | PA      | $448664504.20  | 0.81%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  953700000 | PA      | $669489951.60  | 1.20%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  725475000 | PA      | $685007097.66  | 1.23%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  196575000 | PA      | $203017438.97  | 0.36%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  153350000 | PA      | $153242176.55  | 0.28%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                   | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9828950.00    | 0.02%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6083317.68    | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   27000000 | PA      | $27309273.66   | 0.05%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   45621000 | PA      | $51351658.65   | 0.09%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   42450000 | PA      | $45440602.50   | 0.08%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SYENSQO FINANCE AMERICA        | Syensqo Finance America LLC                                                     | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10356942.90   | 0.02%             | 2029-06-04      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   24000000 | PA      | $23623504.56   | 0.04%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   12000000 | PA      | $12470755.68   | 0.02%             | 2029-01-09      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL  | Starwood Mortgage Residential Trust 2022-4                                      | CUSIP: 85571YAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39451803 | PA      | $39380869.06   | 0.07%             | 2067-05-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                     | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    7500000 | PA      | $5574603.45    | 0.01%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                 | Globe Life Inc                                                                  | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5047260.45    | 0.01%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6155891.63    | 0.01%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-28CB                                                | CUSIP: 02147TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     387887 | PA      | $176889.93     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi | Countrywide Asset-Backed Certificates                                           | CUSIP: 126673TD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34745 | PA      | $34686.55      | 0.00%             | 2035-02-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     602661 | PA      | $619255.25     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   42000000 | PA      | $43373050.98   | 0.08%             | 2033-08-21      | Fixed         | 5.62%                 | 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: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   18525000 | PA      | $16662783.27   | 0.03%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $19643209.74   | 0.04%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2017-C7                              | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17170000 | PA      | $16881942.34   | 0.03%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                            | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14952795.45   | 0.03%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    7200000 | PA      | $7411157.35    | 0.01%             | 2029-02-28      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC         | Equitable Holdings Inc                                                          | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    2183000 | PA      | $2194389.82    | 0.00%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY              | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    9925000 | PA      | $8767677.91    | 0.02%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FCLD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25854000 | PA      | $25598014.38   | 0.05%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                     | FedEx Corp                                                                      | CUSIP: 31428XDV5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13152765.30   | 0.02%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   20975000 | PA      | $20644956.28   | 0.04%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCM2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   14500000 | PA      | $14831159.41   | 0.03%             | 2028-02-16      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $20048700.40   | 0.04%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   18000000 | PA      | $18863406.90   | 0.03%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC PWR COOP        | Basin Electric Power Cooperative                                                | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |   11225000 | PA      | $11044973.11   | 0.02%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC              | CF Industries Inc                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3017142.54    | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C16 Commercial Mortgage Trust                                        | CUSIP: 12596WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33939000 | PA      | $32905913.81   | 0.06%             | 2052-06-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TR 2013       | CVS Pass-Through Trust Series 2013                                              | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8259479 | PA      | $7674672.68    | 0.01%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36857000 | PA      | $37311660.21   | 0.07%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24375000 | PA      | $16006864.82   | 0.03%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11460000 | PA      | $10279290.07   | 0.02%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2015-GC35                                   | CUSIP: 17324KAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17180032 | PA      | $17118904.04   | 0.03%             | 2048-11-10      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                | Concentrix Corp                                                                 | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   62000000 | PA      | $63970829.34   | 0.11%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC       | Constellation Energy Generation LLC                                             | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5344446.65    | 0.01%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust            | DBGS 2018-C1 Mortgage Trust                                                     | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19875000 | PA      | $19896882.38   | 0.04%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI | Dallas Fort Worth International Airport                                         | CUSIP: 2350366U9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5000000 | PA      | $4451792.00    | 0.01%             | 2032-11-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   15000000 | PA      | $15139872.45   | 0.03%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   12300000 | PA      | $11724373.78   | 0.02%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC         | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10812709.22   | 0.02%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                 | Dignity Health                                                                  | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    2921000 | PA      | $2626527.33    | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10322056.60   | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR       | Edwards Lifesciences Corp                                                       | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18111674.16   | 0.03%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8851422.42    | 0.02%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7019000 | PA      | $7133209.03    | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1921456.86    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC        | Essential Utilities Inc                                                         | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10214995.50   | 0.02%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9B43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2248372 | PA      | $2173941.08    | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2724150 | PA      | $2800954.81    | 0.01%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJUV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     998879 | PA      | $971906.13     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3129366F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1061033 | PA      | $1072727.88    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 312938K51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4891005 | PA      | $4944164.25    | 0.01%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 312942NM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     745983 | PA      | $752828.58     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 312945DS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7044817 | PA      | $6914980.51    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 312946PD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     533457 | PA      | $538188.46     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132A9Q67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   44888559 | PA      | $43675880.56   | 0.08%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132CW3B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14782704 | PA      | $13474166.12   | 0.02%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9BV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7317668 | PA      | $6833632.75    | 0.01%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9GR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   60062675 | PA      | $52473400.29   | 0.09%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32090163 | PA      | $29418193.23   | 0.05%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DPHQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   93317743 | PA      | $97214288.09   | 0.17%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DPMM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   85236185 | PA      | $87513246.74   | 0.16%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DPMZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28325033 | PA      | $29594830.51   | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   99056418 | PA      | $89357867.58   | 0.16%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132E0JD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34681307 | PA      | $36475947.31   | 0.07%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132J4JU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3651522 | PA      | $3599216.91    | 0.01%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132J85A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2129258 | PA      | $1974921.24    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133ANJT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27570780 | PA      | $23850382.77   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYUK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   47655708 | PA      | $43194130.96   | 0.08%             | 2040-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYUP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   67508895 | PA      | $59143041.12   | 0.11%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9740106 | PA      | $8632756.55    | 0.02%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138LTJQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2195012 | PA      | $2034803.49    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WH6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10508275 | PA      | $9114859.52    | 0.02%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WQAX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12100014 | PA      | $11209899.41   | 0.02%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WTRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2463471 | PA      | $2281220.85    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138X0Y28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1039566 | PA      | $962767.95     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138XYCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2850115 | PA      | $2792842.63    | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138Y64A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3409358 | PA      | $3434170.89    | 0.01%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402QYZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     140058 | PA      | $146166.02     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     853895 | PA      | $877938.20     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31403DWF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60488 | PA      | $63279.71      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140EVTB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3804327 | PA      | $3479914.48    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   77241632 | PA      | $69075429.43   | 0.12%             | 2054-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXTC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7935118 | PA      | $6549235.04    | 0.01%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  111093640 | PA      | $105070517.98  | 0.19%             | 2062-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140GQ3C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3943414 | PA      | $3725546.12    | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J5ED7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30552494 | PA      | $28305346.45   | 0.05%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J8TE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9943342 | PA      | $9652234.18    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JAND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14378506 | PA      | $13933679.65   | 0.03%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JBSP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8395297 | PA      | $7988168.89    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QFNW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   52273430 | PA      | $47656488.71   | 0.09%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X9EH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20265490 | PA      | $18219670.53   | 0.03%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCYA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  102966173 | PA      | $88928859.40   | 0.16%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XD6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  106421629 | PA      | $91996488.92   | 0.17%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFRP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20505641 | PA      | $18467845.32   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XJG31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21493864 | PA      | $21021784.61   | 0.04%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7245565 | PA      | $7196128.23    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   53894183 | PA      | $54960912.50   | 0.10%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418MH39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     355383 | PA      | $365180.41     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5040063.35    | 0.01%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                       | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5131607.35    | 0.01%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20997938 | PA      | $19887686.12   | 0.04%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179N2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23868786 | PA      | $22433560.80   | 0.04%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING        | Corebridge Global Funding                                                       | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18299158.56   | 0.03%             | 2028-01-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    8650000 | PA      | $7200573.65    | 0.01%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9438089 | PA      | $8613496.64    | 0.02%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2789640 | PA      | $2784099.32    | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $45508173.30   | 0.08%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2018-CX11 Commercial Mortgage Trust                                       | CUSIP: 12652UAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7422119 | PA      | $7372256.24    | 0.01%             | 2051-04-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179UMN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27915729 | PA      | $28356998.37   | 0.05%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179W2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14716287 | PA      | $14025823.13   | 0.03%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8773721.46    | 0.02%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                              | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4585660.31    | 0.01%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622A3BU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15972637 | PA      | $14581088.42   | 0.03%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ABB35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   89836897 | PA      | $77685834.94   | 0.14%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC       | Constellation Brands Inc                                                        | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    7950000 | PA      | $7997896.92    | 0.01%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                                          | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13058481.24   | 0.02%             | 2035-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22534PAG8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   32000000 | PA      | $33552595.20   | 0.06%             | 2033-07-05      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE USA LLC          | Credit Suisse USA LLC                                                           | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    5063000 | PA      | $5793241.96    | 0.01%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ABDU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29369964 | PA      | $25372655.24   | 0.05%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC       | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   25000000 | PA      | $24835515.50   | 0.04%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1993174.36    | 0.00%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11181856.95   | 0.02%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $21101949.80   | 0.04%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   14467000 | PA      | $13424806.29   | 0.02%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9625000 | PA      | $8784335.18    | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA         | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5026024.80    | 0.01%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10450000 | PA      | $10857356.15   | 0.02%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   20400000 | PA      | $20607769.72   | 0.04%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND        | Guardian Life Global Funding                                                    | CUSIP: 40139LBG7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   16350000 | PA      | $16828905.07   | 0.03%             | 2027-10-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND        | Guardian Life Global Funding                                                    | CUSIP: 40139LBN2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   61400000 | PA      | $61567300.26   | 0.11%             | 2030-10-06      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3302442.21    | 0.01%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN               | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    3674000 | PA      | $3162737.55    | 0.01%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7879720.96    | 0.01%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10225000 | PA      | $10752665.11   | 0.02%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS       | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $23236877.80   | 0.04%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   20979000 | PA      | $24319138.97   | 0.04%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   17286000 | PA      | $16685409.34   | 0.03%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   37085000 | PA      | $33963108.68   | 0.06%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                       | Engie SA                                                                        | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    6300000 | PA      | $6381119.24    | 0.01%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25836092.25   | 0.05%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    9000000 | PA      | $9035634.15    | 0.02%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HP INC                         | HP Inc                                                                          | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $34462439.20   | 0.06%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10416445.20   | 0.02%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                                          | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    9050000 | PA      | $9296294.39    | 0.02%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22183032 | PA      | $20160926.58   | 0.04%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D6NR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3625746 | PA      | $3459032.94    | 0.01%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DMUD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27005287 | PA      | $24124818.61   | 0.04%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DTGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22102716 | PA      | $22494660.54   | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  108662291 | PA      | $94087022.80   | 0.17%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6896458 | PA      | $5987087.72    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   60747409 | PA      | $50626204.21   | 0.09%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34825616 | PA      | $35428591.41   | 0.06%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132E0KT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   62325778 | PA      | $64717666.89   | 0.12%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KK2G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33715461 | PA      | $29203650.03   | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133SSSH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19388957 | PA      | $18448558.01   | 0.03%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133USJW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14470012 | PA      | $11848146.14   | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4333109 | PA      | $4402788.64    | 0.01%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FEZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   70395000 | PA      | $70484408.69   | 0.13%             | 2028-04-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9768 | PA      | $10136.24      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2008921 | PA      | $2021510.01    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QWC59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   69430486 | PA      | $72262077.38   | 0.13%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W06J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49596787 | PA      | $51606476.43   | 0.09%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23629165 | PA      | $24120706.20   | 0.04%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6PB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30461655 | PA      | $27682522.22   | 0.05%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBZ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   55565012 | PA      | $48341959.54   | 0.09%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFGA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36560148 | PA      | $31531369.24   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFUK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25339576 | PA      | $22832123.76   | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30613274 | PA      | $29318279.26   | 0.05%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQ3Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46903565 | PA      | $41006397.41   | 0.07%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417AET2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1822043 | PA      | $1785051.50    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417SBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49589 | PA      | $50069.86      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                      | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        | 1029178642 | NS      | $1029178641.69 | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP               | FirstEnergy Corp                                                                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $10384983.15   | 0.02%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR IV         | Five Corners Funding Trust IV                                                   | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10276102.90   | 0.02%             | 2053-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO       | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $14738666.08   | 0.03%             | 2031-06-30      | Fixed         | 3.36%                 | 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        |   45989522 | PA      | $40160138.25   | 0.07%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAE8<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9024072.80    | 0.02%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   70044920 | PA      | $66368046.50   | 0.12%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3922702 | PA      | $3913084.32    | 0.01%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3866635 | PA      | $3716663.36    | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202FX76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2358911 | PA      | $2230258.63    | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622AC5N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   66192670 | PA      | $68543448.72   | 0.12%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ACRZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22003146 | PA      | $22707327.55   | 0.04%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ADAN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   79233062 | PA      | $68094586.17   | 0.12%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31096080.00   | 0.06%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $21784602.63   | 0.04%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12199313.40   | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   13875000 | PA      | $14345308.53   | 0.03%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HP INC                         | HP Inc                                                                          | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9900037.10    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP       | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    6125000 | PA      | $5564894.54    | 0.01%             | 2030-06-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC              | Healthpeak OP LLC                                                               | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4105888.76    | 0.01%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO       | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23000000 | PA      | $22920046.71   | 0.04%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES          | Keysight Technologies Inc                                                       | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10091231.40   | 0.02%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC              | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   20500000 | PA      | $21384276.73   | 0.04%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    8175000 | PA      | $7361973.61    | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA        | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4851737.15    | 0.01%             | 2042-10-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2016-C7 Commercial Mortgage Trust                                         | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4963193.50    | 0.01%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE LONDON         | Credit Agricole SA/London                                                       | CUSIP: 22535WAB3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   17867000 | PA      | $17879792.95   | 0.03%             | 2027-01-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   17000000 | PA      | $17363319.07   | 0.03%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                 | CUSIP: 3136BCGY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   66288000 | PA      | $58134304.22   | 0.10%             | 2032-10-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CDJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11029146 | PA      | $10511392.15   | 0.02%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15368759 | PA      | $15645451.71   | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR         | Fells Point Funding Trust                                                       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28100000 | PA      | $27762847.21   | 0.05%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   45000000 | PA      | $45875122.20   | 0.08%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $10115004.70   | 0.02%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC              | CBRE Services Inc                                                               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $21406004.60   | 0.04%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8881149.24    | 0.02%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM TRUST 2022-R2                                                               | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39874831 | PA      | $38139976.91   | 0.07%             | 2061-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19983636.60   | 0.04%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14060672.50   | 0.03%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $11013766.30   | 0.02%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING             | CNO Global Funding                                                              | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   37000000 | PA      | $37823063.15   | 0.07%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HSG & FIN AUTH     | Colorado Housing and Finance Authority                                          | CUSIP: 19648GER9<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |   25290000 | PA      | $27090822.50   | 0.05%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM TRUST 2022-R3                                                               | CUSIP: 12569DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   42088121 | PA      | $41698772.18   | 0.07%             | 2062-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C17 Commercial Mortgage Trust                                        | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16475000 | PA      | $15562466.23   | 0.03%             | 2052-09-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6713553.80    | 0.01%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   14225000 | PA      | $14214054.57   | 0.03%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15877500.00   | 0.03%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2023-RPL1                                     | CUSIP: 16159LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  100604385 | PA      | $93109911.31   | 0.17%             | 2062-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2023-RPL3                                     | CUSIP: 161927AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  112945163 | PA      | $101992023.02  | 0.18%             | 2063-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   26550000 | PA      | $28194721.26   | 0.05%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                  | AIB Group PLC                                                                   | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   65345000 | PA      | $69413398.65   | 0.12%             | 2029-09-13      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| AIG SUNAMER GLOB FIN X         | AIG SunAmerica Global Financing X                                               | CUSIP: 00139PAA6<br>LEI: 549300Q3UB1GMKCGGR05 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $27754068.75   | 0.05%             | 2032-03-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AGREE LP                       | Agree LP                                                                        | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7053359.60    | 0.01%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   18200000 | PA      | $17814667.23   | 0.03%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P8                                     | CUSIP: 17326DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22000000 | PA      | $21567260.00   | 0.04%             | 2050-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HSG & FIN AUTH     | Colorado Housing and Finance Authority                                          | CUSIP: 19648GH88<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |   15375000 | PA      | $16326497.25   | 0.03%             | 2055-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9652172.20    | 0.02%             | 2034-09-12      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO         | Commonwealth Edison Co                                                          | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    6050000 | PA      | $4540574.43    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                    | Ameren Corp                                                                     | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   41650000 | PA      | $42878468.42   | 0.08%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2018-CX12 Commercial Mortgage Trust                                       | CUSIP: 12595XAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18608000 | PA      | $18594851.59   | 0.03%             | 2051-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4788236.50    | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CORNING INC                    | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7293022.20    | 0.01%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   12000000 | PA      | $12093146.04   | 0.02%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   87215000 | PA      | $81147271.91   | 0.15%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO       | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10182358.10   | 0.02%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5129276.22    | 0.01%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS        | Duquesne Light Holdings Inc                                                     | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $5276333.01    | 0.01%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERTM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5166462 | PA      | $5060522.04    | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   34221000 | PA      | $36079857.00   | 0.06%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 2017-C6 Mortgage Trust                                                    | CUSIP: 23312JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23800000 | PA      | $23470755.56   | 0.04%             | 2050-06-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KLB71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17711057 | PA      | $15343360.38   | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KLEJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   48387207 | PA      | $41858378.59   | 0.08%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KPQ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   76456786 | PA      | $77293949.43   | 0.14%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FJKE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   56545000 | PA      | $56678757.20   | 0.10%             | 2028-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| HIGH STREET FDG TRUST II       | High Street Funding Trust II                                                    | CUSIP: 42981DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1734337.06    | 0.00%             | 2048-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6083433.18    | 0.01%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERZ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8748387 | PA      | $8812046.11    | 0.02%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138W9KR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1724869 | PA      | $1596540.77    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                 | Aon Global Ltd                                                                  | CUSIP: 00185AAC8<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    1274000 | PA      | $1099822.94    | 0.00%             | 2043-05-24      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    7328000 | PA      | $8034624.31    | 0.01%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8872318.26    | 0.02%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AV8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   12000000 | PA      | $12457970.88   | 0.02%             | 2036-06-18      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    8000000 | PA      | $8218988.40    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   15000000 | PA      | $15420193.05   | 0.03%             | 2031-05-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    9800000 | PA      | $10871712.61   | 0.02%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| First National Master Note Tru | First National Master Note Trust                                                | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5700000 | PA      | $5772556.44    | 0.01%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| First National Master Note Tru | First National Master Note Trust                                                | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   41875000 | PA      | $42705272.38   | 0.08%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $17128294.05   | 0.03%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    5050000 | PA      | $5028351.76    | 0.01%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BP4<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   16631000 | PA      | $17112711.26   | 0.03%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2018-CD7 Mortgage Trust                                                      | CUSIP: 12512JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7400000 | PA      | $7361783.44    | 0.01%             | 2051-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2016-CD1 Mortgage Trust                                                      | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   49411454 | PA      | $48660019.43   | 0.09%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4802351.20    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY       | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   12000000 | PA      | $8674420.80    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   40205000 | PA      | $42206525.52   | 0.08%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8099870.90    | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC       | Celanese US Holdings LLC                                                        | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    9075000 | PA      | $9520317.78    | 0.02%             | 2029-07-15      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust 2023-RPL2                                     | CUSIP: 16159RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   54930459 | PA      | $49722260.93   | 0.09%             | 2063-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC         | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   10750000 | PA      | $10977724.13   | 0.02%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   38019000 | PA      | $38047907.37   | 0.07%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN               | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    4017000 | PA      | $3558924.74    | 0.01%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   15094000 | PA      | $16411264.40   | 0.03%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    8000000 | PA      | $7895510.80    | 0.01%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WHBN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9243952 | PA      | $8769960.53    | 0.02%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J9HY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28728822 | PA      | $27461183.18   | 0.05%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2022-SFR3 Trust                                                  | CUSIP: 33768EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   54526892 | PA      | $54427172.87   | 0.10%             | 2038-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP               | FirstEnergy Corp                                                                | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3897940.50    | 0.01%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $12189763.20   | 0.02%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FQT31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8009307 | PA      | $7332303.14    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37776214 | PA      | $33127029.99   | 0.06%             | 2059-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140GV2D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1836864 | PA      | $1816400.62    | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1584000 | PA      | $1495938.76    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140KNWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36405340 | PA      | $29816772.80   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QMAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31430842 | PA      | $27188081.53   | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XGQT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38845028 | PA      | $34963930.38   | 0.06%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQ5Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  102941729 | PA      | $89934700.60   | 0.16%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC          | Mohawk Industries Inc                                                           | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9698031.40    | 0.02%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $21945248.20   | 0.04%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC            | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     446000 | PA      | $476018.67     | 0.00%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP        | American National Group Inc                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   59600000 | PA      | $60538396.04   | 0.11%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   75800000 | PA      | $76419164.72   | 0.14%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2                   | CUSIP: 35563PQN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37519219 | PA      | $30121021.65   | 0.05%             | 2059-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC             | AmFam Holdings Inc                                                              | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5186838.50    | 0.01%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD       | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3754748.25    | 0.01%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15682319.10   | 0.03%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                    | Hubbell Inc                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $11554693.72   | 0.02%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC          | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10600000 | PA      | $10588695.42   | 0.02%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   15906000 | PA      | $17985867.61   | 0.03%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $16476683.20   | 0.03%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2007-A1                                                | CUSIP: 46630GAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     555538 | PA      | $554272.75     | 0.00%             | 2035-07-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2601700.33    | 0.00%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3059995.74    | 0.01%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP       | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |   16784000 | PA      | $17710245.52   | 0.03%             | 2033-03-01      | Fixed         | 5.90%                 | 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        |   12750000 | PA      | $14086202.68   | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL       | Johnson Controls International plc                                              | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     892000 | PA      | $962721.67     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO       | Kimberly-Clark de Mexico SAB de CV                                              | CUSIP: 494386AD7<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |   19321000 | PA      | $17550717.24   | 0.03%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5457000 | PA      | $5303038.93    | 0.01%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $20336432.40   | 0.04%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                   | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15331168.35   | 0.03%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   17472000 | PA      | $11338795.10   | 0.02%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $8474489.07    | 0.02%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2018-H3                                          | CUSIP: 61767YAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22101510 | PA      | $22072572.49   | 0.04%             | 2051-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                             | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $7728617.37    | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT        | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36022000 | PA      | $36090237.20   | 0.06%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                     | CUSIP: 61778GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34075000 | PA      | $34718945.94   | 0.06%             | 2058-03-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB           | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   22757000 | PA      | $22705903.48   | 0.04%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-UBS12                                       | CUSIP: 61691EBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8500000 | PA      | $8411524.35    | 0.02%             | 2049-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                     | NBN Co Ltd                                                                      | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   46650000 | PA      | $41856378.49   | 0.08%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $15479663.25   | 0.03%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10085235.50   | 0.02%             | 2031-09-08      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   32627000 | PA      | $32191508.83   | 0.06%             | 2030-07-18      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   15700000 | PA      | $15529780.44   | 0.03%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   26750000 | PA      | $26626668.86   | 0.05%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $13311538.40   | 0.02%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   12000000 | PA      | $12712733.76   | 0.02%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2022-B                                | CUSIP: 63942PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   38682006 | PA      | $38093439.78   | 0.07%             | 2070-10-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    7950000 | PA      | $8478035.18    | 0.02%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                    | Cargill Inc                                                                     | CUSIP: 141781CB8<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $10294019.93   | 0.02%             | 2033-04-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   21000000 | PA      | $21048821.01   | 0.04%             | 2033-11-06      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1053870000 | PA      | $821277602.93  | 1.47%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2020-1                                      | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7121072 | PA      | $6725514.49    | 0.01%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2022-NQM2                                   | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27872007 | PA      | $26514177.41   | 0.05%             | 2062-03-27      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU       | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |   12000000 | PA      | $11888107.20   | 0.02%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   15325000 | PA      | $14102553.87   | 0.03%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES | New York State Dormitory Authority                                              | CUSIP: 64990GA51<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   15000000 | PA      | $12632049.00   | 0.02%             | 2035-07-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC             | RWE Finance US LLC                                                              | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20561181.40   | 0.04%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $43166577.00   | 0.08%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   19435000 | PA      | $19121451.65   | 0.03%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7944177.60    | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20979434 | PA      | $19570881.12   | 0.04%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    9150000 | PA      | $7845302.14    | 0.01%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   35000000 | PA      | $35143211.60   | 0.06%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                 | Capital One NA                                                                  | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    6264000 | PA      | $6508214.38    | 0.01%             | 2028-08-09      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC          | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   17857000 | PA      | $17935452.05   | 0.03%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    9236000 | PA      | $9119890.36    | 0.02%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15324681.45   | 0.03%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS             | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8251461.28    | 0.01%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   14000000 | PA      | $14322038.50   | 0.03%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP        | Sammons Financial Group Inc                                                     | CUSIP: 79588TAD2<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   14350000 | PA      | $13314402.12   | 0.02%             | 2031-04-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC           | Shell Finance US Inc                                                            | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9619888.30    | 0.02%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXDV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2730879 | PA      | $2809863.43    | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9NV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3369864 | PA      | $3235351.15    | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                  | J M Smucker Co/The                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $4288142.48    | 0.01%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1084050000 | PA      | $801053663.31  | 1.44%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJDK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47642 | PA      | $49895.12      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJJP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     142869 | PA      | $149156.76     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2623134 | PA      | $2432176.25    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3131Y3W44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6486921 | PA      | $6436242.23    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132ACSU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36509673 | PA      | $34611982.56   | 0.06%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D9NH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39550592 | PA      | $39086418.74   | 0.07%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DMVF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33049141 | PA      | $28467839.86   | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DSQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36166551 | PA      | $29598283.81   | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132GUKK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1274011 | PA      | $1225518.58    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24169176 | PA      | $22069488.21   | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXNC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9275898 | PA      | $8411899.15    | 0.02%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J6GP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11850697 | PA      | $11472940.26   | 0.02%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JAB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13414735 | PA      | $13195442.17   | 0.02%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QB5H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9462073 | PA      | $9036875.81    | 0.02%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QTHV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46402344 | PA      | $47890289.17   | 0.09%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W0UF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11221023 | PA      | $10394106.62   | 0.02%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X52A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8944002 | PA      | $8565868.94    | 0.02%             | 2038-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6BM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14534553 | PA      | $14204143.51   | 0.03%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2022-SFR2 Trust                                                  | CUSIP: 33767PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6234174 | PA      | $6232228.29    | 0.01%             | 2039-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   20000000 | PA      | $20649929.40   | 0.04%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4105354.72    | 0.01%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886CW2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25000000 | PA      | $25801227.50   | 0.05%             | 2030-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622AA4S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   52825342 | PA      | $45480327.90   | 0.08%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ABA85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27370930 | PA      | $23565049.34   | 0.04%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   35000000 | PA      | $35655660.60   | 0.06%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                                            | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1615877.70    | 0.00%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  571375000 | PA      | $498368450.72  | 0.89%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  286575000 | PA      | $279030019.01  | 0.50%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP              | Hyatt Hotels Corp                                                               | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15742463.25   | 0.03%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                       | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   11325000 | PA      | $10135668.55   | 0.02%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2007-A2                                                | CUSIP: 46630PAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     473134 | PA      | $351886.88     | 0.00%             | 2037-04-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25472924.75   | 0.05%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                    | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7386286.96    | 0.01%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   18965000 | PA      | $18922166.03   | 0.03%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  826075000 | PA      | $828398335.94  | 1.49%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    8275000 | PA      | $7164726.53    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED          | Vale Overseas Ltd                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   28550000 | PA      | $29135275.00   | 0.05%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5650000 | PA      | $4986557.23    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   11725000 | PA      | $11617924.72   | 0.02%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WSTERN MI UNIV HOMER STRYKER M | Western Michigan University Homer Stryker MD School of Medicine                 | CUSIP: 958644AB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   11275000 | PA      | $11578235.49   | 0.02%             | 2028-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $5174748.75    | 0.01%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| WESTVACO CORP NY               | Westvaco Corp                                                                   | CUSIP: 961548AR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8000000 | PA      | $8251080.00    | 0.01%             | 2027-01-15      | Fixed         | 7.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5432419 | PA      | $4976270.16    | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21859090 | PA      | $20386880.26   | 0.04%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC               | WestRock MWV LLC                                                                | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    7963000 | PA      | $9068591.12    | 0.02%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   22965000 | PA      | $19634864.64   | 0.04%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   19423000 | PA      | $13412291.12   | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                    | Cencora Inc                                                                     | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15192017.70   | 0.03%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                 | AutoNation Inc                                                                  | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17500000 | PA      | $17558970.63   | 0.03%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $32201495.83   | 0.06%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   25760000 | PA      | $26387856.72   | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   32300000 | PA      | $33270717.39   | 0.06%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    9825000 | PA      | $10283638.66   | 0.02%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13707936.90   | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   23825000 | PA      | $23925288.48   | 0.04%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                 | Brunswick Corp/DE                                                               | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20699643.20   | 0.04%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC              | CF Industries Inc                                                               | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    9475000 | PA      | $9459365.59    | 0.02%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus | CFCRE Commercial Mortgage Trust 2016-C4                                         | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18200026 | PA      | $18172886.33   | 0.03%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   40234000 | PA      | $38095426.10   | 0.07%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2983845.39    | 0.01%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4930461.55    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9929993.80    | 0.02%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   28925000 | PA      | $27625045.13   | 0.05%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $10557533.80   | 0.02%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   52344359 | PA      | $47737762.40   | 0.09%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2017-GS8                                           | CUSIP: 36254KAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23655000 | PA      | $23350404.03   | 0.04%             | 2050-11-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $16380785.20   | 0.03%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2007-A1                                                | CUSIP: 46630GAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     366895 | PA      | $365170.81     | 0.00%             | 2035-07-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL       | Johnson Controls International plc                                              | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    4400000 | PA      | $3795084.26    | 0.01%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARSHFIELD CLINIC HEALTH       | Marshfield Clinic Health System Inc                                             | CUSIP: 57284PAA9<br>LEI: 2549003O8PPHLLPAKT93 | Long             | DBT              | CORP              | US        |   23125000 | PA      | $21754602.56   | 0.04%             | 2030-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc    | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-F                       | CUSIP: 59020UMZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     924358 | PA      | $881290.40     | 0.00%             | 2029-12-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC          | Mohawk Industries Inc                                                           | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |   13300000 | PA      | $13837450.21   | 0.02%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9153804.30    | 0.02%             | 2037-01-12      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525BC4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   28262000 | PA      | $30705920.27   | 0.06%             | 2033-01-12      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP       | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    4659000 | PA      | $5491769.60    | 0.01%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2004-QS6 Trust                                                      | CUSIP: 76110HTG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         46 | PA      | $45.76         | 0.00%             | 2063-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   29048000 | PA      | $28857599.07   | 0.05%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   27500000 | PA      | $27538063.30   | 0.05%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru | SMB Private Education Loan Trust 2024-D                                         | CUSIP: 83207QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  103756002 | PA      | $105948273.02  | 0.19%             | 2053-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC           | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17711357.60   | 0.03%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE         | Constellation Software Inc/Canada                                               | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |   12000000 | PA      | $12235119.24   | 0.02%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION GLO FNDG         | Constellation Global Funding                                                    | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $44662724.10   | 0.08%             | 2030-10-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TTX CO                         | TTX Co                                                                          | CUSIP: 87305QCN9<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    8325000 | PA      | $7257544.77    | 0.01%             | 2049-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    8400000 | PA      | $8968431.19    | 0.02%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO            | Consumers Energy Co                                                             | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $6784831.73    | 0.01%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   20829000 | PA      | $20781787.32   | 0.04%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    6800000 | PA      | $6471649.96    | 0.01%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA             | Credit Agricole SA                                                              | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    7000000 | PA      | $7444355.17    | 0.01%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING        | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10235495.60   | 0.02%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                  | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $19335045.62   | 0.03%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC               | DT Midstream Inc                                                                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8392638.88    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC               | DT Midstream Inc                                                                | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7150000 | PA      | $7434140.00    | 0.01%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   12240000 | PA      | $11579528.74   | 0.02%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   25649000 | PA      | $27354905.50   | 0.05%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   36030000 | PA      | $38464274.71   | 0.07%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $11854163.20   | 0.02%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC            | Dominion Energy Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9655188.20    | 0.02%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4495000 | PA      | $3126465.47    | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC           | ERAC USA Finance LLC                                                            | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   20625000 | PA      | $20521371.75   | 0.04%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   16950000 | PA      | $17576841.00   | 0.03%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $13537534.27   | 0.02%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                    | Lennar Corp                                                                     | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11316547.99   | 0.02%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST           | LXP Industrial Trust                                                            | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    2957000 | PA      | $3139103.33    | 0.01%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC       | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4827305.53    | 0.01%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                  | Lineage OP LP                                                                   | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $27259012.08   | 0.05%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   18500000 | PA      | $18355839.68   | 0.03%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $21976215.75   | 0.04%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11918311.92   | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                      | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2057861.34    | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL         | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12180471.24   | 0.02%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA         | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $8994225.90    | 0.02%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   19911000 | PA      | $18330467.21   | 0.03%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   45000000 | PA      | $20430580.50   | 0.04%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC              | National Grid PLC                                                               | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10327929.40   | 0.02%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                   | NiSource Inc                                                                    | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   13475000 | PA      | $13918714.64   | 0.02%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6320000 | PA      | $7226868.05    | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY        | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $8957951.57    | 0.02%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   26130000 | PA      | $23019748.45   | 0.04%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                    | Prologis LP                                                                     | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    9425000 | PA      | $9520780.34    | 0.02%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP           | Protective Life Corp                                                            | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15066609.90   | 0.03%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL        | Raymond James Financial Inc                                                     | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9880721.77    | 0.02%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                   | Reliance Inc                                                                    | CUSIP: 759509AB8<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6908821.27    | 0.01%             | 2036-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   13000000 | PA      | $13417153.23   | 0.02%             | 2030-01-19      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    7000000 | PA      | $7400266.44    | 0.01%             | 2035-01-19      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   17225000 | PA      | $17645282.94   | 0.03%             | 2029-04-13      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   32250000 | PA      | $32402169.69   | 0.06%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9991701.00    | 0.02%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT       | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   10000000 | PA      | $9088731.00    | 0.02%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                                  | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   14000000 | PA      | $12667109.70   | 0.02%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    5825000 | PA      | $5514407.51    | 0.01%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15108220.05   | 0.03%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   26150000 | PA      | $26895846.38   | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7708996.84    | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | CCUBS Commercial Mortgage Trust 2017-C1                                         | CUSIP: 12508GAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9000279 | PA      | $8847819.67    | 0.02%             | 2050-11-15      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15175326.60   | 0.03%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $900052.88     | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CSX CORP                       | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7398710.64    | 0.01%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $21777913.60   | 0.04%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $40584816.80   | 0.07%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   14646000 | PA      | $7971240.02    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                   | Comcast Corp                                                                    | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    9067000 | PA      | $8960203.16    | 0.02%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   18078000 | PA      | $18105826.02   | 0.03%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   72136000 | PA      | $71744051.21   | 0.13%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6V39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1164141 | PA      | $1198051.72    | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9VX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4158284 | PA      | $4012026.68    | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2562344 | PA      | $2436145.08    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3131XJK35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8372577 | PA      | $7985130.74    | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132AEU87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28766542 | PA      | $27442733.33   | 0.05%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132CXHP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20192737 | PA      | $18411756.22   | 0.03%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27932617 | PA      | $25373927.46   | 0.05%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26167698 | PA      | $21659931.17   | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BCZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22084125 | PA      | $20165500.25   | 0.04%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133ACKA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18151105 | PA      | $15705790.64   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133AUE95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9076303 | PA      | $8125568.65    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133BEU68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28945629 | PA      | $28582354.47   | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37073863 | PA      | $31755713.50   | 0.06%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38385861 | PA      | $33297115.01   | 0.06%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133L73L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21048529 | PA      | $19308865.90   | 0.03%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXGW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15447652 | PA      | $15564039.29   | 0.03%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1871506 | PA      | $1813021.71    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J5SS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14564685 | PA      | $13908369.64   | 0.02%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J7UL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3237750 | PA      | $3240683.37    | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JAEL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11774555 | PA      | $11983983.72   | 0.02%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JAHE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9437972 | PA      | $9385262.29    | 0.02%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8825060.84    | 0.02%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FMC CORP                       | FMC Corp                                                                        | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4949147.15    | 0.01%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJMW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     870318 | PA      | $879777.11     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38181835 | PA      | $34781980.72   | 0.06%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7YQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     554948 | PA      | $537469.89     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292G2S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17121 | PA      | $17782.04      | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JANA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     770859 | PA      | $729985.72     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140LVUH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10381929 | PA      | $8587421.06    | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QCWG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   57730900 | PA      | $52350055.15   | 0.09%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QDTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31843792 | PA      | $28387009.09   | 0.05%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292SA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6034589 | PA      | $5771257.74    | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31371LEW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11431 | PA      | $11615.05      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QMTB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20528318 | PA      | $16996725.04   | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QPSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   89515633 | PA      | $89947965.09   | 0.16%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QQSP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38928872 | PA      | $40073191.35   | 0.07%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W0DP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  117615741 | PA      | $110811271.35  | 0.20%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31371NU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18160 | PA      | $18274.70      | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138A2BE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2145061 | PA      | $2073010.06    | 0.00%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418CUF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7916796 | PA      | $7824823.72    | 0.01%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   56719436 | PA      | $48563539.84   | 0.09%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138E6U20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12289535 | PA      | $12034924.14   | 0.02%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EKMT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11328001 | PA      | $10499501.18   | 0.02%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 31427QWM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19479708 | PA      | $18468989.99   | 0.03%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC       | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12128634.36   | 0.02%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JANV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7641081 | PA      | $7703948.80    | 0.01%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140JB2X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   68957173 | PA      | $61414065.30   | 0.11%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION       | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9671094.20    | 0.02%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15742111.05   | 0.03%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140KVRT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4828856 | PA      | $4377888.83    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QD5S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   81853929 | PA      | $70818161.26   | 0.13%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   21975000 | PA      | $21339764.06   | 0.04%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36202D2F7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11105 | PA      | $11592.28      | 0.00%             | 2033-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                    | Gartner Inc                                                                     | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   17375000 | PA      | $17473093.34   | 0.03%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20069661.00   | 0.04%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QPS65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   57897541 | PA      | $58103107.49   | 0.10%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W1D42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   77270978 | PA      | $67038948.88   | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W2SB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27810583 | PA      | $29039749.01   | 0.05%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W2TT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39717396 | PA      | $37555970.55   | 0.07%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENPACT UK/USA INC             | Genpact UK Finco plc / Genpact USA Inc                                          | CUSIP: 37256EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $10005354.80   | 0.02%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                | Gruma SAB de CV                                                                 | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |   10000000 | PA      | $10279900.20   | 0.02%             | 2034-12-09      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X6QN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6706670 | PA      | $6634060.50    | 0.01%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8B71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33186469 | PA      | $28704849.00   | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8N29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44052919 | PA      | $38081844.32   | 0.07%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8SN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   43501880 | PA      | $37480600.29   | 0.07%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV          | Grupo Bimbo SAB de CV                                                           | CUSIP: 40052VAG9<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    7300000 | PA      | $5604640.70    | 0.01%             | 2049-09-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   14405000 | PA      | $13866704.45   | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XAXU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21236814 | PA      | $19832580.27   | 0.04%             | 2040-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBFX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29910049 | PA      | $25911292.33   | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP        | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   27500000 | PA      | $27944107.40   | 0.05%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC              | Imperial Fund Mortgage Trust 2022-NQM3                                          | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4992808 | PA      | $4976016.90    | 0.01%             | 2067-05-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XBYH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20824264 | PA      | $18117139.54   | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDX68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29928397 | PA      | $24731913.22   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                | JAB Holdings BV                                                                 | CUSIP: 46653KAA6<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    7426000 | PA      | $6611878.86    | 0.01%             | 2030-11-23      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                | JAB Holdings BV                                                                 | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |   11750000 | PA      | $8094811.06    | 0.01%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFZD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23952960 | PA      | $22356924.84   | 0.04%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XGDK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31475089 | PA      | $27419637.32   | 0.05%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                                            | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   25400000 | PA      | $25605438.25   | 0.05%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES          | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   36562000 | PA      | $36751045.65   | 0.07%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XGDP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31833498 | PA      | $27771534.49   | 0.05%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XH5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16998559 | PA      | $15756307.44   | 0.03%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    8103000 | PA      | $9325974.53    | 0.02%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST           | LXP Industrial Trust                                                            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    5747000 | PA      | $5028094.26    | 0.01%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XLDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  127919077 | PA      | $111974994.10  | 0.20%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418AYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5319459 | PA      | $5221286.42    | 0.01%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418B3S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1595245 | PA      | $1453789.66    | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $5282335.75    | 0.01%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    7525000 | PA      | $7620127.66    | 0.01%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE       | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $17783376.98   | 0.03%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK       | Huntington National Bank/The                                                    | CUSIP: 320844PD9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4593873.40    | 0.01%             | 2026-11-25      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2021-SFR2 Trust                                                  | CUSIP: 33767TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   43404078 | PA      | $42543041.37   | 0.08%             | 2038-09-17      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4988816.35    | 0.01%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR III        | Five Corners Funding Trust III                                                  | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18000000 | PA      | $19000976.40   | 0.03%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10062115.40   | 0.02%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   22125000 | PA      | $22383125.74   | 0.04%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   15000000 | PA      | $14986954.35   | 0.03%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   19675000 | PA      | $19664791.43   | 0.04%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   21475000 | PA      | $21978843.23   | 0.04%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAA6<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   35200000 | PA      | $34356358.78   | 0.06%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8275000 | PA      | $8125805.72    | 0.01%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                               | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8250000 | PA      | $8591976.03    | 0.02%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   56525000 | PA      | $51178534.83   | 0.09%             | 2033-01-14      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| MAINE ST HSG AUTH MTGE PURCHAS | Maine State Housing Authority                                                   | CUSIP: 56052FXH3<br>LEI: 549300SO05LH6D240016 | Long             | DBT              | MUN               | US        |   10000000 | PA      | $7060209.00    | 0.01%             | 2046-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $5787375.12    | 0.01%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                      | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10425241.10   | 0.02%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP        | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   10550000 | PA      | $9604725.28    | 0.02%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31603977.60   | 0.06%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GGU7<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     650000 | PA      | $570418.23     | 0.00%             | 2031-01-07      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   13000000 | PA      | $13034956.48   | 0.02%             | 2027-03-02      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   17650000 | PA      | $17459664.87   | 0.03%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MBIA INSURANCE CO              | MBIA Insurance Corp                                                             | CUSIP: 55276GAA3<br>LEI: 5493004M1UUDNTDXS107 | Long             | DBT              | CORP              | US        |     714000 | PA      | $7140.00       | 0.00%             | 2033-01-15      | None          | 15.43%                | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER           | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6807385.55    | 0.01%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $1901112.38    | 0.00%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                             | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    9000000 | PA      | $8932231.44    | 0.02%             | 2028-11-28      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4837500.00    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM20 Trust                                                            | CUSIP: 67126GAC6<br>LEI: 254900Y8CC35WOVR8295 | Long             | ABS-MBS          | CORP              | US        |   63998230 | PA      | $64182494.03   | 0.12%             | 2065-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25000000 | PA      | $26053722.00   | 0.05%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MAPLE GROVE FUNDING TR I       | Maple Grove Funding Trust I                                                     | CUSIP: 565130AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28600000 | PA      | $20144648.52   | 0.04%             | 2051-08-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    8429000 | PA      | $9148148.37    | 0.02%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                 | Phillips 66 Co                                                                  | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6981310.07    | 0.01%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST III          | Pine Street Trust III                                                           | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10170028.70   | 0.02%             | 2054-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   11175000 | PA      | $9027781.97    | 0.02%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO        | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19372274.00   | 0.03%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE       | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10065479.70   | 0.02%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II       | Principal Life Global Funding II                                                | CUSIP: 74256LEW5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   40500000 | PA      | $41789392.83   | 0.08%             | 2028-06-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                     | MasTec Inc                                                                      | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4970849.85    | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I        | Metropolitan Life Global Funding I                                              | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   19475000 | PA      | $20070078.49   | 0.04%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY HOMEO | Minnesota Housing Finance Agency                                                | CUSIP: 60416QGV0<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    3519965 | PA      | $3195594.25    | 0.01%             | 2047-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $8985315.70    | 0.02%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2018-H4                                          | CUSIP: 61691RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8829018 | PA      | $8760803.61    | 0.02%             | 2051-12-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AS0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $9745917.70    | 0.02%             | 2034-08-02      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $19651540.00   | 0.04%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   65500000 | PA      | $68247088.34   | 0.12%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                   | Fibercop SpA                                                                    | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    4102000 | PA      | $4082515.50    | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                              | CUSIP: 69335PFP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35175000 | PA      | $35580152.69   | 0.06%             | 2029-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP           | Protective Life Corp                                                            | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10029854.40   | 0.02%             | 2028-09-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                   | Reliance Inc                                                                    | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9059646.70    | 0.02%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                              | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26025000 | PA      | $26495649.11   | 0.05%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INS CO        | Penn Mutual Life Insurance Co/The                                               | CUSIP: 707567AE3<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |   17038000 | PA      | $11341023.36   | 0.02%             | 2061-04-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE       | Perrigo Finance Unlimited Co                                                    | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $9673257.00    | 0.02%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS            | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     558000 | PA      | $540056.03     | 0.00%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP           | Protective Life Corp                                                            | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   20175000 | PA      | $20434193.47   | 0.04%             | 2035-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL         | Protective Life Global Funding                                                  | CUSIP: 74368CBY9<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   15250000 | PA      | $15719284.29   | 0.03%             | 2029-06-12      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   30884000 | PA      | $31766912.10   | 0.06%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10350000 | PA      | $10094729.77   | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    8275000 | PA      | $7751545.26    | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10274713.20   | 0.02%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   10760000 | PA      | $9829935.08    | 0.02%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TEXAS ST PRIV ACTIVITY BOND SU | Texas Private Activity Bond Surface Transportation Corp                         | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8800000 | PA      | $7039633.92    | 0.01%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                        | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    9175000 | PA      | $7799784.39    | 0.01%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                              | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5303248.90    | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-2                                                | CUSIP: 89183AAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  138449902 | PA      | $140218322.11  | 0.25%             | 2064-12-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-5                                                | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  138964835 | PA      | $139585368.79  | 0.25%             | 2064-10-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note | Toyota Auto Loan Extended Note Trust 2022-1                                     | CUSIP: 89231EAA1<br>LEI: 549300VJ12IVOF78MZ11 | Long             | ABS-O            | CORP              | US        |   25625000 | PA      | $25610616.69   | 0.05%             | 2035-04-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD             | Trane Technologies Financing Ltd                                                | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   12300000 | PA      | $12834589.49   | 0.02%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    7000000 | PA      | $7187777.24    | 0.01%             | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA           | Samarco Mineracao SA                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    5650919 | PA      | $5724126.48    | 0.01%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   21397000 | PA      | $21349024.29   | 0.04%             | 2027-01-30      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C51                                  | CUSIP: 95001VAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22581000 | PA      | $21549956.06   | 0.04%             | 2052-06-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    4350000 | PA      | $4873687.50    | 0.01%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   11425000 | PA      | $11804990.36   | 0.02%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   11775000 | PA      | $10668545.76   | 0.02%             | 2032-06-09      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   20000000 | PA      | $20629472.80   | 0.04%             | 2031-05-22      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CU2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   13850000 | PA      | $14999127.30   | 0.03%             | 2034-07-06      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   15500000 | PA      | $16680134.97   | 0.03%             | 2030-02-08      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   13500000 | PA      | $14278050.09   | 0.03%             | 2035-05-14      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC             | Steel Dynamics Inc                                                              | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6661695.53    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYMETRA LIFE INSURANCE         | Symetra Life Insurance Co                                                       | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10383855.60   | 0.02%             | 2055-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4490418.85    | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10260409.20   | 0.02%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   24900000 | PA      | $22393801.31   | 0.04%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   19700000 | PA      | $13141762.04   | 0.02%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-2                                                | CUSIP: 89176UAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  103384287 | PA      | $94859259.94   | 0.17%             | 2060-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-1                                                | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15027067 | PA      | $14684813.41   | 0.03%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust                  | CUSIP: 939336V91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2214230 | PA      | $2153863.40    | 0.00%             | 2035-01-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $23261296.33   | 0.04%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C54                                  | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30610609 | PA      | $29273571.27   | 0.05%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C52                                  | CUSIP: 95002MAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9490657.00    | 0.02%             | 2052-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    8010000 | PA      | $7924862.43    | 0.01%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 3622ADCY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31474387 | PA      | $32016188.40   | 0.06%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   11975000 | PA      | $11980547.66   | 0.02%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO          | MidAmerican Energy Co                                                           | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    9850000 | PA      | $10159544.52   | 0.02%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY HOMEO | Minnesota Housing Finance Agency                                                | CUSIP: 60416QGX6<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    4420817 | PA      | $3971153.42    | 0.01%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    6700000 | PA      | $6799577.08    | 0.01%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    7000000 | PA      | $7286161.40    | 0.01%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    8500000 | PA      | $8767194.87    | 0.02%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $10403385.50   | 0.02%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8335663.04    | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                      | Mylan Inc                                                                       | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   17505000 | PA      | $17528370.58   | 0.03%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA        | National Bank of Canada                                                         | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10099221.70   | 0.02%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   73507000 | PA      | $73377352.03   | 0.13%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC            | NatWest Markets PLC                                                             | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   32050000 | PA      | $32694466.21   | 0.06%             | 2027-05-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE        | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4479252.72    | 0.01%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12244930.68   | 0.02%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   49570000 | PA      | $43977434.28   | 0.08%             | 2032-02-11      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  596250000 | PA      | $429602781.71  | 0.77%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  190000000 | PA      | $191870312.50  | 0.34%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1068075000 | PA      | $1083970957.29 | 1.95%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5251030.47    | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $23595584.16   | 0.04%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU       | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   24825000 | PA      | $23268651.24   | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU       | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   40200000 | PA      | $40705738.11   | 0.07%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   28793000 | PA      | $29047436.54   | 0.05%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   16325000 | PA      | $16092978.49   | 0.03%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7157097.30    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC             | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    6800000 | PA      | $6698350.68    | 0.01%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $6984358.71    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    8525000 | PA      | $8592857.38    | 0.02%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC       | Broadstone Net Lease LLC                                                        | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6017372.40    | 0.01%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi | CWABS Asset-Backed Certificates Trust 2005-17                                   | CUSIP: 126670QV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28177 | PA      | $26868.61      | 0.00%             | 2036-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO        | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10593367.90   | 0.02%             | 2043-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                  | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   17800000 | PA      | $16967362.10   | 0.03%             | 2032-03-14      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                | Danske Bank A/S                                                                 | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   23530000 | PA      | $23584338.77   | 0.04%             | 2028-04-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6197169.06    | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   27750000 | PA      | $28191277.45   | 0.05%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                   | DNB Bank ASA                                                                    | CUSIP: 25601B2E4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    8000000 | PA      | $7976824.00    | 0.01%             | 2031-11-04      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP            | Dollar General Corp                                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6776247.94    | 0.01%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   18250000 | PA      | $18259435.98   | 0.03%             | 2029-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENI SPA                        | Eni SpA                                                                         | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   11000000 | PA      | $10940395.40   | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   11066000 | PA      | $11097154.88   | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                    | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15330354.15   | 0.03%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9UA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3622962 | PA      | $3556192.32    | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3322144 | PA      | $3222488.56    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4316366 | PA      | $4151317.68    | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7UH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3958496 | PA      | $3862652.41    | 0.01%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2952695 | PA      | $2831170.91    | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132A5HH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14624349 | PA      | $14542662.40   | 0.03%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132A8ZF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14918784 | PA      | $14581780.24   | 0.03%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   41615617 | PA      | $38705676.98   | 0.07%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  173287469 | PA      | $141779968.95  | 0.25%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HRMY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7546709 | PA      | $7002484.66    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11090463 | PA      | $10511443.27   | 0.02%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335ANJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10291309 | PA      | $9798386.64    | 0.02%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                 | CUSIP: 3136BMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16975000 | PA      | $15022075.48   | 0.03%             | 2032-01-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FGR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26488633 | PA      | $26497164.99   | 0.05%             | 2028-06-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FH2A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11088000 | PA      | $10639548.06   | 0.02%             | 2033-06-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138AMUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2212666 | PA      | $2228322.90    | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ASR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     495100 | PA      | $484894.24     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EQVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8743713 | PA      | $8562582.64    | 0.02%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WF4M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7214616 | PA      | $6951988.83    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WHLW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12714153 | PA      | $11564984.31   | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138YGXC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8330788 | PA      | $7928557.52    | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31402QTR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32176 | PA      | $33567.97      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140E0X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3768870 | PA      | $3693925.90    | 0.01%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XHXS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29133733 | PA      | $27793515.08   | 0.05%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XLVN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8883875 | PA      | $9309078.69    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMFT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26144534 | PA      | $27186609.27   | 0.05%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31410LE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5183517 | PA      | $5004045.57    | 0.01%             | 2041-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417DGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7910438 | PA      | $7331412.05    | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417FSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11976052 | PA      | $11087563.29   | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DT93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  113789185 | PA      | $97286282.76   | 0.17%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   55216264 | PA      | $45153903.63   | 0.08%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  103056883 | PA      | $89714961.94   | 0.16%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   56993514 | PA      | $49543574.57   | 0.09%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14930741 | PA      | $15206048.43   | 0.03%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   24325000 | PA      | $24584088.25   | 0.04%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS         | Federation des Caisses Desjardins du Quebec                                     | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10076185.50   | 0.02%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   20000000 | PA      | $19829668.60   | 0.04%             | 2031-04-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC           | Ferguson Finance PLC                                                            | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   28100000 | PA      | $26839823.19   | 0.05%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2022-SFR1 Trust                                                  | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  117178000 | PA      | $116965954.26  | 0.21%             | 2039-05-19      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   62625000 | PA      | $65066868.36   | 0.12%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12470968.25   | 0.02%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                     | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25444000 | PA      | $25187544.84   | 0.05%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L7                                          | CUSIP: 61772TBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7295000 | PA      | $6515393.56    | 0.01%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO              | General Motors Co                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   19775000 | PA      | $20621472.24   | 0.04%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   61437000 | PA      | $56339878.68   | 0.10%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                      | Mosaic Co/The                                                                   | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4527247.95    | 0.01%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   83282000 | PA      | $75632595.77   | 0.14%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $9909307.00    | 0.02%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                               | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   12000000 | PA      | $11470556.16   | 0.02%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-3                                                | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   67213680 | PA      | $67915491.20   | 0.12%             | 2065-07-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8632838.96    | 0.02%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA         | Skandinaviska Enskilda Banken AB                                                | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   10000000 | PA      | $10344569.20   | 0.02%             | 2029-03-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  745700000 | PA      | $530291736.42  | 0.95%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56125000 | PA      | $52739960.94   | 0.09%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  230775000 | PA      | $237644160.96  | 0.43%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    9000000 | PA      | $8856881.19    | 0.02%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C11                                          | CUSIP: 90276XAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16652859 | PA      | $16648296.12   | 0.03%             | 2051-06-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP             | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2316931.64    | 0.00%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust                                                   | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   71060966 | PA      | $67439642.32   | 0.12%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   44350000 | PA      | $45952697.24   | 0.08%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $27716211.75   | 0.05%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL        | Western-Southern Global Funding                                                 | CUSIP: 95954A2C6<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $39828759.20   | 0.07%             | 2032-12-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP           | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   13600000 | PA      | $12327857.36   | 0.02%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA         | Yara International ASA                                                          | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   23500000 | PA      | $23431283.89   | 0.04%             | 2026-06-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                      | AGCO Corp                                                                       | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $14143652.06   | 0.03%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AETNA INC                      | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    9165000 | PA      | $10102842.90   | 0.02%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    7237000 | PA      | $7293183.87    | 0.01%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   26009000 | PA      | $27083113.96   | 0.05%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15499173.15   | 0.03%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   18350000 | PA      | $16275031.91   | 0.03%             | 2032-01-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                 | Becle SAB de CV                                                                 | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   39493000 | PA      | $34470331.60   | 0.06%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2018-B6 Mortgage Trust                                                | CUSIP: 08162CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20140000 | PA      | $20075163.30   | 0.04%             | 2051-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35697743 | PA      | $31610601.31   | 0.06%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   15227000 | PA      | $15284036.84   | 0.03%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY              | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8684723.06    | 0.02%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2023-RPL1                                       | CUSIP: 10569GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   69965411 | PA      | $70320513.44   | 0.13%             | 2063-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate  | Cantor Commercial Real Estate Lending 2019-CF1                                  | CUSIP: 12529MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3950000 | PA      | $3879356.62    | 0.01%             | 2052-05-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate  | Cantor Commercial Real Estate Lending 2019-CF3                                  | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5651725 | PA      | $5329590.24    | 0.01%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                | CSL Finance PLC                                                                 | CUSIP: 12661PAB5<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $7477133.55    | 0.01%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING A | California Community Choice Financing Authority                                 | CUSIP: 13013JBN5<br>LEI: 549300X8VKJ215S2R571 | Long             | DBT              | MUN               | US        |    3155000 | PA      | $3224318.51    | 0.01%             | 2029-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   23862000 | PA      | $23166927.14   | 0.04%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 2016-C3 Mortgage Trust                                                    | CUSIP: 23312VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     647079 | PA      | $645797.40     | 0.00%             | 2049-08-10      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    7500000 | PA      | $7690867.35    | 0.01%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $27126168.49   | 0.05%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   40000000 | PA      | $40354895.20   | 0.07%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                                    | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    8725000 | PA      | $9379579.25    | 0.02%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    8440000 | PA      | $9484995.31    | 0.02%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3485639.21    | 0.01%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   66700000 | PA      | $57723185.84   | 0.10%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3494036.95    | 0.01%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                    | Exelon Corp                                                                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3872565.90    | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3131XJ5J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19548420 | PA      | $18685980.01   | 0.03%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39297409 | PA      | $36292593.29   | 0.07%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3410163 | PA      | $3262727.28    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335AFW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9504818 | PA      | $9556893.26    | 0.02%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335AU30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2199053 | PA      | $2109899.91    | 0.00%             | 2043-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYVY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11547799 | PA      | $10051785.25   | 0.02%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133USJV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28523316 | PA      | $23331238.79   | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FETN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1350000 | PA      | $1337699.21    | 0.00%             | 2028-01-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FHPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14950000 | PA      | $14976048.88   | 0.03%             | 2028-07-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138LY5E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31945200 | PA      | $30733527.06   | 0.06%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138W7GD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2462833 | PA      | $2281919.36    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WFPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1483566 | PA      | $1437822.04    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XCTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5525121 | PA      | $5490258.98    | 0.01%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDHV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   50414059 | PA      | $44876239.17   | 0.08%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDRR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47643241 | PA      | $39328320.87   | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XGGB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   67629019 | PA      | $63001003.24   | 0.11%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XGLG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5728088 | PA      | $5542216.03    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XTB34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21041685 | PA      | $20577269.10   | 0.04%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31416WYL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9297471 | PA      | $9132212.29    | 0.02%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417YUH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2325697 | PA      | $2280166.63    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418A6A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1744950 | PA      | $1732815.60    | 0.00%             | 2034-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179MG53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33725890 | PA      | $31941727.78   | 0.06%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179R7K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2616649 | PA      | $2527114.87    | 0.00%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6790087 | PA      | $6343628.87    | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179RXC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18070168 | PA      | $16526132.28   | 0.03%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   56274000 | PA      | $57053192.31   | 0.10%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   17600000 | PA      | $17929735.65   | 0.03%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   25550000 | PA      | $25526766.62   | 0.05%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15380319.60   | 0.03%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20562338.60   | 0.04%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS            | Petroleos Mexicanos                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    8500000 | PA      | $6671566.87    | 0.01%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10771782.60   | 0.02%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                    | Phillips 66 Co                                                                  | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11528189.88   | 0.02%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                    | Southern Co/The                                                                 | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    5525000 | PA      | $5189008.29    | 0.01%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                    | Southern Co/The                                                                 | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7425457.97    | 0.01%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                                          | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   26000000 | PA      | $26549057.34   | 0.05%             | 2036-08-12      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO            | Vulcan Materials Co                                                             | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    3446000 | PA      | $3029655.80    | 0.01%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QGEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   64044768 | PA      | $55416380.20   | 0.10%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QMML5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   87176690 | PA      | $78611166.67   | 0.14%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140QV3X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37751635 | PA      | $39289475.80   | 0.07%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140W0N43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22945328 | PA      | $23489706.12   | 0.04%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140X8MZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5256406 | PA      | $4565784.45    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    9975000 | PA      | $10205164.45   | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   14600000 | PA      | $15717969.30   | 0.03%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    5400000 | PA      | $5593068.41    | 0.01%             | 2030-01-18      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   10000000 | PA      | $10519491.50   | 0.02%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $17015717.90   | 0.03%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA            | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10301961.40   | 0.02%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK13                                                                 | CUSIP: 06539LBB5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    8565000 | PA      | $8577115.19    | 0.02%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2022-BNK44                                                                 | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56200000 | PA      | $59851072.34   | 0.11%             | 2055-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   17000000 | PA      | $17329451.50   | 0.03%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Bayview Financial Acquisition  | Bayview Financial Mortgage Pass-Through Trust 2007-B                            | CUSIP: 07324FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     605259 | PA      | $539383.68     | 0.00%             | 2047-08-28      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu | Bear Stearns Asset Backed Securities I Trust 2004-AC2                           | CUSIP: 073879AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     104317 | PA      | $86132.59      | 0.00%             | 2034-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V10 Mortgage Trust                                               | CUSIP: 08163UAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   82950000 | PA      | $84243779.45   | 0.15%             | 2057-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V11 Mortgage Trust                                               | CUSIP: 081921AY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40372648 | PA      | $41799094.62   | 0.08%             | 2057-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    8350000 | PA      | $8506987.60    | 0.02%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5980884.84    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   36789000 | PA      | $33018385.39   | 0.06%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST QUALIFIED SCH BO | California Qualified School Bond Joint Powers Authority                         | CUSIP: 13055CAC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2265000 | PA      | $2311215.97    | 0.00%             | 2027-03-01      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC               | Carlisle Cos Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $15094980.00   | 0.03%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $17165476.97   | 0.03%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   12423000 | PA      | $13355898.73   | 0.02%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   44900000 | PA      | $45389892.23   | 0.08%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA       | Electricite de France SA                                                        | CUSIP: 268317AZ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   12000000 | PA      | $12775953.96   | 0.02%             | 2034-04-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC/DELAWA       | Kinder Morgan Inc                                                               | CUSIP: 28368EAA4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $4242941.28    | 0.01%             | 2030-10-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC              | Kinder Morgan Inc                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   44260000 | PA      | $51408787.12   | 0.09%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    8317000 | PA      | $9717770.68    | 0.02%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                                   | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    9900000 | PA      | $10444982.23   | 0.02%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV           | Enel Finance International NV                                                   | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   17350000 | PA      | $17267784.08   | 0.03%             | 2035-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC              | Teledyne FLIR LLC                                                               | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6480036.15    | 0.01%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DQY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40584094 | PA      | $41404210.29   | 0.07%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DVKU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36003152 | PA      | $32743706.81   | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132E0YM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   99024363 | PA      | $96367021.02   | 0.17%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133AQVJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14403389 | PA      | $12530888.54   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138WJMU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10863344 | PA      | $9938131.49    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140E2TX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9438920 | PA      | $8976314.17    | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXHT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35856316 | PA      | $33584866.47   | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34955570 | PA      | $32569640.59   | 0.06%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38531633 | PA      | $31801794.73   | 0.06%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XFG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21969890 | PA      | $20417596.75   | 0.04%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XHFQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29742356 | PA      | $27109869.74   | 0.05%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418ABT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9102109 | PA      | $8973763.93    | 0.02%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUNTORY GLBL SPIRITS INC       | Suntory Global Spirits Inc                                                      | CUSIP: 349631AG6<br>LEI: EWRDABCN7XBHM37LIA98 | Long             | DBT              | CORP              | US        |   21270000 | PA      | $22369719.19   | 0.04%             | 2028-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22577492 | PA      | $21378482.21   | 0.04%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                                              | CUSIP: 36179NTE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31477015 | PA      | $30536591.38   | 0.05%             | 2043-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO               | Genuine Parts Co                                                                | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5094402.70    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7156980.38    | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8891270.80    | 0.02%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE        | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AD6<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    7211000 | PA      | $4843032.78    | 0.01%             | 2070-01-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP               | HF Sinclair Corp                                                                | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5073728.25    | 0.01%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                         | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12523328.40   | 0.02%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10309130.50   | 0.02%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   26500000 | PA      | $28284287.93   | 0.05%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                      | Kellanova                                                                       | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18316340.20   | 0.03%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   23773000 | PA      | $24274498.80   | 0.04%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                    | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5057444.65    | 0.01%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA              | National Grid USA                                                               | CUSIP: 49337WAC4<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $7432622.86    | 0.01%             | 2030-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2262893.58    | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART        | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   14008000 | PA      | $15773120.90   | 0.03%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   17300000 | PA      | $17016755.75   | 0.03%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   11930000 | PA      | $11616458.72   | 0.02%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   32814000 | PA      | $34572234.17   | 0.06%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   47279000 | PA      | $47275272.52   | 0.08%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                 | Lowe's Cos Inc                                                                  | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3384578.58    | 0.01%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                        | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8317463.95    | 0.01%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD             | Macquarie Bank Ltd                                                              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   12550000 | PA      | $12017715.34   | 0.02%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD       | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    8375000 | PA      | $8965544.45    | 0.02%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC       | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   34215000 | PA      | $30034611.30   | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4569467.10    | 0.01%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                    | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $3155859.50    | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2018-H4                                          | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7750000 | PA      | $7703820.85    | 0.01%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $994645.56     | 0.00%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                     | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6025000 | PA      | $5951346.79    | 0.01%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                      | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7332695.28    | 0.01%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING             | NLG Global Funding                                                              | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9881703.60    | 0.02%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                        | CUSIP: 63607VAA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   16885000 | PA      | $12136286.24   | 0.02%             | 2035-07-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC              | National Grid PLC                                                               | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   12410000 | PA      | $12861188.26   | 0.02%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                   | NNN REIT Inc                                                                    | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $7051817.40    | 0.01%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   12000000 | PA      | $12226833.48   | 0.02%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                                     | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   72048000 | PA      | $72751688.49   | 0.13%             | 2029-07-14      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA       | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   18340000 | PA      | $24577886.45   | 0.04%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    4700000 | PA      | $5049090.81    | 0.01%             | 2034-03-02      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust     | Navient Private Education Refi Loan Trust 2021-G                                | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10559776 | PA      | $9596872.20    | 0.02%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG       | New York Life Global Funding                                                    | CUSIP: 64952WFG3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   12050000 | PA      | $12374070.41   | 0.02%             | 2029-06-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC            | Nomura Holdings Inc                                                             | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    8000000 | PA      | $7635537.04    | 0.01%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                   | Nordson Corp                                                                    | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $18134070.48   | 0.03%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2025-NQM15 Trust                                                            | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-MBS          | CORP              | US        |   39442974 | PA      | $39619078.68   | 0.07%             | 2065-07-27      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR       | Occidental Petroleum Corp                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   29260000 | PA      | $33831084.98   | 0.06%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5458123.14    | 0.01%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                 | PSEG Power LLC                                                                  | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14700000 | PA      | $15050128.86   | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP           | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $19962710.46   | 0.04%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PREMIER HEALTH PARTNERS        | Premier Health Partners                                                         | CUSIP: 74052BAA5<br>LEI: 549300KETC002I82TF46 | Long             | DBT              | CORP              | US        |   33267000 | PA      | $32863081.73   | 0.06%             | 2026-11-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II       | Principal Life Global Funding II                                                | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   13725000 | PA      | $14061775.68   | 0.03%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2024-SFR1 Trust                                            | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5266308 | PA      | $5111576.30    | 0.01%             | 2041-02-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR8 Trust                                            | CUSIP: 74333TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   72010327 | PA      | $70895628.60   | 0.13%             | 2038-10-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                    | Prologis LP                                                                     | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   21575000 | PA      | $22185206.16   | 0.04%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                        | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   24375000 | PA      | $22462725.68   | 0.04%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                       | RTX Corp                                                                        | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    9578000 | PA      | $9532583.33    | 0.02%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP             | Realty Income Corp                                                              | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    6625000 | PA      | $6756632.32    | 0.01%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TSY          | Reckitt Benckiser Treasury Services PLC                                         | CUSIP: 75625QAE9<br>LEI: 213800LAXWIUOOBZ3908 | Long             | DBT              | CORP              | GB        |   67730000 | PA      | $66793201.99   | 0.12%             | 2027-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS         | Repsol E&P Capital Markets US LLC                                               | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   35940000 | PA      | $36289462.23   | 0.07%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   13000000 | PA      | $12267958.04   | 0.02%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    7000000 | PA      | $7158769.45    | 0.01%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   14110000 | PA      | $14560895.21   | 0.03%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC               | Ryder System Inc                                                                | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12321868.32   | 0.02%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                   | SK hynix Inc                                                                    | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   21852000 | PA      | $21822891.82   | 0.04%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   43842000 | PA      | $44061420.44   | 0.08%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    9723900 | PA      | $10231869.05   | 0.02%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                     | Leidos Inc                                                                      | CUSIP: 808626AE5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5576259.40    | 0.01%             | 2032-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust                                  | CUSIP: 863579AP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     104210 | PA      | $102896.74     | 0.00%             | 2034-09-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP       | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   33650000 | PA      | $35890009.84   | 0.06%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                                  | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   37510000 | PA      | $37462059.22   | 0.07%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                             | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   23023000 | PA      | $22942396.94   | 0.04%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   12455000 | PA      | $13722312.19   | 0.02%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |   30327000 | PA      | $30202239.27   | 0.05%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL         | Telecom Italia Capital SA                                                       | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    1373000 | PA      | $1488957.68    | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   33100000 | PA      | $29247769.37   | 0.05%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    3775000 | PA      | $3441954.48    | 0.01%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                    | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   19675000 | PA      | $18625897.32   | 0.03%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC          | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    6320000 | PA      | $6781981.76    | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC          | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    2767000 | PA      | $2804759.87    | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                                              | CUSIP: 89178YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4297051 | PA      | $4214389.48    | 0.01%             | 2060-02-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2022-2                                                | CUSIP: 89180HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  122381507 | PA      | $116964350.82  | 0.21%             | 2062-07-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC        | Trinity Acquisition PLC                                                         | CUSIP: 89641UAB7<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   22561000 | PA      | $22751711.07   | 0.04%             | 2043-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  824700000 | PA      | $699448687.50  | 1.26%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   70000000 | PA      | $69010156.60   | 0.12%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  482525000 | PA      | $438155320.77  | 0.79%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  203575000 | PA      | $205443755.39  | 0.37%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL       | Viper Energy Partners LLC                                                       | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5058600.00    | 0.01%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   20900000 | PA      | $21223498.14   | 0.04%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-CB2 Trust                   | CUSIP: 92922FTY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1560976 | PA      | $1604027.75    | 0.00%             | 2034-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                   | WP Carey Inc                                                                    | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10349819.80   | 0.02%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                                  | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20175723.60   | 0.04%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   28315000 | PA      | $28172635.01   | 0.05%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    4739000 | PA      | $4798044.48    | 0.01%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    8417000 | PA      | $9084257.09    | 0.02%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   42935000 | PA      | $42993260.65   | 0.08%             | 2026-04-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $10344499.10   | 0.02%             | 2035-12-03      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6720937.30    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC       | Agilent Technologies Inc                                                        | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $12803300.58   | 0.02%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7141658.78    | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS       | Air Products and Chemicals Inc                                                  | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   10425000 | PA      | $7841779.35    | 0.01%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   12131000 | PA      | $11789333.18   | 0.02%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                    | Aker BP ASA                                                                     | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   15500000 | PA      | $15962202.25   | 0.03%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP             | Alcon Finance Corp                                                              | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5359159.05    | 0.01%             | 2049-09-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    8444000 | PA      | $8645220.94    | 0.02%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3186185.00    | 0.01%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    9000000 | PA      | $9521695.62    | 0.02%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-3                                                    | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5249897 | PA      | $5052375.32    | 0.01%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                                      | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6949609.16    | 0.01%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    5000000 | PA      | $4817381.50    | 0.01%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   14230000 | PA      | $14210989.29   | 0.03%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4475709.50    | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4474946.80    | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   28925000 | PA      | $26490402.42   | 0.05%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   32576000 | PA      | $29328321.67   | 0.05%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK21                                                                 | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39710000 | PA      | $37639167.18   | 0.07%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK8                                                                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   68313000 | PA      | $66856826.43   | 0.12%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL         | Banque Federative du Credit Mutuel SA                                           | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   22290000 | PA      | $22518083.99   | 0.04%             | 2027-07-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5875000 | PA      | $6118262.13    | 0.01%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C7 Mortgage Trust                                                     | CUSIP: 09660WAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31475000 | PA      | $32171227.00   | 0.06%             | 2057-11-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                                          | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   29081000 | PA      | $29170065.22   | 0.05%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC        | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    5481000 | PA      | $5360166.75    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10358823.60   | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP            | Carrier Global Corp                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    6861000 | PA      | $6466040.09    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11300000 | PA      | $7863662.20    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   45140000 | PA      | $47570793.97   | 0.09%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2024-RPL3                              | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   53653421 | PA      | $47989224.19   | 0.09%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS       | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   11750000 | PA      | $12291788.98   | 0.02%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC         | Church & Dwight Co Inc                                                          | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $6156130.37    | 0.01%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5449171.98    | 0.01%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP       | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10436234.30   | 0.02%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES INC       | Colonial Enterprises Inc                                                        | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10094521.60   | 0.02%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1746997 | PA      | $1619087.58    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1029234 | PA      | $954524.77     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6493640 | PA      | $6024608.80    | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 31329KXX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22883230 | PA      | $22105362.64   | 0.04%             | 2038-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HLM34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4557003 | PA      | $4228824.42    | 0.01%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132HPR22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15523417 | PA      | $14404656.50   | 0.03%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335AMN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     624978 | PA      | $635769.81     | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133KYU64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   43551136 | PA      | $38070564.74   | 0.07%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3133USJT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   44319681 | PA      | $36270814.34   | 0.07%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138E0RK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2237591 | PA      | $2191237.78    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EMUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3287254 | PA      | $3297816.14    | 0.01%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138EQZU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3191659 | PA      | $3277398.77    | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ERBM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3450450 | PA      | $3274594.57    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3138ETYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16872237 | PA      | $16113722.60   | 0.03%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMN93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   70110374 | PA      | $64921563.73   | 0.12%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMNR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26296623 | PA      | $22472688.34   | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XPVY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28497343 | PA      | $24934819.75   | 0.04%             | 2047-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae I Pool                                                               | CUSIP: 36176W7E5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4112223 | PA      | $3856686.62    | 0.01%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                                            | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   17950000 | PA      | $18778531.79   | 0.03%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $8719187.76    | 0.02%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   43348000 | PA      | $43448921.08   | 0.08%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK       | Huntington National Bank/The                                                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1572630.41    | 0.00%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                   | ING Groep NV                                                                    | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    6000000 | PA      | $6251984.22    | 0.01%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    8475000 | PA      | $8744505.17    | 0.02%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   25581000 | PA      | $25304521.58   | 0.05%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                | JAB Holdings BV                                                                 | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    9000000 | PA      | $7020585.27    | 0.01%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                       | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12398246.64   | 0.02%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP          | Lincoln National Corp                                                           | CUSIP: 534187BM0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   23950000 | PA      | $21749597.82   | 0.04%             | 2030-08-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY HOMEO | Minnesota Housing Finance Agency                                                | CUSIP: 60416QGK4<br>LEI: 549300R89XDTQBK4GE22 | Long             | DBT              | MUN               | US        |    1706110 | PA      | $1483408.23    | 0.00%             | 2046-08-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP         | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3525000 | PA      | $3678708.68    | 0.01%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    6725000 | PA      | $6888689.39    | 0.01%             | 2028-09-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP         | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   13725000 | PA      | $13918742.51   | 0.02%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9723750.40    | 0.02%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN           | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $10314986.90   | 0.02%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   12000000 | PA      | $8916116.64    | 0.02%             | 2041-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                             | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $3858119.30    | 0.01%             | 2043-01-21      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                                    | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   17150000 | PA      | $17154631.36   | 0.03%             | 2028-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $46231335.90   | 0.08%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   19250000 | PA      | $17514493.15   | 0.03%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   35000000 | PA      | $32067478.45   | 0.06%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   39821000 | PA      | $40017628.53   | 0.07%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $34555651.90   | 0.06%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13778673.60   | 0.02%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP             | CNA Financial Corp                                                              | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6935188.05    | 0.01%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Home Lending Mortgage Trust Series 2024-RPL1                              | CUSIP: 16159MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   59319081 | PA      | $53168066.06   | 0.10%             | 2064-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $17188560.36   | 0.03%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3131XLET0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10609534 | PA      | $9827932.48    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14278859 | PA      | $12955658.44   | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18276384 | PA      | $17760139.02   | 0.03%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335ATG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3083536 | PA      | $2986916.36    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19889789.20   | 0.04%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   38000000 | PA      | $38288606.20   | 0.07%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | Targa Resources Corp                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   23275000 | PA      | $23958055.15   | 0.04%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities  | Thornburg Mortgage Securities Trust 2003-5                                      | CUSIP: 885220ED1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1908459 | PA      | $1802035.94    | 0.00%             | 2043-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-6                                                | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1705140 | PA      | $1697248.79    | 0.00%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-4                                                | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   47994647 | PA      | $43994274.22   | 0.08%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Asset Trust         | Towd Point Asset Trust 2021-SL1                                                 | CUSIP: 89179XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3451777 | PA      | $3364906.58    | 0.01%             | 2061-11-20      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $4579445.65    | 0.01%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                                | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   51250000 | PA      | $52145990.94   | 0.09%             | 2028-12-03      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP             | Alcon Finance Corp                                                              | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   14770000 | PA      | $14636299.74   | 0.03%             | 2026-09-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                    | Ameren Corp                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19240059.80   | 0.03%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER        | American Electric Power Co Inc                                                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   10175000 | PA      | $6773743.94    | 0.01%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA       | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9774942.20    | 0.02%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   13350000 | PA      | $10553414.77   | 0.02%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   37200000 | PA      | $36582734.45   | 0.07%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   10439000 | PA      | $10908123.54   | 0.02%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL         | Anglo American Capital PLC                                                      | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   35675000 | PA      | $32916633.97   | 0.06%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR       | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   20150000 | PA      | $20903240.25   | 0.04%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                 | AptarGroup Inc                                                                  | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7011432.08    | 0.01%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA               | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   25000000 | PA      | $28032176.00   | 0.05%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   15000000 | PA      | $13503448.80   | 0.02%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                         | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   16000000 | PA      | $16718179.20   | 0.03%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA             | Banco Santander SA                                                              | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   36500000 | PA      | $39390770.44   | 0.07%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $8047240.40    | 0.01%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC           | Bayer US Finance LLC                                                            | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15778259.10   | 0.03%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                    | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    1225000 | PA      | $1014468.58    | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                    | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   11825000 | PA      | $12013426.17   | 0.02%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2023-V3 Mortgage Trust                                                | CUSIP: 08163VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36950000 | PA      | $38201171.34   | 0.07%             | 2056-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5140000 | PA      | $5193151.30    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24251777.50   | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   28350000 | PA      | $28596232.51   | 0.05%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   55275000 | PA      | $56655917.08   | 0.10%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP        | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |   10776000 | PA      | $10680722.60   | 0.02%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                  | Comerica Bank                                                                   | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |   15325000 | PA      | $15446356.84   | 0.03%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH            | CommonSpirit Health                                                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   17635000 | PA      | $17057787.58   | 0.03%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   10000000 | PA      | $10471984.20   | 0.02%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    5493000 | PA      | $5970342.96    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1611000 | PA      | $1636889.17    | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MABS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14577131 | PA      | $13942344.56   | 0.03%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5043242 | PA      | $4887474.45    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1486852 | PA      | $1442404.52    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3131XKDQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29481308 | PA      | $28217149.26   | 0.05%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132A5G90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   56737751 | PA      | $56406012.09   | 0.10%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42123654 | PA      | $34409919.65   | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                | CUSIP: 3132DUDL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24886775 | PA      | $22732902.09   | 0.04%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BA97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10477443 | PA      | $10025601.06   | 0.02%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                                           | CUSIP: 31335BXJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8206824 | PA      | $7950789.83    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J55P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10159137 | PA      | $10031603.02   | 0.02%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2553422 | PA      | $2470566.02    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140J8MY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6420865 | PA      | $6371387.35    | 0.01%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XDW93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   88057195 | PA      | $72576364.30   | 0.13%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   68864313 | PA      | $56328907.49   | 0.10%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XLQ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37238936 | PA      | $36629048.37   | 0.07%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XMMJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44041416 | PA      | $41876884.40   | 0.08%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XQWN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   43798941 | PA      | $45670563.09   | 0.08%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 3140XRNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  129996947 | PA      | $135145048.10  | 0.24%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31417YFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     192604 | PA      | $193388.06     | 0.00%             | 2029-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418AMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1601070 | PA      | $1550358.37    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                 | CUSIP: 31418BFA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22944870 | PA      | $22755544.29   | 0.04%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   30902000 | PA      | $31344771.89   | 0.06%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                                        | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   21830000 | PA      | $22165862.85   | 0.04%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION       | Florida Gas Transmission Co LLC                                                 | CUSIP: 340711AY6<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $17107724.04   | 0.03%             | 2030-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                                           | CUSIP: 43475RAU0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   13596000 | PA      | $15617205.83   | 0.03%             | 2036-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                     | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $22511557.42   | 0.04%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                                         | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $26430315.08   | 0.05%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9447502.10    | 0.02%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2016-C2                              | CUSIP: 46590LAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19890000 | PA      | $19764844.16   | 0.04%             | 2049-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2017-C5                              | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24380000 | PA      | $24111963.84   | 0.04%             | 2050-03-15      | Fixed         | 3.69%                 | 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: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   10000000 | PA      | $9631295.90    | 0.02%             | 2029-02-02      | Fixed         | 3.00%                 | 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: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   36150000 | PA      | $37776207.75   | 0.07%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2006-A7                                                | CUSIP: 46629DAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     162561 | PA      | $130268.40     | 0.00%             | 2037-01-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   28000000 | PA      | $26105495.36   | 0.05%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12025000 | PA      | $11806242.76   | 0.02%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   42500000 | PA      | $43141180.93   | 0.08%             | 2028-07-22      | Variable      | 4.98%                 | 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        |   12000000 | PA      | $12635270.64   | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                                   | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9871995.60    | 0.02%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                   | KBC Group NV                                                                    | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   18375000 | PA      | $18728264.34   | 0.03%             | 2030-10-16      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| KENTUCKY ST HSG CORP HSG REVEN | Kentucky Housing Corp                                                           | CUSIP: 49130TUR5<br>LEI: 549300NTBUU903EKQ287 | Long             | DBT              | MUN               | US        |     370000 | PA      | $369051.95     | 0.00%             | 2040-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC               | LPL Holdings Inc                                                                | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12321746.76   | 0.02%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   12000000 | PA      | $12652272.96   | 0.02%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC       | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $2933756.08    | 0.01%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   12950000 | PA      | $13170862.51   | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   22425000 | PA      | $20216308.60   | 0.04%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-27

**Name of Applicant:** Baird Funds Inc

**Signature:** Baird Funds Inc

**Name of Signer:** Peter Hammond

**Title:** Vice President