# EDGAR Filing Document

**Accession Number:** 0000819940
**File Stem:** 0001775697-23-000207
**Filing Date:** 2023-3
**Character Count:** 1214407
**Document Hash:** 80506f9edefeebba7ae0deff2b139258
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000207.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001775697-23-000207

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY Mellon Investment Funds IV, Inc.
- **CENTRAL INDEX KEY:** 0000819940
- **IRS NUMBER:** 134024319
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05202
- **FILM NUMBER:** 23758579

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 2129226400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS/LAUREL FUNDS, INC.
- **DATE OF NAME CHANGE:** 20181030

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS/LAUREL FUNDS, INC
- **DATE OF NAME CHANGE:** 20181030

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS/LAUREL FUNDS INC
- **DATE OF NAME CHANGE:** 20040419

## Series and Classes Contracts Data

### BNY Mellon Bond Market Index Fund (Series ID: S000000307)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000000765 | Investor Shares | DBMIX           |
| C000000766 | Class I         | DBIRX           |

## Nport-Ex

STATEMENT OF INVESTMENTS<br>BNY Mellon Bond Market Index Fund

January 31, 2023 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7%**  | **Bonds and Notes - 99.7%**  | **Bonds and Notes - 99.7%**  |  |  |
| **Aerospace & Defense - .3%**  | **Aerospace & Defense - .3%**  | **Aerospace & Defense - .3%**  |  |  |
| L3Harris Technologies, Inc., Sr. Unscd. Notes | 5.05 | 4/27/2045 | 200000 | 194827 |
| Lockheed Martin Corp., Sr. Unscd. Notes | 3.55 | 1/15/2026 | 117000 | 115006 |
| Lockheed Martin Corp., Sr. Unscd. Notes | 4.07 | 12/15/2042 | 250000 | 230294 |
| Northrop Grumman Corp., Sr. Unscd. Notes | 4.03 | 10/15/2047 | 160000 | 141223 |
| Raytheon Technologies Corp., Sr. Unscd. Notes | 3.13 | 5/4/2027 | 110000 | 104593 |
| Raytheon Technologies Corp., Sr. Unscd. Notes | 4.13 | 11/16/2028 | 210000 | 206193 |
| Raytheon Technologies Corp., Sr. Unscd. Notes | 4.63 | 11/16/2048 | 105000 | 101838 |
| Raytheon Technologies Corp., Sr. Unscd. Notes | 7.20 | 8/15/2027 | 150000 | 165046 |
| The Boeing Company, Sr. Unscd. Notes | 2.95 | 2/1/2030 | 125000<br> <sup>a</sup>  | 110614 |
| The Boeing Company, Sr. Unscd. Notes | 3.50 | 3/1/2039 | 200000 | 156585 |
| The Boeing Company, Sr. Unscd. Notes | 3.75 | 2/1/2050 | 125000 | 96312 |
| The Boeing Company, Sr. Unscd. Notes | 3.83 | 3/1/2059 | 100000 | 72282 |
| The Boeing Company, Sr. Unscd. Notes | 5.15 | 5/1/2030 | 250000 | 252162 |
|  |  |  |  | **1946975** |
| **Agriculture - .4%**  | **Agriculture - .4%**  | **Agriculture - .4%**  |  |  |
| Altria Group, Inc., Gtd. Notes | 2.35 | 5/6/2025 | 500000 | 475077 |
| Altria Group, Inc., Gtd. Notes | 3.40 | 2/4/2041 | 80000 | 56370 |
| Altria Group, Inc., Gtd. Notes | 4.80 | 2/14/2029 | 300000 | 297030 |
| Archer-Daniels-Midland Co., Sr. Unscd. Notes | 2.50 | 8/11/2026 | 350000 | 330143 |
| BAT Capital Corp., Gtd. Notes | 3.56 | 8/15/2027 | 310000 | 289476 |
| BAT Capital Corp., Gtd. Notes | 4.39 | 8/15/2037 | 180000 | 148072 |
| BAT Capital Corp., Gtd. Notes | 5.65 | 3/16/2052 | 200000 | 179132 |
| BAT International Finance PLC, Gtd. Notes | 1.67 | 3/25/2026 | 200000 | 180605 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 4.50 | 3/20/2042 | 300000 | 265918 |
| Reynolds American, Inc., Gtd. Notes | 5.70 | 8/15/2035 | 240000 | 229963 |
|  |  |  |  | **2451786** |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Airlines - .2%**  | **Airlines - .2%**  | **Airlines - .2%**  |  |  |
| American Airlines Pass Through Trust, Ser. 2016-1, Cl. AA | 3.58 | 1/15/2028 | 376396 | 341659 |
| JetBlue Pass Through Trust, Ser. 2019-1, Cl. AA | 2.75 | 5/15/2032 | 259764 | 218652 |
| Southwest Airlines Co., Sr. Unscd. Notes | 5.13 | 6/15/2027 | 125000 | 126215 |
| Southwest Airlines Co., Sr. Unscd. Notes | 5.25 | 5/4/2025 | 200000 | 201411 |
| United Airlines Pass Through Trust, Ser. 2013-1, Cl. A | 4.30 | 8/15/2025 | 603108 | 574861 |
|  |  |  |  | **1462798** |
| **Asset-Backed Certificates - .0%**  | **Asset-Backed Certificates - .0%**  | **Asset-Backed Certificates - .0%**  |  |  |
| Verizon Master Trust, Ser. 2021-2, CI. A | 0.99 | 4/20/2028 | 200000 | **187811** |
| **Asset-Backed Certificates/Auto Receivables - .3%**  | **Asset-Backed Certificates/Auto Receivables - .3%**  | **Asset-Backed Certificates/Auto Receivables - .3%**  |  |  |
| GM Financial Automobile Leasing Trust, Ser. 2022-2, CI. A3 | 3.42 | 6/20/2025 | 100000 | 98135 |
| Honda Auto Receivables Owner Trust, Ser. 2021-1, CI. A4 | 0.42 | 1/21/2028 | 400000 | 376163 |
| Hyundai Auto Receivables Trust, Ser. 2020-A, Cl. A4 | 1.72 | 6/15/2026 | 100000 | 96701 |
| Santander Drive Auto Receivables Trust, Ser. 2021-1, Cl. D | 1.13 | 11/16/2026 | 300000 | 285812 |
| Toyota Auto Receivables Owner Trust, Ser. 2021-A, Cl. A4 | 0.39 | 6/15/2026 | 300000 | 278933 |
| Toyota Auto Receivables Owner Trust, Ser. 2022-C, CI. A3 | 3.76 | 4/15/2027 | 250000 | 246260 |
| World Omni Auto Receivables Trust, Ser. 2022-A, Cl. A3 | 1.66 | 5/17/2027 | 200000 | 191322 |
| World Omni Automobile Lease Securitization Trust, Ser. 2022-A, CI. A3 | 3.21 | 2/18/2025 | 100000 | 98006 |
|  |  |  |  | **1671332** |
| **Asset-Backed Certificates/Credit Cards - .1%**  | **Asset-Backed Certificates/Credit Cards - .1%**  | **Asset-Backed Certificates/Credit Cards - .1%**  |  |  |
| BA Credit Card Trust, Ser. 2022-A1, Cl. A1 | 3.53 | 11/15/2027 | 200000 | 195794 |
| Barclays Dryrock Issuance Trust, Ser. 2022-1, CI. A | 3.07 | 2/15/2028 | 200000 | 194238 |
| Capital One Multi-Asset Execution Trust, Ser. 2021-A2, CI. A2 | 1.39 | 7/15/2030 | 300000 | 260291 |
| Synchrony Card Funding LLC, Ser. 2022-A1, Cl. A | 3.37 | 4/15/2028 | 250000 | 243735 |
|  |  |  |  | **894058** |
| **Automobiles & Components - .5%**  | **Automobiles & Components - .5%**  | **Automobiles & Components - .5%**  |  |  |
| American Honda Finance Corp., Sr. Unscd. Notes | 1.00 | 9/10/2025 | 200000 | 182460 |
| BorgWarner, Inc., Sr. Unscd. Notes | 3.38 | 3/15/2025 | 250000<br> <sup>a</sup>  | 241628 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Automobiles & Components - .5% (continued)** | **Automobiles & Components - .5% (continued)** | **Automobiles & Components - .5% (continued)** |  |  |
| Cummins, Inc., Sr. Unscd. Notes | 1.50 | 9/1/2030 | 100000 | 81638 |
| Cummins, Inc., Sr. Unscd. Notes | 2.60 | 9/1/2050 | 100000 | 67507 |
| General Motors Co., Sr. Unscd. Notes | 4.20 | 10/1/2027 | 180000<br> <sup>a</sup>  | 174207 |
| General Motors Co., Sr. Unscd. Notes | 5.20 | 4/1/2045 | 340000 | 297500 |
| General Motors Financial Co., Sr. Unscd. Notes | 1.25 | 1/8/2026 | 200000 | 179400 |
| General Motors Financial Co., Sr. Unscd. Notes | 2.35 | 1/8/2031 | 200000 | 159956 |
| General Motors Financial Co., Sr. Unscd. Notes | 2.40 | 4/10/2028 | 300000 | 261513 |
| General Motors Financial Co., Sr. Unscd. Notes | 2.70 | 6/10/2031 | 30000 | 24207 |
| General Motors Financial Co., Sr. Unscd. Notes | 2.75 | 6/20/2025 | 200000 | 188807 |
| Magna International, Inc., Sr. Unscd. Notes | 2.45 | 6/15/2030 | 200000 | 171108 |
| Mercedes-Benz Finance North America LLC, Gtd. Notes | 8.50 | 1/18/2031 | 200000 | 255587 |
| Toyota Motor Corp., Sr. Unscd. Bonds | 3.67 | 7/20/2028 | 200000<br> <sup>a</sup>  | 194771 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 1.65 | 1/10/2031 | 300000 | 246211 |
| Toyota Motor Credit Corp., Sr. Unscd. Notes | 4.63 | 1/12/2028 | 200000 | 202127 |
|  |  |  |  | **2928627** |
| **Banks - 5.8%**  | **Banks - 5.8%**  | **Banks - 5.8%**  |  |  |
| Banco Bilbao Vizcaya Argentaria SA, Sr. Unscd. Bonds | 5.86 | 9/14/2026 | 200000 | 201164 |
| Banco Bilbao Vizcaya Argentaria SA, Sr. Unscd. Notes | 6.14 | 9/14/2028 | 200000 | 206030 |
| Banco Santander SA, Sr. Unscd. Notes | 3.80 | 2/23/2028 | 400000 | 374817 |
| Bank of America Corp., Sr. Unscd. Notes | 1.20 | 10/24/2026 | 250000 | 225499 |
| Bank of America Corp., Sr. Unscd. Notes | 1.90 | 7/23/2031 | 200000 | 161839 |
| Bank of America Corp., Sr. Unscd. Notes | 1.92 | 10/24/2031 | 250000 | 201350 |
| Bank of America Corp., Sr. Unscd. Notes | 2.30 | 7/21/2032 | 260000 | 211803 |
| Bank of America Corp., Sr. Unscd. Notes | 2.46 | 10/22/2025 | 200000 | 191275 |
| Bank of America Corp., Sr. Unscd. Notes | 2.50 | 2/13/2031 | 470000 | 400192 |
| Bank of America Corp., Sr. Unscd. Notes | 2.57 | 10/20/2032 | 125000 | 103450 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Banks - 5.8% (continued)** | **Banks - 5.8% (continued)** | **Banks - 5.8% (continued)** |  |  |
| Bank of America Corp., Sr. Unscd. Notes | 2.59 | 4/29/2031 | 250000 | 213995 |
| Bank of America Corp., Sr. Unscd. Notes | 2.68 | 6/19/2041 | 145000 | 107022 |
| Bank of America Corp., Sr. Unscd. Notes | 2.83 | 10/24/2051 | 250000 | 171777 |
| Bank of America Corp., Sr. Unscd. Notes | 2.97 | 7/21/2052 | 85000 | 60048 |
| Bank of America Corp., Sr. Unscd. Notes | 2.97 | 2/4/2033 | 120000 | 102402 |
| Bank of America Corp., Sr. Unscd. Notes | 3.19 | 7/23/2030 | 130000 | 116716 |
| Bank of America Corp., Sr. Unscd. Notes | 3.97 | 3/5/2029 | 150000 | 143260 |
| Bank of America Corp., Sr. Unscd. Notes | 4.27 | 7/23/2029 | 180000 | 174112 |
| Bank of America Corp., Sr. Unscd. Notes | 5.00 | 1/21/2044 | 500000 | 501182 |
| Bank of America Corp., Sr. Unscd. Notes | 5.08 | 1/20/2027 | 200000 | 200814 |
| Bank of America Corp., Sr. Unscd. Notes | 6.20 | 11/10/2028 | 300000 | 316562 |
| Bank of America Corp., Sr. Unscd. Notes, Ser. N | 3.48 | 3/13/2052 | 50000 | 38864 |
| Bank of America Corp., Sub. Notes | 3.85 | 3/8/2037 | 200000 | 174535 |
| Bank of America Corp., Sub. Notes | 4.00 | 1/22/2025 | 250000 | 245800 |
| Bank of America Corp., Sub. Notes, Ser. L | 4.18 | 11/25/2027 | 250000 | 245677 |
| Bank of Montreal, Sr. Unscd. Notes | 0.95 | 1/22/2027 | 600000 | 537235 |
| BankUnited, Inc., Sub. Notes | 5.13 | 6/11/2030 | 200000 | 194535 |
| Barclays PLC, Sr. Unscd. Notes | 4.34 | 1/10/2028 | 200000 | 193489 |
| Barclays PLC, Sr. Unscd. Notes | 4.38 | 1/12/2026 | 200000 | 196059 |
| Barclays PLC, Sr. Unscd. Notes | 5.30 | 8/9/2026 | 200000 | 200076 |
| BPCE SA, Gtd. Notes | 4.00 | 4/15/2024 | 200000 | 197792 |
| Citigroup, Inc., Sr. Unscd. Notes | 3.06 | 1/25/2033 | 95000 | 81449 |
| Citigroup, Inc., Sr. Unscd. Notes | 3.11 | 4/8/2026 | 450000 | 431654 |
| Citigroup, Inc., Sr. Unscd. Notes | 3.67 | 7/24/2028 | 500000 | 473923 |
| Citigroup, Inc., Sr. Unscd. Notes | 3.79 | 3/17/2033 | 200000 | 181354 |
| Citigroup, Inc., Sr. Unscd. Notes | 3.88 | 1/24/2039 | 60000 | 52325 |
| Citigroup, Inc., Sr. Unscd. Notes | 4.08 | 4/23/2029 | 100000 | 95638 |
| Citigroup, Inc., Sr. Unscd. Notes | 4.28 | 4/24/2048 | 200000 | 180897 |
| Citigroup, Inc., Sr. Unscd. Notes | 4.65 | 7/23/2048 | 150000 | 143450 |
| Citigroup, Inc., Sr. Unscd. Notes | 4.91 | 5/24/2033 | 70000 | 69185 |
| Citigroup, Inc., Sr. Unscd. Notes | 6.27 | 11/17/2033 | 300000 | 327008 |
| Citigroup, Inc., Sr. Unscd. Notes | 6.63 | 1/15/2028 | 100000 | 109886 |
| Citigroup, Inc., Sub. Notes | 5.50 | 9/13/2025 | 500000 | 507163 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Banks - 5.8% (continued)** | **Banks - 5.8% (continued)** | **Banks - 5.8% (continued)** |  |  |
| Citigroup, Inc., Sub. Notes | 6.68 | 9/13/2043 | 250000 | 292432 |
| Comerica Bank, Sub. Notes | 5.33 | 8/25/2033 | 200000 | 199160 |
| Credit Suisse AG, Sr. Unscd. Notes | 2.95 | 4/9/2025 | 250000 | 230959 |
| Credit Suisse Group AG, Sr. Unscd. Notes | 3.75 | 3/26/2025 | 500000 | 469452 |
| Deutsche Bank AG, Sr. Unscd. Notes | 2.13 | 11/24/2026 | 200000 | 180518 |
| Deutsche Bank AG, Sr. Unscd. Notes | 3.96 | 11/26/2025 | 400000 | 387600 |
| Deutsche Bank AG, Sr. Unscd. Notes | 6.12 | 7/14/2026 | 150000 | 151699 |
| Discover Bank, Sr. Unscd. Notes | 4.25 | 3/13/2026 | 400000 | 389088 |
| Fifth Third Bancorp, Sr. Unscd. Notes | 2.55 | 5/5/2027 | 200000 | 184583 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 1.59 | 5/24/2027 | 200000 | 177287 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 2.63 | 11/7/2025 | 400000 | 381709 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 3.90 | 5/25/2026 | 295000 | 285099 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 3.97 | 5/22/2030 | 300000 | 276954 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 4.95 | 3/31/2030 | 400000 | 401702 |
| HSBC Holdings PLC, Sr. Unscd. Notes | 5.40 | 8/11/2033 | 300000 | 299877 |
| ING Groep NV, Sr. Unscd. Notes | 3.55 | 4/9/2024 | 300000 | 295006 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 0.56 | 2/16/2025 | 400000 | 380441 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 1.05 | 11/19/2026 | 150000 | 134312 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 1.56 | 12/10/2025 | 300000 | 281103 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 1.58 | 4/22/2027 | 300000 | 269741 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 1.76 | 11/19/2031 | 75000 | 59733 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.08 | 4/22/2026 | 250000 | 234863 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.30 | 10/15/2025 | 230000 | 219018 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.52 | 4/22/2031 | 390000 | 333645 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.53 | 11/19/2041 | 80000 | 57444 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.58 | 4/22/2032 | 300000 | 252684 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.74 | 10/15/2030 | 220000 | 192434 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.96 | 1/25/2033 | 110000 | 94372 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 3.30 | 4/1/2026 | 500000 | 482678 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 3.51 | 1/23/2029 | 135000 | 126575 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Banks - 5.8% (continued)** | **Banks - 5.8% (continued)** | **Banks - 5.8% (continued)** |  |  |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 3.90 | 1/23/2049 | 105000 | 89817 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.01 | 4/23/2029 | 200000 | 191913 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.20 | 7/23/2029 | 150000 | 144856 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.26 | 2/22/2048 | 400000 | 360269 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.49 | 3/24/2031 | 300000 | 293155 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 4.85 | 7/25/2028 | 200000 | 200068 |
| KeyBank NA, Sub. Notes | 6.95 | 2/1/2028 | 100000 | 107634 |
| KfW, Gov't. Gtd. Bonds | 0.38 | 7/18/2025 | 245000 | 224007 |
| KfW, Gov't. Gtd. Bonds | 3.75 | 2/15/2028 | 105000 | 105332 |
| KfW, Gov't. Gtd. Notes | 0.63 | 1/22/2026 | 250000 | 226836 |
| KfW, Gov't. Gtd. Notes | 2.00 | 5/2/2025 | 1100000 | 1049242 |
| Landwirtschaftliche Rentenbank, Gov't. Gtd. Notes | 2.38 | 6/10/2025 | 250000 | 239608 |
| Lloyds Banking Group PLC, Sr. Unscd. Notes | 4.55 | 8/16/2028 | 300000 | 292777 |
| Lloyds Banking Group PLC, Sr. Unscd. Notes | 4.98 | 8/11/2033 | 300000 | 293355 |
| Lloyds Banking Group PLC, Sub. Notes | 4.58 | 12/10/2025 | 220000 | 214911 |
| M&T Bank Corp., Sr. Unscd. Notes | 4.55 | 8/16/2028 | 200000 | 199856 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 1.41 | 7/17/2025 | 200000 | 183203 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 2.05 | 7/17/2030 | 200000 | 164307 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 4.29 | 7/26/2038 | 200000 | 186425 |
| Mitsubishi UFJ Financial Group, Inc., Sr. Unscd. Notes | 5.35 | 9/13/2028 | 300000 | 304632 |
| Mizuho Financial Group, Inc., Sr. Unscd. Notes | 2.20 | 7/10/2031 | 200000 | 163105 |
| Morgan Stanley, Sr. Unscd. Notes | 1.51 | 7/20/2027 | 140000 | 124970 |
| Morgan Stanley, Sr. Unscd. Notes | 1.59 | 5/4/2027 | 300000 | 269528 |
| Morgan Stanley, Sr. Unscd. Notes | 1.79 | 2/13/2032 | 75000 | 59374 |
| Morgan Stanley, Sr. Unscd. Notes | 2.24 | 7/21/2032 | 155000 | 126163 |
| Morgan Stanley, Sr. Unscd. Notes | 2.51 | 10/20/2032 | 95000 | 78523 |
| Morgan Stanley, Sr. Unscd. Notes | 2.70 | 1/22/2031 | 175000 | 151966 |
| Morgan Stanley, Sr. Unscd. Notes | 2.94 | 1/21/2033 | 85000 | 72654 |
| Morgan Stanley, Sr. Unscd. Notes | 3.22 | 4/22/2042 | 300000 | 240024 |
| Morgan Stanley, Sr. Unscd. Notes | 3.77 | 1/24/2029 | 180000 | 171194 |
| Morgan Stanley, Sr. Unscd. Notes | 4.00 | 7/23/2025 | 200000 | 196923 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Banks - 5.8% (continued)** | **Banks - 5.8% (continued)** | **Banks - 5.8% (continued)** |  |  |
| Morgan Stanley, Sr. Unscd. Notes | 4.38 | 1/22/2047 | 250000 | 234549 |
| Morgan Stanley, Sr. Unscd. Notes | 5.12 | 2/1/2029 | 200000 | 202332 |
| Morgan Stanley, Sr. Unscd. Notes | 6.34 | 10/18/2033 | 100000 | 110027 |
| Morgan Stanley, Sr. Unscd. Notes | 7.25 | 4/1/2032 | 300000 | 352200 |
| Morgan Stanley, Sub. Notes | 3.95 | 4/23/2027 | 250000 | 241833 |
| National Australia Bank Ltd., Sr. Unscd. Notes | 2.50 | 7/12/2026 | 250000 | 233334 |
| NatWest Group PLC, Sr. Unscd. Notes | 4.80 | 4/5/2026 | 500000 | 498565 |
| NatWest Group PLC, Sr. Unscd. Notes | 7.47 | 11/10/2026 | 300000 | 317451 |
| Northern Trust Corp., Sub. Notes | 3.95 | 10/30/2025 | 346000 | 340371 |
| Royal Bank of Canada, Sr. Unscd. Notes | 1.15 | 6/10/2025 | 200000 | 184570 |
| Royal Bank of Canada, Sr. Unscd. Notes | 4.88 | 1/12/2026 | 250000 | 251650 |
| Santander UK Group Holdings PLC, Sr. Unscd. Notes | 1.09 | 3/15/2025 | 300000 | 284757 |
| State Street Corp., Sr. Unscd. Notes | 3.15 | 3/30/2031 | 300000 | 271373 |
| State Street Corp., Sub. Notes | 3.03 | 11/1/2034 | 225000 | 197737 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 0.95 | 1/12/2026 | 300000 | 268051 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 3.45 | 1/11/2027 | 160000 | 152568 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 3.78 | 3/9/2026 | 500000 | 487203 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 5.52 | 1/13/2028 | 200000 | 206462 |
| Sumitomo Mitsui Financial Group, Inc., Sr. Unscd. Notes | 5.71 | 1/13/2030 | 300000 | 312441 |
| SVB Financial Group, Sr. Unscd. Notes | 3.13 | 6/5/2030 | 200000<br> <sup>a</sup>  | 171873 |
| The Bank of Nova Scotia, Sr. Unscd. Notes | 1.30 | 6/11/2025 | 200000<br> <sup>a</sup>  | 184765 |
| The Bank of Nova Scotia, Sr. Unscd. Notes | 1.30 | 9/15/2026 | 300000 | 265989 |
| The Bank of Nova Scotia, Sr. Unscd. Notes | 3.40 | 2/11/2024 | 200000 | 197112 |
| The Bank of Nova Scotia, Sub. Notes | 4.50 | 12/16/2025 | 250000 | 247176 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Bonds | 4.22 | 5/1/2029 | 200000 | 192971 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 1.43 | 3/9/2027 | 150000 | 134463 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 1.54 | 9/10/2027 | 140000 | 123685 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 1.95 | 10/21/2027 | 130000 | 116421 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Banks - 5.8% (continued)** | **Banks - 5.8% (continued)** | **Banks - 5.8% (continued)** |  |  |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 2.38 | 7/21/2032 | 170000 | 139296 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 2.62 | 4/22/2032 | 300000 | 250829 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 2.64 | 2/24/2028 | 100000 | 91737 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 2.65 | 10/21/2032 | 120000 | 99100 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 2.91 | 7/21/2042 | 65000 | 48640 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.10 | 2/24/2033 | 130000 | 111489 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.21 | 4/22/2042 | 300000 | 235476 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.44 | 2/24/2043 | 65000 | 52361 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.63 | 2/20/2024 | 500000 | 493043 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.81 | 4/23/2029 | 150000 | 141752 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.85 | 1/26/2027 | 730000 | 705975 |
| The Goldman Sachs Group, Inc., Sub. Notes | 4.25 | 10/21/2025 | 130000 | 128045 |
| The Goldman Sachs Group, Inc., Sub. Notes | 6.75 | 10/1/2037 | 250000 | 280407 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 2.20 | 11/1/2024 | 250000 | 240668 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 3.45 | 4/23/2029 | 200000 | 189706 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 0.75 | 1/6/2026 | 300000 | 268729 |
| The Toronto-Dominion Bank, Sr. Unscd. Notes | 1.15 | 6/12/2025 | 200000 | 184084 |
| Truist Financial Corp., Sr. Unscd. Notes | 1.20 | 8/5/2025 | 200000 | 184430 |
| Truist Financial Corp., Sr. Unscd. Notes | 1.95 | 6/5/2030 | 200000<br> <sup>a</sup>  | 166652 |
| U.S. Bancorp, Sr. Unscd. Notes | 1.38 | 7/22/2030 | 200000 | 162289 |
| Wells Fargo & Co., Sr. Unscd. Notes | 2.16 | 2/11/2026 | 145000 | 136863 |
| Wells Fargo & Co., Sr. Unscd. Notes | 2.19 | 4/30/2026 | 400000 | 376424 |
| Wells Fargo & Co., Sr. Unscd. Notes | 2.57 | 2/11/2031 | 545000 | 470124 |
| Wells Fargo & Co., Sr. Unscd. Notes | 3.55 | 9/29/2025 | 200000 | 194399 |
| Wells Fargo & Co., Sr. Unscd. Notes | 4.15 | 1/24/2029 | 135000 | 131175 |
| Wells Fargo & Co., Sr. Unscd. Notes | 4.54 | 8/15/2026 | 150000 | 148597 |
| Wells Fargo & Co., Sub. Notes | 4.10 | 6/3/2026 | 500000 | 491694 |
| Wells Fargo & Co., Sub. Notes | 4.30 | 7/22/2027 | 500000 | 494756 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Banks - 5.8% (continued)** | **Banks - 5.8% (continued)** | **Banks - 5.8% (continued)** |  |  |
| Wells Fargo & Co., Sub. Notes | 4.65 | 11/4/2044 | 500000 | 461836 |
| Westpac Banking Corp., Sr. Unscd. Notes | 2.85 | 5/13/2026 | 200000 | 189559 |
| Westpac Banking Corp., Sr. Unscd. Notes | 5.46 | 11/18/2027 | 200000 | 208530 |
| Westpac Banking Corp., Sub. Notes | 2.67 | 11/15/2035 | 200000 | 157277 |
| Westpac Banking Corp., Sub. Notes | 2.96 | 11/16/2040 | 200000 | 144185 |
| Westpac Banking Corp., Sub. Notes | 5.41 | 8/10/2033 | 200000 | 199138 |
|  |  |  |  | **38473292** |
| **Beverage Products - .4%**  | **Beverage Products - .4%**  | **Beverage Products - .4%**  |  |  |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 3.50 | 6/1/2030 | 100000<br> <sup>a</sup>  | 94389 |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 3.65 | 2/1/2026 | 315000 | 307971 |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 4.60 | 4/15/2048 | 250000 | 236942 |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 4.70 | 2/1/2036 | 290000 | 287698 |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 5.45 | 1/23/2039 | 120000 | 125825 |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 5.80 | 1/23/2059 | 300000 | 333657 |
| Constellation Brands, Inc., Sr. Unscd. Notes | 2.88 | 5/1/2030 | 200000 | 177063 |
| Keurig Dr Pepper, Inc., Gtd. Notes | 4.50 | 4/15/2052 | 100000 | 90540 |
| Molson Coors Beverage Co., Gtd. Notes | 4.20 | 7/15/2046 | 150000 | 125864 |
| PepsiCo, Inc., Sr. Unscd. Notes | 2.63 | 7/29/2029 | 200000 | 182035 |
| PepsiCo, Inc., Sr. Unscd. Notes | 2.75 | 10/21/2051 | 40000<br> <sup>a</sup>  | 29703 |
| PepsiCo, Inc., Sr. Unscd. Notes | 2.88 | 10/15/2049 | 150000 | 115583 |
| PepsiCo, Inc., Sr. Unscd. Notes | 3.50 | 7/17/2025 | 250000 | 245397 |
| The Coca-Cola Company, Sr. Unscd. Notes | 2.88 | 5/5/2041 | 150000 | 122240 |
| The Coca-Cola Company, Sr. Unscd. Notes | 3.00 | 3/5/2051 | 200000 | 155836 |
|  |  |  |  | **2630743** |
| **Building Materials - .1%**  | **Building Materials - .1%**  | **Building Materials - .1%**  |  |  |
| Carrier Global Corp., Sr. Unscd. Notes | 2.49 | 2/15/2027 | 34000 | 31420 |
| Carrier Global Corp., Sr. Unscd. Notes | 3.58 | 4/5/2050 | 245000 | 191011 |
| Johnson Controls International PLC, Sr. Unscd. Notes | 4.90 | 12/1/2032 | 200000 | 205921 |
| Johnson Controls International PLC, Sr. Unscd. Notes | 5.13 | 9/14/2045 | 10000 | 9787 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Building Materials - .1% (continued)** | **Building Materials - .1% (continued)** | **Building Materials - .1% (continued)** |  |  |
| Owens Corning, Sr. Unscd. Notes | 7.00 | 12/1/2036 | 69000 | 78754 |
|  |  |  |  | **516893** |
| **Chemicals - .3%**  | **Chemicals - .3%**  | **Chemicals - .3%**  |  |  |
| DuPont de Nemours, Inc., Sr. Unscd. Notes | 4.49 | 11/15/2025 | 100000 | 99933 |
| DuPont de Nemours, Inc., Sr. Unscd. Notes | 4.73 | 11/15/2028 | 100000 | 101573 |
| DuPont de Nemours, Inc., Sr. Unscd. Notes | 5.42 | 11/15/2048 | 125000 | 129008 |
| Ecolab, Inc., Sr. Unscd. Notes | 1.30 | 1/30/2031 | 300000 | 240134 |
| Ecolab, Inc., Sr. Unscd. Notes | 2.13 | 8/15/2050 | 175000 | 106445 |
| Ecolab, Inc., Sr. Unscd. Notes | 2.75 | 8/18/2055 | 50000 | 33088 |
| NewMarket Corp., Sr. Unscd. Notes | 2.70 | 3/18/2031 | 200000 | 165696 |
| Nutrien Ltd., Sr. Unscd. Notes | 5.25 | 1/15/2045 | 191000 | 188001 |
| The Sherwin-Williams Company, Sr. Unscd. Notes | 4.05 | 8/8/2024 | 300000 | 296676 |
| The Sherwin-Williams Company, Sr. Unscd. Notes | 4.25 | 8/8/2025 | 300000 | 296437 |
| The Sherwin-Williams Company, Sr. Unscd. Notes | 4.50 | 6/1/2047 | 100000 | 90352 |
| Westlake Corp., Sr. Unscd. Notes | 3.38 | 8/15/2061 | 200000 | 130061 |
|  |  |  |  | **1877404** |
| **Commercial & Professional Services - .3%**  | **Commercial & Professional Services - .3%**  | **Commercial & Professional Services - .3%**  |  |  |
| Duke University, Unscd. Bonds, Ser. 2020 | 2.76 | 10/1/2050 | 100000 | 68714 |
| Equifax, Inc., Sr. Unscd. Notes | 5.10 | 12/15/2027 | 200000 | 203149 |
| Global Payments, Inc., Sr. Unscd. Notes | 4.80 | 4/1/2026 | 500000 | 496732 |
| Moody's Corp., Sr. Unscd. Notes | 2.00 | 8/19/2031 | 200000<br> <sup>a</sup>  | 164948 |
| PayPal Holdings, Inc., Sr. Unscd. Notes | 1.65 | 6/1/2025 | 400000 | 374407 |
| PayPal Holdings, Inc., Sr. Unscd. Notes | 2.85 | 10/1/2029 | 95000 | 85588 |
| President & Fellows of Harvard College, Unscd. Bonds | 3.15 | 7/15/2046 | 250000 | 205029 |
| The Leland Stanford Junior University, Unscd. Bonds | 3.65 | 5/1/2048 | 105000 | 92929 |
| The Washington University, Sr. Unscd. Bonds, Ser. 2022 | 3.52 | 4/15/2054 | 100000 | 84832 |
| University of Southern California, Sr. Unscd. Notes | 5.25 | 2/15/2041 | 40000<br> <sup>b</sup>  | 41554 |
| William Marsh Rice University, Unscd. Bonds | 3.57 | 5/15/2045 | 250000 | 216111 |
|  |  |  |  | **2033993** |
| **Commercial Mortgage Pass-Through Certificates - 1.0%**  | **Commercial Mortgage Pass-Through Certificates - 1.0%**  | **Commercial Mortgage Pass-Through Certificates - 1.0%**  |  |  |
| Bank, Ser. 2019-BN21, Cl. A5 | 2.85 | 10/17/2052 | 400000 | 358480 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Commercial Mortgage Pass-Through Certificates - 1.0% (continued)** | **Commercial Mortgage Pass-Through Certificates - 1.0% (continued)** | **Commercial Mortgage Pass-Through Certificates - 1.0% (continued)** |  |  |
| BBCMS Mortgage Trust, Ser. 2020-C7, Cl. AS | 2.44 | 4/15/2053 | 200000 | 164495 |
| BBCMS Mortgage Trust, Ser. 2022-C15, CI. A5 | 3.66 | 4/15/2055 | 300000 | 279020 |
| Benchmark Mortgage Trust, Ser. 2019-B10, Cl. A4 | 3.72 | 3/15/2062 | 300000 | 284561 |
| Benchmark Mortgage Trust, Ser. 2020-IG1, Cl. A3 | 2.69 | 9/15/2043 | 400000 | 340492 |
| Benchmark Mortgage Trust, Ser. 2020-IG1, Cl. AS | 2.91 | 9/15/2043 | 500000 | 416535 |
| Benchmark Mortgage Trust, Ser. 2022-B35, CI. A5 | 4.45 | 5/15/2055 | 150000 | 148662 |
| CFCRE Commercial Mortgage Trust, Ser. 2017-C8, Cl. A4 | 3.57 | 6/15/2050 | 250000 | 235596 |
| Commercial Mortgage Trust, Ser. 2014-CR16, Cl. A4 | 4.05 | 4/10/2047 | 200000 | 196182 |
| Commercial Mortgage Trust, Ser. 2016-CR28, Cl. A4 | 3.76 | 2/10/2049 | 535000 | 515393 |
| GS Mortgage Securities Trust, Ser. 2019-GC42, Cl. A4 | 3.00 | 9/1/2052 | 250000 | 226160 |
| GS Mortgage Securities Trust, Ser. 2020-GC45, Cl. AS | 3.17 | 2/13/2053 | 200000 | 174161 |
| JPMBB Commercial Mortgage Securities Trust, Ser. 2014-C24, Cl. A5 | 3.64 | 11/15/2047 | 225000 | 217989 |
| JPMBB Commercial Mortgage Securities Trust, Ser. 2015-C33, Cl. A4 | 3.77 | 12/15/2048 | 300000 | 290464 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Ser. 2015-C20, Cl. A4 | 3.25 | 2/15/2048 | 725000 | 699065 |
| SG Commercial Mortgage Securities Trust, Ser. 2016-C5, Cl. A4 | 3.06 | 10/10/2048 | 600000 | 562451 |
| UBS Commercial Mortgage Trust, Ser. 2018-C12, Cl. A5 | 4.30 | 8/15/2051 | 500000 | 483932 |
| Wells Fargo Commercial Mortgage Trust, Ser. 2018-C44, Cl. A5 | 4.21 | 5/15/2051 | 900000 | 877452 |
| Wells Fargo Commercial Mortgage Trust, Ser. 2019-C50, Cl. ASB | 3.64 | 5/15/2052 | 200000 | 192177 |
|  |  |  |  | **6663267** |
| **Consumer Discretionary - .1%**  | **Consumer Discretionary - .1%**  | **Consumer Discretionary - .1%**  |  |  |
| WarnerMedia Holdings, Inc., Gtd. Notes | 4.28 | 3/15/2032 | 100000<br> <sup>c</sup>  | 89081 |
| WarnerMedia Holdings, Inc., Gtd. Notes | 5.39 | 3/15/2062 | 200000<br> <sup>c</sup>  | 166745 |
|  |  |  |  | **255826** |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Consumer Durables & Apparel - .1%**  | **Consumer Durables & Apparel - .1%**  | **Consumer Durables & Apparel - .1%**  |  |  |
| NIKE, Inc., Sr. Unscd. Notes | 3.38 | 3/27/2050 | 300000<br> <sup>a</sup>  | 251547 |
| Ralph Lauren Corp., Sr. Unscd. Notes | 2.95 | 6/15/2030 | 200000 | 179333 |
|  |  |  |  | **430880** |
| **Consumer Staples - .2%**  | **Consumer Staples - .2%**  | **Consumer Staples - .2%**  |  |  |
| Church & Dwight Co., Inc., Sr. Unscd. Notes | 3.95 | 8/1/2047 | 150000 | 127784 |
| GSK Consumer Healthcare Capital US LLC, Gtd. Notes | 3.63 | 3/24/2032 | 250000 | 229024 |
| Kimberly-Clark Corp., Sr. Unscd. Notes | 3.10 | 3/26/2030 | 300000 | 277914 |
| The Estee Lauder Companies, Inc., Sr. Unscd. Notes | 2.60 | 4/15/2030 | 300000 | 268744 |
| The Procter & Gamble Company, Sr. Unscd. Notes | 1.00 | 4/23/2026 | 100000 | 90631 |
| The Procter & Gamble Company, Sr. Unscd. Notes | 1.95 | 4/23/2031 | 200000 | 172787 |
| Unilever Capital Corp., Gtd. Notes | 1.38 | 9/14/2030 | 300000<br> <sup>a</sup>  | 242794 |
|  |  |  |  | **1409678** |
| **Diversified Financials - .9%**  | **Diversified Financials - .9%**  | **Diversified Financials - .9%**  |  |  |
| AerCap Global Aviation Trust, Gtd. Notes | 1.65 | 10/29/2024 | 300000 | 280763 |
| AerCap Global Aviation Trust, Gtd. Notes | 3.30 | 1/30/2032 | 299000 | 251205 |
| Affiliated Managers Group, Inc., Sr. Unscd. Notes | 3.50 | 8/1/2025 | 250000 | 242372 |
| Air Lease Corp., Sr. Unscd. Notes | 0.70 | 2/15/2024 | 300000 | 286206 |
| Air Lease Corp., Sr. Unscd. Notes | 3.38 | 7/1/2025 | 300000 | 286983 |
| Ally Financial, Inc., Sr. Unscd. Notes | 3.88 | 5/21/2024 | 200000 | 196049 |
| Ally Financial, Inc., Sr. Unscd. Notes | 5.80 | 5/1/2025 | 250000 | 252926 |
| American Express Co., Sr. Unscd. Notes | 3.30 | 5/3/2027 | 300000 | 285816 |
| American Express Co., Sub. Notes | 3.63 | 12/5/2024 | 250000 | 245527 |
| BlackRock, Inc., Sr. Unscd. Notes | 3.50 | 3/18/2024 | 250000 | 247008 |
| Blackstone Secured Lending Fund, Sr. Unscd. Notes | 3.63 | 1/15/2026 | 300000 | 279882 |
| Capital One Financial Corp., Sr. Unscd. Notes | 3.27 | 3/1/2030 | 200000 | 177338 |
| Capital One Financial Corp., Sub. Notes | 3.75 | 7/28/2026 | 450000 | 430721 |
| CI Financial Corp., Sr. Unscd. Notes | 4.10 | 6/15/2051 | 300000 | 189812 |
| CME Group, Inc., Sr. Unscd. Notes | 3.00 | 3/15/2025 | 250000 | 243493 |
| FS KKR Capital Corp., Sr. Unscd. Notes | 3.40 | 1/15/2026 | 200000 | 182854 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 2.10 | 6/15/2030 | 200000 | 169485 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Diversified Financials - .9% (continued)** | **Diversified Financials - .9% (continued)** | **Diversified Financials - .9% (continued)** |  |  |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 2.65 | 9/15/2040 | 75000 | 55395 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 3.00 | 6/15/2050 | 200000 | 145300 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 4.60 | 3/15/2033 | 50000 | 49694 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 5.20 | 6/15/2062 | 65000 | 64494 |
| Jefferies Financial Group, Inc., Sr. Unscd. Debs. | 6.45 | 6/8/2027 | 35000 | 37153 |
| Legg Mason, Inc., Gtd. Notes | 5.63 | 1/15/2044 | 100000 | 103669 |
| Mastercard, Inc., Sr. Unscd. Notes | 3.85 | 3/26/2050 | 250000 | 227422 |
| Owl Rock Capital Corp., Sr. Unscd. Notes | 3.40 | 7/15/2026 | 200000 | 180698 |
| Prospect Capital Corp., Sr. Unscd. Notes | 3.36 | 11/15/2026 | 300000 | 261534 |
| Synchrony Financial, Sr. Unscd. Notes | 4.25 | 8/15/2024 | 250000 | 245367 |
| Visa, Inc., Sr. Unscd. Notes | 1.10 | 2/15/2031 | 300000 | 239141 |
| Visa, Inc., Sr. Unscd. Notes | 2.00 | 8/15/2050 | 140000 | 89577 |
| Visa, Inc., Sr. Unscd. Notes | 3.65 | 9/15/2047 | 55000 | 48608 |
|  |  |  |  | **5996492** |
| **Educational Services - .0%**  | **Educational Services - .0%**  | **Educational Services - .0%**  |  |  |
| California Institute of Technology, Unscd. Bonds | 4.32 | 8/1/2045 | 110000 | **103208** |
| **Electronic Components - .1%**  | **Electronic Components - .1%**  | **Electronic Components - .1%**  |  |  |
| Honeywell International, Inc., Sr. Unscd. Notes | 1.10 | 3/1/2027 | 200000 | 177661 |
| Jabil, Inc., Sr. Unscd. Notes | 3.00 | 1/15/2031 | 200000 | 171767 |
|  |  |  |  | **349428** |
| **Energy - 1.6%**  | **Energy - 1.6%**  | **Energy - 1.6%**  |  |  |
| Baker Hughes Co-Obligor, Inc., Sr. Unscd. Notes | 4.49 | 5/1/2030 | 200000 | 197044 |
| BP Capital Markets America, Inc., Gtd. Notes | 3.63 | 4/6/2030 | 300000 | 285982 |
| BP Capital Markets America, Inc., Gtd. Notes | 3.80 | 9/21/2025 | 300000 | 297134 |
| BP Capital Markets America, Inc., Gtd. Notes | 3.94 | 9/21/2028 | 300000 | 294640 |
| BP Capital Markets America, Inc., Gtd. Notes | 4.23 | 11/6/2028 | 100000 | 99682 |
| Canadian Natural Resources Ltd., Sr. Unscd. Notes | 6.25 | 3/15/2038 | 200000 | 214373 |
| Cenovus Energy, Inc., Sr. Unscd. Notes | 6.75 | 11/15/2039 | 115000 | 126201 |
| Chevron Corp., Sr. Unscd. Notes | 3.08 | 5/11/2050 | 300000 | 234191 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Energy - 1.6% (continued)** | **Energy - 1.6% (continued)** | **Energy - 1.6% (continued)** |  |  |
| ConocoPhillips Co., Gtd. Notes | 3.76 | 3/15/2042 | 200000 | 177368 |
| ConocoPhillips Co., Gtd. Notes | 5.95 | 3/15/2046 | 100000 | 113200 |
| ConocoPhillips Co., Sr. Unscd. Notes | 6.95 | 4/15/2029 | 125000 | 141666 |
| Devon Energy Corp., Sr. Unscd. Notes | 5.85 | 12/15/2025 | 71000 | 72895 |
| Enbridge, Inc., Gtd. Notes | 4.25 | 12/1/2026 | 250000 | 245006 |
| Energy Transfer LP, Gtd. Notes | 5.00 | 5/15/2044 | 250000 | 220226 |
| Energy Transfer LP, Sr. Unscd. Notes | 2.90 | 5/15/2025 | 300000 | 286349 |
| Energy Transfer LP, Sr. Unscd. Notes | 3.75 | 5/15/2030 | 200000 | 183504 |
| Energy Transfer LP, Sr. Unscd. Notes | 4.95 | 1/15/2043 | 200000 | 174085 |
| Energy Transfer LP, Sr. Unscd. Notes | 6.25 | 4/15/2049 | 95000 | 96646 |
| Enterprise Products Operating LLC, Gtd. Notes | 3.13 | 7/31/2029 | 300000 | 274213 |
| Enterprise Products Operating LLC, Gtd. Notes | 3.70 | 2/15/2026 | 200000 | 195636 |
| Enterprise Products Operating LLC, Gtd. Notes | 3.95 | 1/31/2060 | 95000 | 75278 |
| Enterprise Products Operating LLC, Gtd. Notes | 4.25 | 2/15/2048 | 75000 | 64891 |
| Enterprise Products Operating LLC, Gtd. Notes | 4.90 | 5/15/2046 | 200000 | 188629 |
| Enterprise Products Operating LLC, Gtd. Notes | 5.35 | 1/31/2033 | 200000 | 208049 |
| EOG Resources, Inc., Sr. Unscd. Notes | 3.90 | 4/1/2035 | 200000 | 189378 |
| Equinor ASA, Gtd. Notes | 3.63 | 4/6/2040 | 200000 | 175399 |
| Exxon Mobil Corp., Sr. Unscd. Notes | 2.99 | 3/19/2025 | 300000 | 291799 |
| Exxon Mobil Corp., Sr. Unscd. Notes | 3.10 | 8/16/2049 | 230000 | 177735 |
| Exxon Mobil Corp., Sr. Unscd. Notes | 4.11 | 3/1/2046 | 250000 | 227973 |
| Halliburton Co., Sr. Unscd. Bonds | 7.45 | 9/15/2039 | 300000 | 360501 |
| Halliburton Co., Sr. Unscd. Notes | 3.80 | 11/15/2025 | 167000 | 164100 |
| Hess Corp., Sr. Unscd. Notes | 5.60 | 2/15/2041 | 250000 | 249693 |
| Kinder Morgan, Inc., Gtd. Notes | 3.60 | 2/15/2051 | 200000 | 148341 |
| Marathon Oil Corp., Sr. Unscd. Notes | 6.60 | 10/1/2037 | 150000 | 158992 |
| Marathon Petroleum Corp., Sr. Unscd. Notes | 4.75 | 9/15/2044 | 150000 | 134836 |
| MPLX LP, Sr. Unscd. Notes | 4.90 | 4/15/2058 | 115000 | 98081 |
| MPLX LP, Sr. Unscd. Notes | 5.50 | 2/15/2049 | 150000 | 143403 |
| ONEOK Partners LP, Gtd. Notes | 6.85 | 10/15/2037 | 60000 | 64769 |
| Phillips 66, Gtd. Notes | 1.30 | 2/15/2026 | 200000 | 181893 |
| Plains All American Pipeline LP, Sr. Unscd. Notes | 4.90 | 2/15/2045 | 250000 | 210877 |
| Sabine Pass Liquefaction LLC, Sr. Scd. Notes | 5.00 | 3/15/2027 | 300000 | 300716 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Energy - 1.6% (continued)** | **Energy - 1.6% (continued)** | **Energy - 1.6% (continued)** |  |  |
| Shell International Finance BV, Gtd. Notes | 2.38 | 11/7/2029 | 200000 | 179316 |
| Shell International Finance BV, Gtd. Notes | 2.75 | 4/6/2030 | 250000 | 228141 |
| Shell International Finance BV, Gtd. Notes | 3.25 | 4/6/2050 | 250000<br> <sup>a</sup>  | 195928 |
| Shell International Finance BV, Gtd. Notes | 4.13 | 5/11/2035 | 260000 | 252100 |
| Spectra Energy Partners LP, Gtd. Notes | 5.95 | 9/25/2043 | 200000 | 206114 |
| Suncor Energy, Inc., Sr. Unscd. Notes | 4.00 | 11/15/2047 | 50000 | 42059 |
| Suncor Energy, Inc., Sr. Unscd. Notes | 6.50 | 6/15/2038 | 300000 | 326956 |
| Tennessee Gas Pipeline Co., LLC, Gtd. Debs. | 7.63 | 4/1/2037 | 70000 | 79825 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 4.00 | 9/15/2025 | 100000 | 97837 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 6.30 | 4/15/2040 | 200000 | 217115 |
| TotalEnergies Capital International SA, Gtd. Notes | 2.83 | 1/10/2030 | 170000 | 154845 |
| TotalEnergies Capital International SA, Gtd. Notes | 3.46 | 7/12/2049 | 50000 | 40499 |
| Transcanada Pipelines Ltd., Sr. Unscd. Notes | 4.88 | 5/15/2048 | 60000 | 57534 |
| Transcanada Pipelines Ltd., Sr. Unscd. Notes | 6.20 | 10/15/2037 | 75000 | 82059 |
| Transcanada Pipelines Ltd., Sr. Unscd. Notes | 7.63 | 1/15/2039 | 300000 | 367495 |
| Valero Energy Corp., Sr. Unscd. Notes | 6.63 | 6/15/2037 | 165000 | 184229 |
| Valero Energy Corp., Sr. Unscd. Notes | 7.50 | 4/15/2032 | 170000 | 197822 |
|  |  |  |  | **10655248** |
| **Environmental Control - .0%**  | **Environmental Control - .0%**  | **Environmental Control - .0%**  |  |  |
| Waste Management, Inc., Gtd. Notes | 4.15 | 7/15/2049 | 250000 | **228994** |
| **Financials - .1%**  | **Financials - .1%**  | **Financials - .1%**  |  |  |
| Brookfield Corp., Sr. Unscd. Notes | 4.00 | 1/15/2025 | 250000 | **246230** |
| **Food Products - .4%**  | **Food Products - .4%**  | **Food Products - .4%**  |  |  |
| Campbell Soup Co., Sr. Unscd. Notes | 3.30 | 3/19/2025 | 200000 | 193727 |
| Campbell Soup Co., Sr. Unscd. Notes | 4.15 | 3/15/2028 | 80000 | 78565 |
| Conagra Brands, Inc., Sr. Unscd. Notes | 4.85 | 11/1/2028 | 100000 | 100267 |
| Conagra Brands, Inc., Sr. Unscd. Notes | 5.40 | 11/1/2048 | 60000 | 59322 |
| General Mills, Inc., Sr. Unscd. Notes | 2.88 | 4/15/2030 | 150000 | 134153 |
| General Mills, Inc., Sr. Unscd. Notes | 3.00 | 2/1/2051 | 150000 | 113153 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Food Products - .4% (continued)** | **Food Products - .4% (continued)** | **Food Products - .4% (continued)** |  |  |
| Hormel Foods Corp., Sr. Unscd. Notes | 1.80 | 6/11/2030 | 200000 | 168768 |
| Kraft Heinz Foods Co., Gtd. Notes | 4.38 | 6/1/2046 | 200000 | 174938 |
| Kraft Heinz Foods Co., Gtd. Notes | 6.50 | 2/9/2040 | 200000 | 220819 |
| McCormick & Co., Inc., Sr. Unscd. Notes | 0.90 | 2/15/2026 | 200000 | 178531 |
| McCormick & Co., Inc., Sr. Unscd. Notes | 2.50 | 4/15/2030 | 300000 | 257908 |
| Mondelez International, Inc., Sr. Unscd. Notes | 2.75 | 4/13/2030 | 138000 | 122995 |
| Sysco Corp., Gtd. Notes | 5.38 | 9/21/2035 | 200000 | 204370 |
| The Kroger Company, Sr. Unscd. Notes | 3.70 | 8/1/2027 | 300000 | 290182 |
| The Kroger Company, Sr. Unscd. Notes | 7.50 | 4/1/2031 | 200000 | 232902 |
| Tyson Foods, Inc., Sr. Unscd. Bonds | 5.15 | 8/15/2044 | 250000 | 248338 |
|  |  |  |  | **2778938** |
| **Foreign Governmental - 1.2%**  | **Foreign Governmental - 1.2%**  | **Foreign Governmental - 1.2%**  |  |  |
| Canada, Sr. Unscd. Bonds | 1.63 | 1/22/2025 | 200000 | 190242 |
| Chile, Sr. Unscd. Notes | 3.13 | 3/27/2025 | 500000 | 486600 |
| Finland, Sr. Unscd. Bonds | 6.95 | 2/15/2026 | 25000 | 26801 |
| Hungary, Sr. Unscd. Notes | 7.63 | 3/29/2041 | 300000 | 339689 |
| Indonesia, Sr. Unscd. Notes | 3.50 | 1/11/2028 | 300000 | 288000 |
| Indonesia, Sr. Unscd. Notes | 3.85 | 10/15/2030 | 300000<br> <sup>a</sup>  | 287250 |
| Indonesia, Sr. Unscd. Notes | 4.35 | 1/11/2048 | 300000 | 269616 |
| Israel, Sr. Unscd. Bonds | 3.88 | 7/3/2050 | 250000 | 213000 |
| Israel, Sr. Unscd. Notes | 3.38 | 1/15/2050 | 300000 | 233840 |
| Mexico, Sr. Unscd. Notes | 2.66 | 5/24/2031 | 300000 | 252215 |
| Mexico, Sr. Unscd. Notes | 4.28 | 8/14/2041 | 300000 | 246710 |
| Mexico, Sr. Unscd. Notes | 5.00 | 4/27/2051 | 250000<br> <sup>a</sup>  | 216208 |
| Mexico, Sr. Unscd. Notes | 5.55 | 1/21/2045 | 350000<br> <sup>a</sup>  | 332811 |
| Panama, Sr. Unscd. Bonds | 3.88 | 3/17/2028 | 250000 | 239514 |
| Panama, Sr. Unscd. Bonds | 4.50 | 4/16/2050 | 200000 | 157361 |
| Panama, Sr. Unscd. Bonds | 6.70 | 1/26/2036 | 200000 | 216760 |
| Panama, Sr. Unscd. Notes | 6.40 | 2/14/2035 | 300000 | 317217 |
| Peru, Sr. Unscd. Bonds | 6.55 | 3/14/2037 | 370000 | 402373 |
| Peru, Sr. Unscd. Bonds | 7.35 | 7/21/2025 | 300000 | 316459 |
| Philippines, Sr. Unscd. Bonds | 3.70 | 2/2/2042 | 400000 | 336912 |
| Philippines, Sr. Unscd. Bonds | 10.63 | 3/16/2025 | 400000 | 450547 |
| Philippines, Sr. Unscd. Notes | 5.17 | 10/13/2027 | 200000 | 206265 |
| Philippines, Sr. Unscd. Notes | 5.61 | 4/13/2033 | 200000 | 213248 |
| Poland, Sr. Unscd. Notes | 5.50 | 11/16/2027 | 300000 | 311427 |
| Province of Alberta Canada, Sr. Unscd. Notes | 3.30 | 3/15/2028 | 80000 | 77614 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Foreign Governmental - 1.2% (continued)** | **Foreign Governmental - 1.2% (continued)** | **Foreign Governmental - 1.2% (continued)** |  |  |
| Province of British Columbia Canada, Sr. Unscd. Bonds, Ser. USD2 | 6.50 | 1/15/2026 | 525000 | 553823 |
| Province of Quebec Canada, Sr. Unscd. Debs., Ser. PD | 7.50 | 9/15/2029 | 300000 | 360220 |
| Uruguay, Sr. Unscd. Bonds | 4.98 | 4/20/2055 | 105000 | 104323 |
| Uruguay, Sr. Unscd. Bonds | 7.63 | 3/21/2036 | 300000 | 384292 |
|  |  |  |  | **8031337** |
| **Health Care - 2.6%**  | **Health Care - 2.6%**  | **Health Care - 2.6%**  |  |  |
| Abbott Laboratories, Sr. Unscd. Notes | 1.40 | 6/30/2030 | 200000<br> <sup>a</sup>  | 165543 |
| Abbott Laboratories, Sr. Unscd. Notes | 4.90 | 11/30/2046 | 200000 | 209510 |
| AbbVie, Inc., Sr. Unscd. Notes | 3.60 | 5/14/2025 | 170000 | 165783 |
| AbbVie, Inc., Sr. Unscd. Notes | 3.80 | 3/15/2025 | 300000 | 294359 |
| AbbVie, Inc., Sr. Unscd. Notes | 4.25 | 11/14/2028 | 110000 | 109084 |
| AbbVie, Inc., Sr. Unscd. Notes | 4.25 | 11/21/2049 | 490000 | 439312 |
| AbbVie, Inc., Sr. Unscd. Notes | 4.75 | 3/15/2045 | 200000 | 192445 |
| Aetna, Inc., Sr. Unscd. Notes | 4.75 | 3/15/2044 | 250000 | 233724 |
| Aetna, Inc., Sr. Unscd. Notes | 6.63 | 6/15/2036 | 150000 | 168440 |
| AmerisourceBergen Corp., Sr. Unscd. Notes | 2.80 | 5/15/2030 | 100000 | 87946 |
| Amgen, Inc., Sr. Unscd. Notes | 2.45 | 2/21/2030 | 70000 | 60936 |
| Amgen, Inc., Sr. Unscd. Notes | 2.60 | 8/19/2026 | 500000 | 470318 |
| Amgen, Inc., Sr. Unscd. Notes | 2.80 | 8/15/2041 | 200000 | 147525 |
| Amgen, Inc., Sr. Unscd. Notes | 3.00 | 1/15/2052 | 200000 | 138385 |
| Amgen, Inc., Sr. Unscd. Notes | 3.38 | 2/21/2050 | 60000 | 44994 |
| Amgen, Inc., Sr. Unscd. Notes | 4.66 | 6/15/2051 | 100000 | 92112 |
| AstraZeneca PLC, Sr. Unscd. Notes | 1.38 | 8/6/2030 | 370000 | 304024 |
| AstraZeneca PLC, Sr. Unscd. Notes | 4.38 | 8/17/2048 | 45000 | 43320 |
| AstraZeneca PLC, Sr. Unscd. Notes | 4.38 | 11/16/2045 | 205000 | 198793 |
| Banner Health, Unscd. Bonds | 2.34 | 1/1/2030 | 300000 | 260151 |
| Baxalta, Inc., Gtd. Notes | 5.25 | 6/23/2045 | 200000 | 201055 |
| Becton, Dickinson and Co., Sr. Unscd. Notes | 3.73 | 12/15/2024 | 386000 | 379250 |
| Biogen, Inc., Sr. Unscd. Notes | 4.05 | 9/15/2025 | 500000 | 491337 |
| Boston Scientific Corp., Sr. Unscd. Notes | 1.90 | 6/1/2025 | 300000 | 282329 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 0.75 | 11/13/2025 | 200000 | 181581 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 2.35 | 11/13/2040 | 200000 | 146637 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 2.95 | 3/15/2032 | 55000 | 49873 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Health Care - 2.6% (continued)** | **Health Care - 2.6% (continued)** | **Health Care - 2.6% (continued)** |  |  |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 3.40 | 7/26/2029 | 78000 | 74408 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 3.55 | 3/15/2042 | 40000 | 34701 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 3.90 | 2/20/2028 | 90000 | 88872 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 4.35 | 11/15/2047 | 90000 | 84830 |
| Bristol-Myers Squibb Co., Sr. Unscd. Notes | 4.55 | 2/20/2048 | 70000 | 68116 |
| Cardinal Health, Inc., Sr. Unscd. Notes | 4.60 | 3/15/2043 | 300000 | 264650 |
| Centene Corp., Sr. Unscd. Notes | 2.45 | 7/15/2028 | 230000 | 199525 |
| Centene Corp., Sr. Unscd. Notes | 2.63 | 8/1/2031 | 190000 | 155893 |
| Cigna Corp., Gtd. Notes | 3.88 | 10/15/2047 | 75000 | 61929 |
| Cigna Corp., Gtd. Notes | 4.13 | 11/15/2025 | 130000 | 128603 |
| Cigna Corp., Gtd. Notes | 4.38 | 10/15/2028 | 230000 | 228236 |
| Cigna Corp., Sr. Unscd. Notes | 2.38 | 3/15/2031 | 80000 | 67907 |
| CVS Health Corp., Sr. Unscd. Notes | 1.75 | 8/21/2030 | 85000 | 68893 |
| CVS Health Corp., Sr. Unscd. Notes | 3.25 | 8/15/2029 | 100000 | 91836 |
| CVS Health Corp., Sr. Unscd. Notes | 4.30 | 3/25/2028 | 300000 | 295095 |
| CVS Health Corp., Sr. Unscd. Notes | 4.78 | 3/25/2038 | 500000 | 479105 |
| CVS Health Corp., Sr. Unscd. Notes | 5.05 | 3/25/2048 | 200000 | 190370 |
| Danaher Corp., Sr. Unscd. Notes | 4.38 | 9/15/2045 | 250000 | 240002 |
| Dignity Health, Scd. Bonds | 5.27 | 11/1/2064 | 154000 | 148024 |
| Elevance Health, Inc., Sr. Unscd. Notes | 2.25 | 5/15/2030 | 200000 | 170796 |
| Elevance Health, Inc., Sr. Unscd. Notes | 3.60 | 3/15/2051 | 60000 | 48488 |
| Eli Lilly & Co., Sr. Unscd. Notes | 3.10 | 5/15/2027 | 250000 | 239676 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 1.20 | 10/1/2027 | 80000 | 69506 |
| Gilead Sciences, Inc., Sr. Unscd. Notes | 4.15 | 3/1/2047 | 220000 | 197232 |
| GlaxoSmithKline Capital, Inc., Gtd. Bonds | 6.38 | 5/15/2038 | 300000 | 358610 |
| HCA, Inc., Gtd. Notes | 4.13 | 6/15/2029 | 110000 | 104631 |
| HCA, Inc., Gtd. Notes | 5.13 | 6/15/2039 | 50000 | 47201 |
| HCA, Inc., Gtd. Notes | 5.25 | 6/15/2049 | 100000 | 91569 |
| Johnson & Johnson, Sr. Unscd. Notes | 2.10 | 9/1/2040 | 400000 | 293607 |
| Johnson & Johnson, Sr. Unscd. Notes | 2.45 | 3/1/2026 | 380000 | 362895 |
| Johnson & Johnson, Sr. Unscd. Notes | 3.50 | 1/15/2048 | 50000 | 43563 |
| Kaiser Foundation Hospitals, Gtd. Notes | 3.15 | 5/1/2027 | 500000 | 478878 |
| Kaiser Foundation Hospitals, Unscd. Bonds, Ser. 2021 | 3.00 | 6/1/2051 | 70000 | 52143 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Health Care - 2.6% (continued)** | **Health Care - 2.6% (continued)** | **Health Care - 2.6% (continued)** |  |  |
| Memorial Sloan-Kettering Cancer Center, Sr. Unscd. Notes, Ser. 2015 | 4.20 | 7/1/2055 | 200000 | 175154 |
| Merck & Co., Inc., Sr. Unscd. Notes | 1.45 | 6/24/2030 | 200000 | 165896 |
| Merck & Co., Inc., Sr. Unscd. Notes | 2.35 | 6/24/2040 | 50000 | 37181 |
| Merck & Co., Inc., Sr. Unscd. Notes | 2.45 | 6/24/2050 | 60000 | 41080 |
| Merck & Co., Inc., Sr. Unscd. Notes | 2.75 | 2/10/2025 | 250000 | 242267 |
| Merck & Co., Inc., Sr. Unscd. Notes | 2.90 | 12/10/2061 | 110000 | 76745 |
| Merck & Co., Inc., Sr. Unscd. Notes | 3.90 | 3/7/2039 | 55000 | 50857 |
| Mount Sinai Hospitals Group, Inc., Scd. Bonds, Ser. 2019 | 3.74 | 7/1/2049 | 300000 | 235427 |
| Mylan, Inc., Gtd. Notes | 5.40 | 11/29/2043 | 300000 | 258847 |
| Northwell Healthcare, Inc., Scd. Notes | 3.98 | 11/1/2046 | 250000 | 202317 |
| Novartis Capital Corp., Gtd. Notes | 2.20 | 8/14/2030 | 390000 | 343926 |
| Novartis Capital Corp., Gtd. Notes | 2.75 | 8/14/2050 | 60000 | 44940 |
| Pfizer, Inc., Sr. Unscd. Notes | 0.80 | 5/28/2025 | 300000 | 277174 |
| Pfizer, Inc., Sr. Unscd. Notes | 2.55 | 5/28/2040 | 300000 | 231207 |
| Pfizer, Inc., Sr. Unscd. Notes | 3.45 | 3/15/2029 | 100000 | 96553 |
| Providence St. Joseph Health Obligated Group, Unscd. Notes, Ser. I | 3.74 | 10/1/2047 | 250000 | 201182 |
| Quest Diagnostics, Inc., Sr. Unscd. Notes | 3.50 | 3/30/2025 | 250000 | 243114 |
| Stryker Corp., Sr. Unscd. Notes | 3.50 | 3/15/2026 | 250000 | 242722 |
| Stryker Corp., Sr. Unscd. Notes | 4.38 | 5/15/2044 | 100000 | 90524 |
| Takeda Pharmaceutical Co., Sr. Unscd. Notes | 5.00 | 11/26/2028 | 200000 | 203370 |
| Thermo Fisher Scientific, Inc., Sr. Unscd. Notes | 2.80 | 10/15/2041 | 200000 | 157278 |
| Trinity Health Corp., Scd. Bonds | 4.13 | 12/1/2045 | 200000 | 180824 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 2.30 | 5/15/2031 | 75000 | 64583 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 3.05 | 5/15/2041 | 75000 | 59998 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.20 | 5/15/2032 | 45000 | 44382 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.25 | 6/15/2048 | 80000 | 73920 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.45 | 12/15/2048 | 60000 | 57184 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.75 | 7/15/2045 | 280000 | 281555 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.95 | 5/15/2062 | 75000 | 75594 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 5.25 | 2/15/2028 | 150000 | 156441 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Health Care - 2.6% (continued)** | **Health Care - 2.6% (continued)** | **Health Care - 2.6% (continued)** |  |  |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 5.30 | 2/15/2030 | 150000 | 157793 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 5.35 | 2/15/2033 | 100000 | 106654 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 5.88 | 2/15/2053 | 100000 | 114657 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 6.05 | 2/15/2063 | 100000 | 117130 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 6.88 | 2/15/2038 | 210000 | 256921 |
| Viatris, Inc., Gtd. Notes | 2.70 | 6/22/2030 | 150000 | 123733 |
| Zoetis, Inc., Sr. Unscd. Notes | 3.00 | 5/15/2050 | 300000 | 218502 |
| Zoetis, Inc., Sr. Unscd. Notes | 5.40 | 11/14/2025 | 200000 | 204565 |
| Zoetis, Inc., Sr. Unscd. Notes | 5.60 | 11/16/2032 | 200000 | 215505 |
|  |  |  |  | **17216258** |
| **Industrial - .7%**  | **Industrial - .7%**  | **Industrial - .7%**  |  |  |
| 3M Co., Sr. Unscd. Notes | 2.25 | 9/19/2026 | 500000<br> <sup>a</sup>  | 466227 |
| 3M Co., Sr. Unscd. Notes | 2.38 | 8/26/2029 | 390000<br> <sup>a</sup>  | 341636 |
| Caterpillar Financial Services Corp., Sr. Unscd. Notes | 0.80 | 11/13/2025 | 200000 | 181554 |
| Caterpillar, Inc., Sr. Unscd. Bonds | 6.05 | 8/15/2036 | 237000 | 272320 |
| Caterpillar, Inc., Sr. Unscd. Notes | 3.25 | 4/9/2050 | 150000<br> <sup>a</sup>  | 123075 |
| Eaton Corp., Gtd. Notes | 4.15 | 11/2/2042 | 200000 | 182639 |
| GE Capital International Funding Co., Gtd. Notes | 4.42 | 11/15/2035 | 600000 | 584261 |
| Illinois Tool Works, Inc., Sr. Unscd. Notes | 3.90 | 9/1/2042 | 170000 | 155207 |
| John Deere Capital Corp., Sr. Unscd. Notes | 0.70 | 1/15/2026 | 200000 | 180095 |
| John Deere Capital Corp., Sr. Unscd. Notes | 1.45 | 1/15/2031 | 300000 | 243237 |
| John Deere Capital Corp., Sr. Unscd. Notes | 4.15 | 9/15/2027 | 200000 | 199352 |
| Otis Worldwide Corp., Sr. Unscd. Notes | 2.06 | 4/5/2025 | 300000 | 283113 |
| Parker-Hannifin Corp., Sr. Unscd. Notes | 3.25 | 6/14/2029 | 300000 | 278090 |
| Parker-Hannifin Corp., Sr. Unscd. Notes | 4.00 | 6/14/2049 | 40000 | 34377 |
| Stanley Black & Decker, Inc., Sr. Unscd. Notes | 2.30 | 3/15/2030 | 300000 | 254046 |
| Textron, Inc., Sr. Unscd. Notes | 4.00 | 3/15/2026 | 500000 | 487057 |
| Xylem, Inc., Sr. Unscd. Notes | 4.38 | 11/1/2046 | 250000 | 219252 |
|  |  |  |  | **4485538** |
| **Information Technology - .7%**  | **Information Technology - .7%**  | **Information Technology - .7%**  |  |  |
| Adobe, Inc., Sr. Unscd. Notes | 3.25 | 2/1/2025 | 250000<br> <sup>a</sup>  | 244164 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Information Technology - .7% (continued)** | **Information Technology - .7% (continued)** | **Information Technology - .7% (continued)** |  |  |
| Autodesk, Inc., Sr. Unscd. Notes | 4.38 | 6/15/2025 | 250000 | 248431 |
| Broadridge Financial Solutions, Inc., Sr. Unscd. Notes | 2.90 | 12/1/2029 | 150000 | 131758 |
| Electronic Arts, Inc., Sr. Unscd. Notes | 1.85 | 2/15/2031 | 200000 | 163538 |
| Fiserv, Inc., Sr. Unscd. Notes | 3.50 | 7/1/2029 | 190000 | 177093 |
| Fiserv, Inc., Sr. Unscd. Notes | 4.40 | 7/1/2049 | 100000 | 86008 |
| Microsoft Corp., Sr. Unscd. Notes | 2.53 | 6/1/2050 | 361000 | 257670 |
| Microsoft Corp., Sr. Unscd. Notes | 3.04 | 3/17/2062 | 360000 | 273158 |
| Oracle Corp., Sr. Unscd. Notes | 2.88 | 3/25/2031 | 205000 | 176697 |
| Oracle Corp., Sr. Unscd. Notes | 2.95 | 4/1/2030 | 350000 | 308175 |
| Oracle Corp., Sr. Unscd. Notes | 3.25 | 11/15/2027 | 250000 | 235455 |
| Oracle Corp., Sr. Unscd. Notes | 3.85 | 7/15/2036 | 500000 | 432113 |
| Oracle Corp., Sr. Unscd. Notes | 3.90 | 5/15/2035 | 300000 | 265662 |
| Oracle Corp., Sr. Unscd. Notes | 4.00 | 11/15/2047 | 160000 | 127154 |
| Oracle Corp., Sr. Unscd. Notes | 4.10 | 3/25/2061 | 210000 | 159325 |
| Oracle Corp., Sr. Unscd. Notes | 6.25 | 11/9/2032 | 150000 | 163178 |
| Oracle Corp., Sr. Unscd. Notes | 6.90 | 11/9/2052 | 65000 | 75299 |
| Roper Technologies, Inc., Sr. Unscd. Notes | 1.00 | 9/15/2025 | 300000 | 272280 |
| Roper Technologies, Inc., Sr. Unscd. Notes | 1.40 | 9/15/2027 | 300000 | 260833 |
| Roper Technologies, Inc., Sr. Unscd. Notes | 3.80 | 12/15/2026 | 500000 | 485535 |
| Take-Two Interactive Software, Inc., Sr. Unscd. Notes | 3.55 | 4/14/2025 | 100000 | 97053 |
|  |  |  |  | **4640579** |
| **Insurance - .7%**  | **Insurance - .7%**  | **Insurance - .7%**  |  |  |
| American International Group, Inc., Sr. Unscd. Notes | 3.88 | 1/15/2035 | 250000 | 230716 |
| American International Group, Inc., Sr. Unscd. Notes | 4.75 | 4/1/2048 | 200000 | 191238 |
| Aon Corp., Gtd. Notes | 2.80 | 5/15/2030 | 100000 | 88623 |
| Aon Corp., Gtd. Notes | 3.75 | 5/2/2029 | 250000 | 237624 |
| Aon Corp., Gtd. Notes | 5.00 | 9/12/2032 | 200000 | 204512 |
| Aon Global Ltd., Gtd. Notes | 4.60 | 6/14/2044 | 200000 | 183784 |
| Arthur J. Gallagher & Co., Sr. Unscd. Notes | 3.50 | 5/20/2051 | 40000 | 30416 |
| Athene Holding Ltd., Sr. Unscd. Notes | 3.95 | 5/25/2051 | 150000 | 110402 |
| Berkshire Hathaway Finance Corp., Gtd. Notes | 2.85 | 10/15/2050 | 250000 | 180386 |
| Berkshire Hathaway Finance Corp., Gtd. Notes | 4.20 | 8/15/2048 | 135000 | 126576 |
| Berkshire Hathaway, Inc., Sr. Unscd. Notes | 3.13 | 3/15/2026 | 200000 | 194353 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Insurance - .7% (continued)** | **Insurance - .7% (continued)** | **Insurance - .7% (continued)** |  |  |
| Corebridge Financial, Inc., Sr. Unscd. Notes | 3.65 | 4/5/2027 | 100000<br> <sup>c</sup>  | 95636 |
| Corebridge Financial, Inc., Sr. Unscd. Notes | 3.90 | 4/5/2032 | 100000<br> <sup>c</sup>  | 91179 |
| Corebridge Financial, Inc., Sr. Unscd. Notes | 4.40 | 4/5/2052 | 100000<br> <sup>c</sup>  | 85774 |
| First American Financial Corp., Sr. Unscd. Notes | 4.60 | 11/15/2024 | 500000 | 493980 |
| Marsh & McLennan Cos., Inc., Sr. Unscd. Notes | 4.38 | 3/15/2029 | 70000 | 69297 |
| Marsh & McLennan Cos., Inc., Sr. Unscd. Notes | 4.90 | 3/15/2049 | 65000 | 64797 |
| Metlife, Inc., Sr. Unscd. Notes | 4.05 | 3/1/2045 | 200000 | 179025 |
| Metlife, Inc., Sr. Unscd. Notes | 6.38 | 6/15/2034 | 150000 | 174750 |
| Principal Financial Group, Inc., Gtd. Notes | 2.13 | 6/15/2030 | 300000 | 252635 |
| Prudential Financial, Inc., Jr. Sub. Notes | 5.20 | 3/15/2044 | 300000 | 294710 |
| Prudential Financial, Inc., Sr. Unscd. Notes | 3.70 | 3/13/2051 | 75000 | 62072 |
| Prudential Financial, Inc., Sr. Unscd. Notes | 4.60 | 5/15/2044 | 200000<br> <sup>a</sup>  | 194382 |
| Reinsurance Group of America, Inc., Sr. Unscd. Notes | 3.15 | 6/15/2030 | 300000 | 264990 |
| The Allstate Corp., Sr. Unscd. Notes | 0.75 | 12/15/2025 | 200000 | 179903 |
| The Chubb Corp., Gtd. Notes | 6.00 | 5/11/2037 | 200000 | 224190 |
| The Progressive Corp., Sr. Unscd. Notes | 4.13 | 4/15/2047 | 70000 | 63222 |
| The Progressive Corp., Sr. Unscd. Notes | 6.63 | 3/1/2029 | 100000 | 111566 |
| The Travelers Companies, Sr. Unscd. Notes | 4.05 | 3/7/2048 | 150000 | 131537 |
|  |  |  |  | **4812275** |
| **Internet Software & Services - .4%**  | **Internet Software & Services - .4%**  | **Internet Software & Services - .4%**  |  |  |
| Alphabet, Inc., Sr. Unscd. Notes | 0.45 | 8/15/2025 | 250000 | 228146 |
| Alphabet, Inc., Sr. Unscd. Notes | 1.10 | 8/15/2030 | 215000 | 174729 |
| Alphabet, Inc., Sr. Unscd. Notes | 1.90 | 8/15/2040 | 65000 | 45838 |
| Alphabet, Inc., Sr. Unscd. Notes | 2.00 | 8/15/2026 | 300000 | 279337 |
| Amazon.com, Inc., Sr. Unscd. Notes | 0.80 | 6/3/2025 | 200000 | 184480 |
| Amazon.com, Inc., Sr. Unscd. Notes | 1.50 | 6/3/2030 | 200000 | 166475 |
| Amazon.com, Inc., Sr. Unscd. Notes | 1.65 | 5/12/2028 | 300000 | 264693 |
| Amazon.com, Inc., Sr. Unscd. Notes | 2.50 | 6/3/2050 | 200000 | 135713 |
| Amazon.com, Inc., Sr. Unscd. Notes | 2.73 | 4/13/2024 | 100000 | 97768 |
| Amazon.com, Inc., Sr. Unscd. Notes | 2.88 | 5/12/2041 | 250000 | 197338 |
| Amazon.com, Inc., Sr. Unscd. Notes | 3.25 | 5/12/2061 | 220000 | 162123 |
| Amazon.com, Inc., Sr. Unscd. Notes | 3.30 | 4/13/2027 | 100000 | 96759 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Internet Software & Services - .4% (continued)** | **Internet Software & Services - .4% (continued)** | **Internet Software & Services - .4% (continued)** |  |  |
| Amazon.com, Inc., Sr. Unscd. Notes | 3.60 | 4/13/2032 | 100000 | 95187 |
| Amazon.com, Inc., Sr. Unscd. Notes | 4.10 | 4/13/2062 | 100000 | 87950 |
| eBay, Inc., Sr. Unscd. Notes | 1.40 | 5/10/2026 | 300000 | 270572 |
| eBay, Inc., Sr. Unscd. Notes | 3.65 | 5/10/2051 | 13000 | 10147 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 3.85 | 8/15/2032 | 100000 | 93028 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.65 | 8/15/2062 | 110000 | 96598 |
|  |  |  |  | **2686881** |
| **Materials - .0%**  | **Materials - .0%**  | **Materials - .0%**  |  |  |
| Berry Global, Inc., Sr. Scd. Notes | 1.57 | 1/15/2026 | 150000 | **135656** |
| **Media - .7%**  | **Media - .7%**  | **Media - .7%**  |  |  |
| Charter Communications Operating LLC, Sr. Scd. Notes | 4.91 | 7/23/2025 | 510000 | 507649 |
| Charter Communications Operating LLC, Sr. Scd. Notes | 5.25 | 4/1/2053 | 200000 | 168249 |
| Charter Communications Operating LLC, Sr. Scd. Notes | 5.50 | 4/1/2063 | 200000 | 167403 |
| Charter Communications Operating LLC, Sr. Scd. Notes | 6.48 | 10/23/2045 | 250000 | 246313 |
| Comcast Corp., Gtd. Bonds | 4.00 | 8/15/2047 | 60000 | 52079 |
| Comcast Corp., Gtd. Notes | 1.50 | 2/15/2031 | 350000 | 283225 |
| Comcast Corp., Gtd. Notes | 2.45 | 8/15/2052 | 750000<br> <sup>a</sup>  | 481838 |
| Comcast Corp., Gtd. Notes | 3.38 | 8/15/2025 | 730000 | 709977 |
| Comcast Corp., Gtd. Notes | 3.90 | 3/1/2038 | 75000 | 68645 |
| Comcast Corp., Gtd. Notes | 4.00 | 3/1/2048 | 60000 | 52323 |
| Comcast Corp., Gtd. Notes | 4.60 | 10/15/2038 | 200000 | 196613 |
| Comcast Corp., Gtd. Notes | 6.45 | 3/15/2037 | 300000 | 349209 |
| Discovery Communications LLC, Gtd. Notes | 3.95 | 3/20/2028 | 350000 | 327396 |
| Paramount Global, Sr. Unscd. Debs. | 7.88 | 7/30/2030 | 150000 | 165557 |
| Paramount Global, Sr. Unscd. Notes | 4.90 | 8/15/2044 | 240000 | 188886 |
| The Walt Disney Company, Gtd. Notes | 2.00 | 9/1/2029 | 225000 | 194637 |
| The Walt Disney Company, Gtd. Notes | 3.80 | 5/13/2060 | 350000 | 289997 |
| Time Warner Cable LLC, Sr. Scd. Debs. | 6.55 | 5/1/2037 | 350000 | 358299 |
|  |  |  |  | **4808295** |
| **Metals & Mining - .3%**  | **Metals & Mining - .3%**  | **Metals & Mining - .3%**  |  |  |
| Barrick PD Australia Finance Pty Ltd., Gtd. Notes | 5.95 | 10/15/2039 | 200000 | 219164 |
| Freeport-McMoRan, Inc., Gtd. Notes | 5.45 | 3/15/2043 | 65000 | 63243 |
| Newmont Corp., Gtd. Notes | 6.25 | 10/1/2039 | 126000 | 140688 |
| Nucor Corp., Sr. Unscd. Notes | 2.98 | 12/15/2055 | 200000 | 138076 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Metals & Mining - .3% (continued)** | **Metals & Mining - .3% (continued)** | **Metals & Mining - .3% (continued)** |  |  |
| Rio Tinto Alcan, Inc., Sr. Unscd. Debs. | 7.25 | 3/15/2031 | 350000 | 410046 |
| Southern Copper Corp., Sr. Unscd. Notes | 5.25 | 11/8/2042 | 300000 | 296040 |
| Steel Dynamics, Inc., Sr. Unscd. Notes | 3.25 | 10/15/2050 | 60000 | 44020 |
| Teck Resources Ltd., Sr. Unscd. Notes | 3.90 | 7/15/2030 | 300000<br> <sup>a</sup>  | 278375 |
| Vale Overseas Ltd., Gtd. Notes | 3.75 | 7/8/2030 | 200000 | 179213 |
| Vale Overseas Ltd., Gtd. Notes | 6.88 | 11/21/2036 | 250000 | 274104 |
|  |  |  |  | **2042969** |
| **Municipal Securities - .7%**  | **Municipal Securities - .7%**  | **Municipal Securities - .7%**  |  |  |
| American Municipal Power, Inc., Revenue Bonds (Combined Hydroelectric Projects) Ser. B | 8.08 | 2/15/2050 | 100000 | 137041 |
| Bay Area Toll Authority, Revenue Bonds (Build America Bond) Ser. F2 | 6.26 | 4/1/2049 | 300000 | 368809 |
| California, GO | 3.50 | 4/1/2028 | 100000 | 96857 |
| California, GO (Build America Bond) | 7.50 | 4/1/2034 | 200000 | 252616 |
| California, GO (Build America Bond) | 7.55 | 4/1/2039 | 300000 | 400315 |
| Connecticut, GO, Ser. A | 5.85 | 3/15/2032 | 200000 | 218546 |
| District of Columbia, Revenue Bonds (Build America Bond) Ser. E | 5.59 | 12/1/2034 | 200000 | 215077 |
| Illinois, GO | 5.10 | 6/1/2033 | 230000 | 228643 |
| Los Angeles Unified School District, GO (Build America Bond) | 5.75 | 7/1/2034 | 350000 | 384176 |
| Massachusetts School Building Authority, Revenue Bonds (Build America Bond) | 5.72 | 8/15/2039 | 100000 | 111757 |
| Metropolitan Transportation Authority, Revenue Bonds (Build America Bond) | 7.34 | 11/15/2039 | 300000 | 389760 |
| New Jersey Turnpike Authority, Revenue Bonds (Build America Bond) Ser. F | 7.41 | 1/1/2040 | 200000 | 261759 |
| New York City Municipal Water Finance Authority, Revenue Bonds (Build America Bond) | 5.95 | 6/15/2042 | 345000 | 406210 |
| Oklahoma Development Finance Authority, Revenue Bonds | 4.71 | 5/1/2052 | 200000 | 195165 |
| Pennsylvania Turnpike Commission, Revenue Bonds (Build America Bond) Ser. B | 5.51 | 12/1/2045 | 200000 | 224512 |
| Port Authority of New York & New Jersey, Revenue Bonds, Ser. 192 | 4.81 | 10/15/2065 | 300000 | 306086 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Municipal Securities - .7% (continued)** | **Municipal Securities - .7% (continued)** | **Municipal Securities - .7% (continued)** |  |  |
| The Ohio University, Revenue Bonds, Ser. A | 3.80 | 12/1/2046 | 250000 | 218120 |
|  |  |  |  | **4415449** |
| **Real Estate - .9%**  | **Real Estate - .9%**  | **Real Estate - .9%**  |  |  |
| Alexandria Real Estate Equities, Inc., Gtd. Notes | 2.00 | 5/18/2032 | 250000 | 199517 |
| Alexandria Real Estate Equities, Inc., Gtd. Notes | 3.00 | 5/18/2051 | 200000 | 137685 |
| American Tower Corp., Sr. Unscd. Notes | 1.50 | 1/31/2028 | 200000<br> <sup>a</sup>  | 169362 |
| American Tower Corp., Sr. Unscd. Notes | 1.60 | 4/15/2026 | 300000 | 271262 |
| American Tower Corp., Sr. Unscd. Notes | 2.70 | 4/15/2031 | 300000 | 253209 |
| American Tower Corp., Sr. Unscd. Notes | 3.80 | 8/15/2029 | 90000 | 84176 |
| Boston Properties LP, Sr. Unscd. Notes | 4.50 | 12/1/2028 | 100000 | 96152 |
| Corporate Office Properties LP, Gtd. Notes | 2.00 | 1/15/2029 | 200000 | 158778 |
| Crown Castle, Inc., Sr. Unscd. Notes | 2.25 | 1/15/2031 | 200000 | 167141 |
| Crown Castle, Inc., Sr. Unscd. Notes | 3.70 | 6/15/2026 | 430000 | 415093 |
| Equifax, Inc., Sr. Unscd. Notes | 1.45 | 5/15/2026 | 200000 | 179528 |
| Equifax, Inc., Sr. Unscd. Notes | 3.40 | 2/15/2052 | 200000 | 148290 |
| Essex Portfolio LP, Gtd. Notes | 2.65 | 3/15/2032 | 150000 | 123836 |
| Essex Portfolio LP, Gtd. Notes | 4.00 | 3/1/2029 | 200000 | 188655 |
| Kimco Realty OP LLC, Gtd. Notes | 2.70 | 10/1/2030 | 200000 | 170168 |
| Mid-America Apartments LP, Sr. Unscd. Notes | 1.10 | 9/15/2026 | 400000 | 353574 |
| National Retail Properties, Inc., Sr. Unscd. Notes | 3.90 | 6/15/2024 | 500000 | 491985 |
| Prologis LP, Sr. Unscd. Notes | 2.25 | 4/15/2030 | 370000 | 319463 |
| Prologis LP, Sr. Unscd. Notes | 3.00 | 4/15/2050 | 35000 | 25498 |
| Realty Income Corp., Sr. Unscd. Notes | 3.88 | 7/15/2024 | 250000 | 246462 |
| Realty Income Corp., Sr. Unscd. Notes | 3.95 | 8/15/2027 | 250000 | 244072 |
| Rexford Industrial Realty LP, Gtd. Notes | 2.15 | 9/1/2031 | 200000 | 160175 |
| Simon Property Group LP, Sr. Unscd. Notes | 2.65 | 7/15/2030 | 200000 | 173817 |
| Simon Property Group LP, Sr. Unscd. Notes | 3.25 | 9/13/2049 | 65000 | 47499 |
| Simon Property Group LP, Sr. Unscd. Notes | 3.80 | 7/15/2050 | 200000 | 161312 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Real Estate - .9% (continued)** | **Real Estate - .9% (continued)** | **Real Estate - .9% (continued)** |  |  |
| Tanger Properties LP, Sr. Unscd. Notes | 2.75 | 9/1/2031 | 400000 | 307790 |
| UDR, Inc., Gtd. Notes | 2.10 | 8/1/2032 | 200000 | 157270 |
| Ventas Realty LP, Gtd. Notes | 4.00 | 3/1/2028 | 150000 | 142367 |
| Ventas Realty LP, Gtd. Notes | 4.88 | 4/15/2049 | 200000 | 178019 |
| Welltower OP LLC, Gtd. Notes | 4.13 | 3/15/2029 | 200000 | 188798 |
|  |  |  |  | **5960953** |
| **Retailing - .8%**  | **Retailing - .8%**  | **Retailing - .8%**  |  |  |
| Advance Auto Parts, Inc., Gtd. Notes | 1.75 | 10/1/2027 | 300000<br> <sup>a</sup>  | 260466 |
| Autozone, Inc., Sr. Unscd. Notes | 3.13 | 4/21/2026 | 500000 | 478123 |
| Costco Wholesale Corp., Sr. Unscd. Notes | 1.60 | 4/20/2030 | 200000 | 169660 |
| Costco Wholesale Corp., Sr. Unscd. Notes | 3.00 | 5/18/2027 | 100000 | 96166 |
| Dollar Tree, Inc., Sr. Unscd. Notes | 4.20 | 5/15/2028 | 95000 | 93468 |
| Lowe's Cos., Sr. Unscd. Notes | 1.70 | 9/15/2028 | 200000 | 172538 |
| Lowe's Cos., Sr. Unscd. Notes | 2.80 | 9/15/2041 | 200000 | 145289 |
| Lowe's Cos., Sr. Unscd. Notes | 3.00 | 10/15/2050 | 200000 | 137593 |
| Lowe's Cos., Sr. Unscd. Notes | 3.13 | 9/15/2024 | 250000 | 243375 |
| Lowe's Cos., Sr. Unscd. Notes | 3.65 | 4/5/2029 | 80000 | 75772 |
| Lowe's Cos., Sr. Unscd. Notes | 5.00 | 4/15/2033 | 100000<br> <sup>a</sup>  | 101383 |
| Lowe's Cos., Sr. Unscd. Notes | 5.80 | 9/15/2062 | 150000 | 156115 |
| McDonald's Corp., Sr. Unscd. Notes | 3.63 | 9/1/2049 | 50000 | 41061 |
| McDonald's Corp., Sr. Unscd. Notes | 4.88 | 12/9/2045 | 465000 | 460033 |
| O'Reilly Automotive, Inc., Sr. Unscd. Notes | 1.75 | 3/15/2031 | 300000<br> <sup>a</sup>  | 242014 |
| Starbucks Corp., Sr. Unscd. Notes | 2.55 | 11/15/2030 | 400000 | 348983 |
| Starbucks Corp., Sr. Unscd. Notes | 4.45 | 8/15/2049 | 250000 | 228912 |
| Target Corp., Sr. Unscd. Notes | 2.50 | 4/15/2026 | 400000 | 380389 |
| The Home Depot, Inc., Sr. Unscd. Notes | 1.50 | 9/15/2028 | 300000 | 261530 |
| The Home Depot, Inc., Sr. Unscd. Notes | 3.35 | 4/15/2050 | 250000 | 200755 |
| The Home Depot, Inc., Sr. Unscd. Notes | 3.35 | 9/15/2025 | 300000 | 292713 |
| The Home Depot, Inc., Sr. Unscd. Notes | 5.88 | 12/16/2036 | 300000 | 337233 |
| Walmart, Inc., Sr. Unscd. Notes | 3.95 | 6/28/2038 | 90000 | 86555 |
| Walmart, Inc., Sr. Unscd. Notes | 4.05 | 6/29/2048 | 180000 | 171822 |
| Walmart, Inc., Sr. Unscd. Notes | 4.15 | 9/9/2032 | 100000 | 100259 |
| Walmart, Inc., Sr. Unscd. Notes | 4.50 | 9/9/2052 | 150000 | 150996 |
|  |  |  |  | **5433203** |
| **Semiconductors & Semiconductor Equipment - .5%**  | **Semiconductors & Semiconductor Equipment - .5%**  | **Semiconductors & Semiconductor Equipment - .5%**  |  |  |
| Applied Materials, Inc., Sr. Unscd. Notes | 3.90 | 10/1/2025 | 500000 | 494100 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Semiconductors & Semiconductor Equipment - .5% (continued)** | **Semiconductors & Semiconductor Equipment - .5% (continued)** | **Semiconductors & Semiconductor Equipment - .5% (continued)** |  |  |
| Broadcom Cayman Finance Ltd., Gtd. Notes | 3.50 | 1/15/2028 | 110000 | 103153 |
| Broadcom, Inc., Gtd. Notes | 2.45 | 2/15/2031 | 230000<br> <sup>c</sup>  | 189004 |
| Broadcom, Inc., Gtd. Notes | 2.60 | 2/15/2033 | 200000<br> <sup>c</sup>  | 157274 |
| Broadcom, Inc., Gtd. Notes | 3.50 | 2/15/2041 | 200000<br> <sup>c</sup>  | 153118 |
| Broadcom, Inc., Gtd. Notes | 4.11 | 9/15/2028 | 260000 | 250939 |
| Broadcom, Inc., Gtd. Notes | 4.75 | 4/15/2029 | 210000 | 207456 |
| Intel Corp., Sr. Unscd. Notes | 3.15 | 5/11/2027 | 110000<br> <sup>a</sup>  | 105409 |
| Intel Corp., Sr. Unscd. Notes | 3.25 | 11/15/2049 | 150000 | 108650 |
| Intel Corp., Sr. Unscd. Notes | 3.90 | 3/25/2030 | 300000 | 288442 |
| Intel Corp., Sr. Unscd. Notes | 4.10 | 5/11/2047 | 80000 | 68326 |
| Intel Corp., Sr. Unscd. Notes | 4.75 | 3/25/2050 | 300000 | 277663 |
| Intel Corp., Sr. Unscd. Notes | 5.05 | 8/5/2062 | 65000 | 61003 |
| NVIDIA Corp., Sr. Unscd. Notes | 1.55 | 6/15/2028 | 300000 | 263743 |
| Qualcomm, Inc., Sr. Unscd. Notes | 4.30 | 5/20/2047 | 120000 | 111231 |
| Qualcomm, Inc., Sr. Unscd. Notes | 4.50 | 5/20/2052 | 25000<br> <sup>a</sup>  | 23640 |
| Qualcomm, Inc., Sr. Unscd. Notes | 4.65 | 5/20/2035 | 140000 | 143236 |
| Qualcomm, Inc., Sr. Unscd. Notes | 5.40 | 5/20/2033 | 200000<br> <sup>a</sup>  | 215083 |
| Texas Instruments, Inc., Sr. Unscd. Notes | 1.13 | 9/15/2026 | 200000 | 179457 |
| Texas Instruments, Inc., Sr. Unscd. Notes | 4.15 | 5/15/2048 | 80000 | 76300 |
|  |  |  |  | **3477227** |
| **Supranational Bank - 1.6%**  | **Supranational Bank - 1.6%**  | **Supranational Bank - 1.6%**  |  |  |
| Asian Development Bank, Sr. Unscd. Bonds | 0.63 | 4/29/2025 | 220000 | 203353 |
| Asian Development Bank, Sr. Unscd. Notes | 1.00 | 4/14/2026 | 200000 | 182626 |
| Asian Development Bank, Sr. Unscd. Notes | 1.50 | 3/4/2031 | 200000<br> <sup>a</sup>  | 169987 |
| Asian Development Bank, Sr. Unscd. Notes | 1.88 | 1/24/2030 | 100000 | 88643 |
| Asian Development Bank, Sr. Unscd. Notes | 2.00 | 1/22/2025 | 500000 | 478735 |
| Asian Development Bank, Sr. Unscd. Notes | 2.75 | 1/19/2028 | 90000 | 86087 |
| Asian Development Bank, Sr. Unscd. Notes | 3.88 | 9/28/2032 | 100000 | 101545 |
| Asian Development Bank, Sr. Unscd. Notes | 4.00 | 1/12/2033 | 55000 | 55540 |
| European Investment Bank, Sr. Unscd. Bonds | 0.38 | 12/15/2025 | 200000 | 179453 |
| European Investment Bank, Sr. Unscd. Bonds | 1.63 | 10/9/2029 | 300000 | 264650 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Supranational Bank - 1.6% (continued)** | **Supranational Bank - 1.6% (continued)** | **Supranational Bank - 1.6% (continued)** |  |  |
| European Investment Bank, Sr. Unscd. Bonds | 1.63 | 3/14/2025 | 200000<br> <sup>a</sup>  | 189668 |
| European Investment Bank, Sr. Unscd. Bonds | 2.25 | 6/24/2024 | 160000 | 155184 |
| European Investment Bank, Sr. Unscd. Notes | 0.38 | 3/26/2026 | 250000<br> <sup>a</sup>  | 224291 |
| European Investment Bank, Sr. Unscd. Notes | 1.88 | 2/10/2025 | 500000 | 477353 |
| European Investment Bank, Sr. Unscd. Notes | 2.38 | 5/24/2027 | 500000<br> <sup>a</sup>  | 473299 |
| European Investment Bank, Sr. Unscd. Notes | 3.88 | 3/15/2028 | 130000 | 131197 |
| Export Development Canada, Gov't. Gtd. Bonds | 2.63 | 2/21/2024 | 300000<br> <sup>a</sup>  | 294065 |
| Inter-American Development Bank, Sr. Unscd. Bonds | 2.13 | 1/15/2025 | 1000000<br> <sup>a</sup>  | 959942 |
| Inter-American Development Bank, Sr. Unscd. Notes | 1.13 | 1/13/2031 | 200000 | 165058 |
| Inter-American Development Bank, Sr. Unscd. Notes | 1.75 | 3/14/2025 | 150000 | 142542 |
| Inter-American Development Bank, Sr. Unscd. Notes | 2.00 | 7/23/2026 | 80000 | 75061 |
| Inter-American Development Bank, Sr. Unscd. Notes | 3.13 | 9/18/2028 | 300000 | 290444 |
| Inter-American Development Bank, Sr. Unscd. Notes | 3.50 | 9/14/2029 | 100000 | 98851 |
| International Bank for Reconstruction & Development, Sr. Unscd. Bonds | 0.63 | 4/22/2025 | 390000 | 360620 |
| International Bank for Reconstruction & Development, Sr. Unscd. Bonds | 1.25 | 2/10/2031 | 175000 | 146203 |
| International Bank for Reconstruction & Development, Sr. Unscd. Bonds, Ser. GDIF | 2.50 | 7/29/2025 | 1000000 | 963626 |
| International Bank for Reconstruction & Development, Sr. Unscd. Notes | 0.38 | 7/28/2025 | 300000 | 274042 |
| International Bank for Reconstruction & Development, Sr. Unscd. Notes | 0.88 | 5/14/2030 | 200000 | 164138 |
| International Bank for Reconstruction & Development, Sr. Unscd. Notes | 1.38 | 4/20/2028 | 300000 | 266681 |
| International Bank for Reconstruction & Development, Sr. Unscd. Notes | 1.63 | 1/15/2025 | 300000 | 285111 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Supranational Bank - 1.6% (continued)** | **Supranational Bank - 1.6% (continued)** | **Supranational Bank - 1.6% (continued)** |  |  |
| International Bank for Reconstruction & Development, Sr. Unscd. Notes | 3.63 | 9/21/2029 | 100000 | 99675 |
| International Finance Corp., Sr. Unscd. Notes | 0.38 | 7/16/2025 | 200000 | 183045 |
| International Finance Corp., Sr. Unscd. Notes | 3.63 | 9/15/2025 | 100000 | 98976 |
| Japan Bank for International Cooperation, Gov't. Gtd. Bonds | 1.88 | 7/21/2026 | 500000 | 460403 |
| Japan Bank for International Cooperation, Gov't. Gtd. Notes | 2.00 | 10/17/2029 | 300000 | 262587 |
| Japan Bank for International Cooperation, Gov't. Gtd. Notes, Ser. DTC | 2.75 | 1/21/2026 | 250000 | 239404 |
| Nordic Investment Bank, Sr. Unscd. Notes | 3.38 | 9/8/2027 | 200000 | 196881 |
| The Asian Infrastructure Investment Bank, Sr. Unscd. Bonds | 0.50 | 1/27/2026 | 250000<br> <sup>a</sup>  | 223871 |
| The Asian Infrastructure Investment Bank, Sr. Unscd. Bonds | 3.75 | 9/14/2027 | 100000 | 99114 |
| The Asian Infrastructure Investment Bank, Sr. Unscd. Notes | 0.50 | 5/28/2025 | 200000 | 183138 |
| The Korea Development Bank, Sr. Unscd. Bonds | 0.80 | 7/19/2026 | 300000 | 263643 |
|  |  |  |  | **10258732** |
| **Technology Hardware & Equipment - .8%**  | **Technology Hardware & Equipment - .8%**  | **Technology Hardware & Equipment - .8%**  |  |  |
| Amdocs Ltd., Sr. Unscd. Notes | 2.54 | 6/15/2030 | 200000 | 169318 |
| Apple, Inc., Sr. Unscd. Notes | 0.70 | 2/8/2026 | 230000 | 207320 |
| Apple, Inc., Sr. Unscd. Notes | 1.13 | 5/11/2025 | 125000 | 116467 |
| Apple, Inc., Sr. Unscd. Notes | 1.65 | 2/8/2031 | 175000 | 145256 |
| Apple, Inc., Sr. Unscd. Notes | 1.65 | 5/11/2030 | 100000 | 84292 |
| Apple, Inc., Sr. Unscd. Notes | 1.80 | 9/11/2024 | 135000 | 129411 |
| Apple, Inc., Sr. Unscd. Notes | 2.20 | 9/11/2029 | 120000 | 106609 |
| Apple, Inc., Sr. Unscd. Notes | 2.38 | 2/8/2041 | 80000 | 59799 |
| Apple, Inc., Sr. Unscd. Notes | 2.65 | 5/11/2050 | 120000 | 85438 |
| Apple, Inc., Sr. Unscd. Notes | 2.80 | 2/8/2061 | 215000 | 147739 |
| Apple, Inc., Sr. Unscd. Notes | 2.95 | 9/11/2049 | 75000 | 56916 |
| Apple, Inc., Sr. Unscd. Notes | 3.20 | 5/11/2027 | 200000 | 193106 |
| Apple, Inc., Sr. Unscd. Notes | 3.35 | 8/8/2032 | 45000<br> <sup>a</sup>  | 42079 |
| Apple, Inc., Sr. Unscd. Notes | 3.35 | 2/9/2027 | 500000 | 486547 |
| Apple, Inc., Sr. Unscd. Notes | 3.45 | 5/6/2024 | 250000 | 247537 |
| Apple, Inc., Sr. Unscd. Notes | 3.75 | 11/13/2047 | 90000 | 79242 |
| Apple, Inc., Sr. Unscd. Notes | 4.10 | 8/8/2062 | 75000 | 67219 |
| Apple, Inc., Sr. Unscd. Notes | 4.25 | 2/9/2047 | 300000 | 288983 |
| Dell International LLC, Gtd. Notes | 3.45 | 12/15/2051 | 45000<br> <sup>c</sup>  | 29955 |
| Dell International LLC, Gtd. Notes | 5.75 | 2/1/2033 | 200000 | 199985 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Technology Hardware & Equipment - .8% (continued)** | **Technology Hardware & Equipment - .8% (continued)** | **Technology Hardware & Equipment - .8% (continued)** |  |  |
| Dell International LLC, Sr. Unscd. Notes | 6.02 | 6/15/2026 | 200000 | 205777 |
| Dell International LLC, Sr. Unscd. Notes | 8.35 | 7/15/2046 | 65000 | 78578 |
| DXC Technology Co., Sr. Unscd. Notes | 2.38 | 9/15/2028 | 300000 | 258606 |
| Hewlett Packard Enterprise Co., Sr. Unscd. Notes | 1.75 | 4/1/2026 | 200000 | 182462 |
| Hewlett Packard Enterprise Co., Sr. Unscd. Notes | 4.90 | 10/15/2025 | 250000 | 249917 |
| HP, Inc., Sr. Unscd. Notes | 3.40 | 6/17/2030 | 200000 | 177641 |
| International Business Machines Corp., Sr. Unscd. Notes | 1.70 | 5/15/2027 | 100000 | 89646 |
| International Business Machines Corp., Sr. Unscd. Notes | 3.30 | 5/15/2026 | 250000 | 241369 |
| International Business Machines Corp., Sr. Unscd. Notes | 3.50 | 5/15/2029 | 220000 | 206981 |
| International Business Machines Corp., Sr. Unscd. Notes | 4.15 | 5/15/2039 | 105000 | 94992 |
| International Business Machines Corp., Sr. Unscd. Notes | 4.25 | 5/15/2049 | 160000 | 141807 |
| Leidos, Inc., Gtd. Notes | 2.30 | 2/15/2031 | 200000 | 161335 |
| NetApp, Inc., Sr. Unscd. Notes | 2.70 | 6/22/2030 | 200000 | 171906 |
|  |  |  |  | **5204235** |
| **Telecommunication Services - 1.2%**  | **Telecommunication Services - 1.2%**  | **Telecommunication Services - 1.2%**  |  |  |
| America Movil SAB de CV, Gtd. Notes | 6.38 | 3/1/2035 | 100000 | 111504 |
| America Movil SAB de CV, Sr. Unscd. Notes | 4.38 | 4/22/2049 | 200000<br> <sup>a</sup>  | 181060 |
| AT&T, Inc., Sr. Unscd. Notes | 3.50 | 9/15/2053 | 615000 | 454464 |
| AT&T, Inc., Sr. Unscd. Notes | 3.80 | 12/1/2057 | 300000 | 228486 |
| AT&T, Inc., Sr. Unscd. Notes | 4.35 | 3/1/2029 | 360000 | 354098 |
| AT&T, Inc., Sr. Unscd. Notes | 4.50 | 3/9/2048 | 341000 | 299897 |
| AT&T, Inc., Sr. Unscd. Notes | 4.50 | 5/15/2035 | 500000 | 475755 |
| AT&T, Inc., Sr. Unscd. Notes | 4.85 | 3/1/2039 | 110000 | 105346 |
| British Telecommunications PLC, Sr. Unscd. Notes | 9.63 | 12/15/2030 | 175000 | 220867 |
| Cisco Systems, Inc., Sr. Unscd. Notes | 2.95 | 2/28/2026 | 250000 | 241338 |
| Cisco Systems, Inc., Sr. Unscd. Notes | 5.50 | 1/15/2040 | 250000 | 276385 |
| Corning, Inc., Sr. Unscd. Notes | 3.90 | 11/15/2049 | 300000 | 238518 |
| Deutsche Telekom International Finance BV, Gtd. Bonds | 8.75 | 6/15/2030 | 300000 | 366771 |
| Orange SA, Sr. Unscd. Notes | 9.00 | 3/1/2031 | 150000 | 189906 |
| Rogers Communications, Inc., Gtd. Bonds | 7.50 | 8/15/2038 | 125000 | 146525 |
| Telefonica Emisiones SA, Gtd. Notes | 5.21 | 3/8/2047 | 150000 | 133046 |
| Telefonica Emisiones SA, Gtd. Notes | 7.05 | 6/20/2036 | 100000 | 109887 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Telecommunication Services - 1.2% (continued)** | **Telecommunication Services - 1.2% (continued)** | **Telecommunication Services - 1.2% (continued)** |  |  |
| T-Mobile USA, Inc., Gtd. Notes | 2.05 | 2/15/2028 | 300000 | 264444 |
| T-Mobile USA, Inc., Gtd. Notes | 3.50 | 4/15/2025 | 310000 | 301153 |
| T-Mobile USA, Inc., Gtd. Notes | 3.60 | 11/15/2060 | 200000 | 144195 |
| T-Mobile USA, Inc., Gtd. Notes | 4.50 | 4/15/2050 | 250000 | 221073 |
| T-Mobile USA, Inc., Gtd. Notes | 5.65 | 1/15/2053 | 200000 | 208892 |
| T-Mobile USA, Inc., Gtd. Notes | 5.80 | 9/15/2062 | 100000 | 105184 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 0.85 | 11/20/2025 | 200000 | 180991 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 1.75 | 1/20/2031 | 200000 | 161227 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 2.36 | 3/15/2032 | 125000 | 103047 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 2.88 | 11/20/2050 | 200000 | 136247 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 3.00 | 11/20/2060 | 500000 | 326495 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 3.70 | 3/22/2061 | 365000 | 277970 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.02 | 12/3/2029 | 627000 | 601631 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.33 | 9/21/2028 | 250000 | 246744 |
| Vodafone Group PLC, Sr. Unscd. Notes | 5.00 | 5/30/2038 | 60000 | 59308 |
| Vodafone Group PLC, Sr. Unscd. Notes | 5.13 | 6/19/2059 | 110000 | 102726 |
| Vodafone Group PLC, Sr. Unscd. Notes | 5.25 | 5/30/2048 | 180000 | 171334 |
| Vodafone Group PLC, Sr. Unscd. Notes | 7.88 | 2/15/2030 | 125000 | 146065 |
|  |  |  |  | **7892579** |
| **Transportation - .4%**  | **Transportation - .4%**  | **Transportation - .4%**  |  |  |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Debs. | 4.55 | 9/1/2044 | 300000 | 290363 |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Debs. | 6.15 | 5/1/2037 | 300000 | 342692 |
| Burlington Northern Santa Fe LLC, Sr. Unscd. Debs. | 7.00 | 12/15/2025 | 100000 | 106761 |
| Canadian Pacific Railway Co., Gtd. Notes | 6.13 | 5/15/2045 | 100000<br> <sup>b</sup>  | 110056 |
| CSX Corp., Sr. Unscd. Notes | 3.80 | 3/1/2028 | 200000 | 195087 |
| CSX Corp., Sr. Unscd. Notes | 4.30 | 3/1/2048 | 50000 | 45565 |
| CSX Corp., Sr. Unscd. Notes | 4.75 | 11/15/2048 | 100000 | 96668 |
| FedEx Corp., Gtd. Notes | 4.75 | 11/15/2045 | 200000 | 182147 |
| Kansas City Southern, Gtd. Notes | 4.95 | 8/15/2045 | 150000 | 145281 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Transportation - .4% (continued)** | **Transportation - .4% (continued)** | **Transportation - .4% (continued)** |  |  |
| Norfolk Southern Corp., Sr. Unscd. Notes | 2.90 | 8/25/2051 | 300000 | 210294 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.80 | 4/6/2071 | 55000 | 43790 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.84 | 3/20/2060 | 243000 | 201691 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.85 | 2/14/2072 | 50000 | 40394 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.95 | 9/10/2028 | 105000 | 103463 |
| United Parcel Service, Inc., Sr. Unscd. Notes | 3.75 | 11/15/2047 | 80000 | 70248 |
| United Parcel Service, Inc., Sr. Unscd. Notes | 5.30 | 4/1/2050 | 200000<br> <sup>a</sup>  | 219035 |
|  |  |  |  | **2403535** |
| **U.S. Government Agencies Collateralized Municipal-Backed Securities - .8%**  | **U.S. Government Agencies Collateralized Municipal-Backed Securities - .8%**  | **U.S. Government Agencies Collateralized Municipal-Backed Securities - .8%**  |  |  |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. K043, Cl. A2 | 3.06 | 12/25/2024 | 348000<br> <sup>d</sup>  | 338715 |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. K047, Cl. A2 | 3.33 | 5/25/2025 | 45000<br> <sup>d</sup>  | 43925 |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. K056, Cl. A2 | 2.53 | 5/25/2026 | 500000<br> <sup>d</sup>  | 475368 |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. K103, Cl. A2 | 2.65 | 11/25/2029 | 400000<br> <sup>d</sup>  | 367785 |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. K104, Cl. A2 | 2.25 | 1/25/2030 | 400000<br> <sup>d</sup>  | 358013 |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. K106, Cl. A1 | 1.78 | 10/25/2029 | 290349<br> <sup>d</sup>  | 261650 |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. K112, Cl. A2 | 1.31 | 5/25/2030 | 200000<br> <sup>d</sup>  | 166050 |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. K126, Cl. A2 | 2.07 | 1/25/2031 | 400000<br> <sup>d</sup>  | 347128 |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. K-1514, Cl. A2 | 2.86 | 10/25/2034 | 400000<br> <sup>d</sup>  | 351614 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) |  | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |  |
| **U.S. Government Agencies Collateralized Municipal-Backed Securities - .8% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities - .8% (continued)** | **U.S. Government Agencies Collateralized Municipal-Backed Securities - .8% (continued)** |  |  |  |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. K-1516, Cl. A2 | 1.72 | 5/25/2035 | 400000 | <sup>d</sup>  | 301873 |
| Federal Home Loan Mortgage Corp. Multifamily Structured Pass Through Certificates, Ser. K-1521, CI. A2 | 2.18 | 8/25/2036 | 300000 | <sup>d</sup>  | 236440 |
| Federal National Mortgage Association, ACES, Ser. 2017-M12, Cl. A2 | 3.06 | 6/25/2027 | 672103 | <sup>d</sup>  | 640573 |
| Federal National Mortgage Association, ACES, Ser. 2018-M1, Cl. A2 | 2.99 | 12/25/2027 | 285291 | <sup>d</sup>  | 273270 |
| Federal National Mortgage Association, ACES, Ser. 2018-M10, Cl. A2 | 3.36 | 7/25/2028 | 200000 | <sup>d</sup>  | 193814 |
| Federal National Mortgage Association, ACES, Ser. 2019-M12, Cl. A2 | 2.89 | 6/25/2029 | 250000 | <sup>d</sup>  | 234717 |
| Federal National Mortgage Association, ACES, Ser. 2020-M1, Cl. A2 | 2.44 | 10/25/2029 | 400000 | <sup>d</sup>  | 363253 |
| Federal National Mortgage Association, ACES, Ser. 2020-M14, Cl. A2 | 1.78 | 5/25/2030 | 300000 | <sup>d</sup>  | 254058 |
| Federal National Mortgage Association, ACES, Ser. 2022-M1, Cl. A2 | 1.67 | 10/25/2031 | 200000 | <sup>d</sup>  | 164628 |
|  |  |  |  | **5372874** | **5372874** |
| **U.S. Government Agencies Mortgage-Backed - 27.6%**  | **U.S. Government Agencies Mortgage-Backed - 27.6%**  | **U.S. Government Agencies Mortgage-Backed - 27.6%**  |  |  |  |
| Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: |  |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 2/1/2036-3/1/2052 |  |  | 4318252  | <sup>d</sup>  | 3592369 |
| &nbsp;&nbsp;&nbsp;2.00%, 8/1/2028-4/1/2052 |  |  | 14676532  | <sup>d</sup>  | 12571288 |
| &nbsp;&nbsp;&nbsp;2.50%, 3/1/2028-5/1/2052 |  |  | 11552036  | <sup>d</sup>  | 10326284 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/1/2026-3/1/2052 |  |  | 7008267  | <sup>d</sup>  | 6574494 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/1/2025-5/1/2052 |  |  | 4234431  | <sup>d</sup>  | 4066791 |
| &nbsp;&nbsp;&nbsp;4.00%, 4/1/2024-7/1/2052 |  |  | 3106174  | <sup>d</sup>  | 3057027 |
| &nbsp;&nbsp;&nbsp;4.25%, 8/1/2034, 1 Year U.S.Treasury Yield Cruve Constant Rate +2.25% |  |  | 246  | <sup>d,e</sup>  | 245 |
| &nbsp;&nbsp;&nbsp;4.50%, 5/1/2023-9/1/2052 |  |  | 1847562  | <sup>d</sup>  | 1863377 |
| &nbsp;&nbsp;&nbsp;5.00%, 5/1/2023-2/1/2048 |  |  | 533454  | <sup>d</sup>  | 548546 |
| &nbsp;&nbsp;&nbsp;5.50%, 2/1/2023-1/1/2039 |  |  | 215132  | <sup>d</sup>  | 222381 |
| &nbsp;&nbsp;&nbsp;6.00%, 6/1/2028-7/1/2039 |  |  | 251574  | <sup>d</sup>  | 262838 |
| &nbsp;&nbsp;&nbsp;6.50%, 4/1/2026-9/1/2037 |  |  | 58622  | <sup>d</sup>  | 61631 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) |  | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |  |
| **U.S. Government Agencies Mortgage-Backed - 27.6% (continued)** | **U.S. Government Agencies Mortgage-Backed - 27.6% (continued)** | **U.S. Government Agencies Mortgage-Backed - 27.6% (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;7.00%, 12/1/2024-9/1/2031 |  |  | 6486  | <sup>d</sup>  | 6679 |
| &nbsp;&nbsp;&nbsp;7.50%, 6/1/2024-7/1/2030 |  |  | 1282  | <sup>d</sup>  | 1301 |
| &nbsp;&nbsp;&nbsp;8.00%, 5/1/2026-10/1/2031 |  |  | 1862  | <sup>d</sup>  | 1927 |
| &nbsp;&nbsp;&nbsp;8.50%, 6/1/2030 |  |  | 168  | <sup>d</sup>  | 177 |
| Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: |  |  |  |
| &nbsp;&nbsp;&nbsp;6.00% |  |  | 1050000  | <sup>d,f</sup>  | 1054290 |
| &nbsp;&nbsp;&nbsp;1.50% |  |  | 1925000  | <sup>d,f</sup>  | 1706558 |
| &nbsp;&nbsp;&nbsp;1.50%, 9/1/2035-9/1/2051 |  |  | 5483893  | <sup>d</sup>  | 4605550 |
| &nbsp;&nbsp;&nbsp;2.00% |  |  | 15950000  | <sup>d,f</sup>  | 13589977 |
| &nbsp;&nbsp;&nbsp;2.00%, 7/1/2028-6/1/2052 |  |  | 21066378  | <sup>d</sup>  | 18094717 |
| &nbsp;&nbsp;&nbsp;2.50% |  |  | 6150000  | <sup>d,f</sup>  | 5387194 |
| &nbsp;&nbsp;&nbsp;2.50%, 7/1/2027-5/1/2052 |  |  | 17996016  | <sup>d</sup>  | 16033011 |
| &nbsp;&nbsp;&nbsp;3.00% |  |  | 175000  | <sup>d,f</sup>  | 167878 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/1/2026-3/1/2052 |  |  | 13890757  | <sup>d</sup>  | 12988685 |
| &nbsp;&nbsp;&nbsp;3.50% |  |  | 950000  | <sup>d,f</sup>  | 896734 |
| &nbsp;&nbsp;&nbsp;3.50%, 8/1/2025-6/1/2052 |  |  | 8678411  | <sup>d</sup>  | 8339774 |
| &nbsp;&nbsp;&nbsp;4.00%, 7/1/2024-9/1/2052 |  |  | 5259591  | <sup>d</sup>  | 5183043 |
| &nbsp;&nbsp;&nbsp;4.00% |  |  | 1875000  | <sup>d,f</sup>  | 1813189 |
| &nbsp;&nbsp;&nbsp;4.50%, 4/1/2023-4/1/2049 |  |  | 1626831  | <sup>d</sup>  | 1646705 |
| &nbsp;&nbsp;&nbsp;4.50% |  |  | 2850000  | <sup>d,f</sup>  | 2816773 |
| &nbsp;&nbsp;&nbsp;5.00% |  |  | 2225000  | <sup>d,f</sup>  | 2233865 |
| &nbsp;&nbsp;&nbsp;5.00%, 5/1/2023-6/1/2049 |  |  | 762126  | <sup>d</sup>  | 782615 |
| &nbsp;&nbsp;&nbsp;5.50%, 1/1/2032-12/1/2038 |  |  | 418552  | <sup>d</sup>  | 434032 |
| &nbsp;&nbsp;&nbsp;5.50% |  |  | 650000  | <sup>d,f</sup>  | 660715 |
| &nbsp;&nbsp;&nbsp;6.00%, 5/1/2024-11/1/2038 |  |  | 529159  | <sup>d</sup>  | 553044 |
| &nbsp;&nbsp;&nbsp;6.50%, 2/1/2028-10/1/2037 |  |  | 132856  | <sup>d</sup>  | 139115 |
| &nbsp;&nbsp;&nbsp;7.00%, 8/1/2023-7/1/2032 |  |  | 14876  | <sup>d</sup>  | 15251 |
| &nbsp;&nbsp;&nbsp;7.50%, 4/1/2026-6/1/2031 |  |  | 6678  | <sup>d</sup>  | 6795 |
| &nbsp;&nbsp;&nbsp;8.00%, 5/1/2027-8/1/2030 |  |  | 1280  | <sup>d</sup>  | 1310 |
| &nbsp;&nbsp;&nbsp;8.50%, 7/1/2030 |  |  | 118  | <sup>d</sup>  | 125 |
| Government National Mortgage Association I: | Government National Mortgage Association I: | Government National Mortgage Association I: |  |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 2/15/2028-9/15/2046 |  |  | 102955  |  | 93370 |
| &nbsp;&nbsp;&nbsp;3.00%, 9/15/2042-8/15/2045 |  |  | 485520  |  | 455475 |
| &nbsp;&nbsp;&nbsp;3.50%, 2/15/2026-8/15/2045 |  |  | 355996  |  | 345601 |
| &nbsp;&nbsp;&nbsp;4.00%, 2/15/2041-9/15/2045 |  |  | 411305  |  | 407133 |
| &nbsp;&nbsp;&nbsp;4.50%, 3/15/2039-2/15/2041 |  |  | 390112  |  | 395941 |
| &nbsp;&nbsp;&nbsp;5.00%, 7/15/2033-4/15/2040 |  |  | 518975  |  | 533793 |
| &nbsp;&nbsp;&nbsp;5.50%, 2/15/2033-11/15/2038 |  |  | 204193  |  | 212140 |
| &nbsp;&nbsp;&nbsp;6.00%, 1/15/2029-10/15/2036 |  |  | 72033  |  | 75435 |
| &nbsp;&nbsp;&nbsp;6.50%, 2/15/2024-11/15/2033 |  |  | 24215  |  | 25144 |
| &nbsp;&nbsp;&nbsp;7.00%, 10/15/2027-8/15/2032 |  |  | 22787  |  | 23383 |
| &nbsp;&nbsp;&nbsp;7.50%, 12/15/2023-11/15/2030 |  |  | 9839  |  | 9831 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) |  | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |  |
| **U.S. Government Agencies Mortgage-Backed - 27.6% (continued)** | **U.S. Government Agencies Mortgage-Backed - 27.6% (continued)** | **U.S. Government Agencies Mortgage-Backed - 27.6% (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;8.00%, 8/15/2024-3/15/2032 |  |  | 3676  |  | 3873 |
| &nbsp;&nbsp;&nbsp;8.25%, 6/15/2027 |  |  | 343  |  | 343 |
| &nbsp;&nbsp;&nbsp;8.50%, 10/15/2026 |  |  | 1534  |  | 1533 |
| Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: |  |  |  |
| &nbsp;&nbsp;&nbsp;5.50% |  |  | 550000  | <sup>f</sup>  | 557984 |
| &nbsp;&nbsp;&nbsp;2.00%, 9/20/2050-5/20/2052 |  |  | 6084688  |  | 5282156 |
| &nbsp;&nbsp;&nbsp;2.00% |  |  | 3975000  | <sup>f</sup>  | 3436667 |
| &nbsp;&nbsp;&nbsp;2.50%, 3/20/2027-7/20/2052 |  |  | 8105475  |  | 7262754 |
| &nbsp;&nbsp;&nbsp;2.50% |  |  | 2300000  | <sup>f</sup>  | 2051020 |
| &nbsp;&nbsp;&nbsp;3.00% |  |  | 25000  | <sup>f</sup>  | 22977 |
| &nbsp;&nbsp;&nbsp;3.00%, 1/20/2028-5/20/2052 |  |  | 7230614  |  | 6751424 |
| &nbsp;&nbsp;&nbsp;3.50% |  |  | 75000  | <sup>f</sup>  | 70932 |
| &nbsp;&nbsp;&nbsp;3.50%, 9/20/2028-9/20/2052 |  |  | 5475597  |  | 5261865 |
| &nbsp;&nbsp;&nbsp;4.00%, 9/20/2043-9/20/2052 |  |  | 2207412  |  | 2182611 |
| &nbsp;&nbsp;&nbsp;4.00% |  |  | 1100000  | <sup>f</sup>  | 1068203 |
| &nbsp;&nbsp;&nbsp;4.50%, 7/20/2041-6/20/2049 |  |  | 1445614  |  | 1479622 |
| &nbsp;&nbsp;&nbsp;4.50% |  |  | 700000  | <sup>f</sup>  | 695187 |
| &nbsp;&nbsp;&nbsp;5.00% |  |  | 675000  | <sup>f</sup>  | 679799 |
| &nbsp;&nbsp;&nbsp;5.00%, 9/20/2040-2/20/2049 |  |  | 145882  |  | 150612 |
| &nbsp;&nbsp;&nbsp;5.50%, 10/20/2031-6/20/2041 |  |  | 35682  |  | 37451 |
| &nbsp;&nbsp;&nbsp;5.50% |  |  | 75000  | <sup>f</sup>  | 76236 |
| &nbsp;&nbsp;&nbsp;6.50%, 2/20/2028 |  |  | 160  |  | 163 |
| &nbsp;&nbsp;&nbsp;8.50%, 7/20/2025 |  |  | 47  |  | 47 |
|  |  |  |  | **181959005** | **181959005** |
| **U.S. Government Agencies Obligations - 1.1%**  | **U.S. Government Agencies Obligations - 1.1%**  | **U.S. Government Agencies Obligations - 1.1%**  |  |  |  |
| Federal Farm Credit Bank Funding Corp., Bonds | 1.65 | 7/23/2035 | 200000 |  | 146939 |
| Federal Farm Credit Bank Funding Corp., Bonds | 3.38 | 8/26/2024 | 400000 |  | 393170 |
| Federal Home Loan Bank, Bonds | 2.75 | 6/28/2024 | 900000 |  | 877744 |
| Federal Home Loan Bank, Bonds | 3.25 | 3/8/2024 | 750000 |  | 737791 |
| Federal Home Loan Bank, Bonds | 5.50 | 7/15/2036 | 480000 |  | 557842 |
| Federal Home Loan Mortgage Corp., Notes | 0.80 | 10/27/2026 | 125000 | <sup>d</sup>  | 111135 |
| Federal Home Loan Mortgage Corp., Notes | 1.50 | 2/12/2025 | 500000 | <sup>a,d</sup>  | 474841 |
| Federal National Mortgage Association, Notes | 0.38 | 8/25/2025 | 1000000 | <sup>d</sup>  | 911505 |
| Federal National Mortgage Association, Notes | 0.88 | 12/18/2026 | 325000 | <sup>d</sup>  | 288902 |
| Federal National Mortgage Association, Notes | 1.63 | 10/15/2024 | 500000 | <sup>a,d</sup>  | 478325 |
| Federal National Mortgage Association, Notes | 1.88 | 9/24/2026 | 1000000 | <sup>d</sup>  | 935822 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **U.S. Government Agencies Obligations - 1.1% (continued)** | **U.S. Government Agencies Obligations - 1.1% (continued)** | **U.S. Government Agencies Obligations - 1.1% (continued)** |  |  |
| Federal National Mortgage Association, Notes | 6.25 | 5/15/2029 | 540000<br> <sup>d</sup>  | 616957 |
| Tennessee Valley Authority, Sr. Unscd. Bonds | 5.25 | 9/15/2039 | 700000 | 761901 |
| Tennessee Valley Authority, Sr. Unscd. Bonds | 6.15 | 1/15/2038 | 165000 | 197926 |
|  |  |  |  | **7490800** |
| **U.S. Treasury Securities - 40.8%**  | **U.S. Treasury Securities - 40.8%**  | **U.S. Treasury Securities - 40.8%**  |  |  |
| U.S. Treasury Bonds | 1.13 | 5/15/2040 | 2440000 | 1628509 |
| U.S. Treasury Bonds | 1.25 | 5/15/2050 | 1856000 | 1091197 |
| U.S. Treasury Bonds | 1.38 | 8/15/2050 | 1595000 | 967561 |
| U.S. Treasury Bonds | 1.63 | 11/15/2050 | 2615000 | 1692395 |
| U.S. Treasury Bonds | 1.75 | 8/15/2041 | 900000<br> <sup>a</sup>  | 655805 |
| U.S. Treasury Bonds | 1.88 | 11/15/2051 | 3345000 | 2296813 |
| U.S. Treasury Bonds | 1.88 | 2/15/2051 | 660000 | 454910 |
| U.S. Treasury Bonds | 1.88 | 2/15/2041 | 580000 | 436065 |
| U.S. Treasury Bonds | 2.00 | 8/15/2051 | 2190000 | 1553403 |
| U.S. Treasury Bonds | 2.00 | 2/15/2050 | 1145000 | 818272 |
| U.S. Treasury Bonds | 2.00 | 11/15/2041 | 1595000 | 1212574 |
| U.S. Treasury Bonds | 2.25 | 8/15/2049 | 1525000 | 1156170 |
| U.S. Treasury Bonds | 2.25 | 8/15/2046 | 875000 | 668640 |
| U.S. Treasury Bonds | 2.25 | 2/15/2052 | 1075000 | 808014 |
| U.S. Treasury Bonds | 2.38 | 11/15/2049 | 640000 | 498075 |
| U.S. Treasury Bonds | 2.38 | 5/15/2051 | 3275000 | 2536974 |
| U.S. Treasury Bonds | 2.50 | 5/15/2046 | 1230000 | 988612 |
| U.S. Treasury Bonds | 2.50 | 2/15/2045 | 460000 | 371306 |
| U.S. Treasury Bonds | 2.75 | 11/15/2042 | 897000 | 767145 |
| U.S. Treasury Bonds | 2.75 | 8/15/2047 | 1375000 | 1155752 |
| U.S. Treasury Bonds | 2.75 | 11/15/2047 | 1445000 | 1214760 |
| U.S. Treasury Bonds | 2.88 | 5/15/2052 | 790000 | 681005 |
| U.S. Treasury Bonds | 2.88 | 5/15/2049 | 1461000 | 1261825 |
| U.S. Treasury Bonds | 2.88 | 11/15/2046 | 76000 | 65474 |
| U.S. Treasury Bonds | 2.88 | 5/15/2043 | 1057000 | 920891 |
| U.S. Treasury Bonds | 3.00 | 11/15/2044 | 1592000 | 1404567 |
| U.S. Treasury Bonds | 3.00 | 2/15/2048 | 840000 | 740184 |
| U.S. Treasury Bonds | 3.00 | 2/15/2047 | 1580000 | 1391017 |
| U.S. Treasury Bonds | 3.00 | 5/15/2042 | 55000 | 49214 |
| U.S. Treasury Bonds | 3.00 | 8/15/2052 | 560000<br> <sup>a</sup>  | 495644 |
| U.S. Treasury Bonds | 3.00 | 2/15/2049 | 1295000 | 1145443 |
| U.S. Treasury Bonds | 3.00 | 8/15/2048 | 875000<br> <sup>a</sup>  | 771812 |
| U.S. Treasury Bonds | 3.13 | 5/15/2048 | 1365000 | 1231273 |
| U.S. Treasury Bonds | 3.13 | 8/15/2044 | 1956000 | 1763303 |
| U.S. Treasury Bonds | 3.13 | 2/15/2043 | 130000 | 117990 |
| U.S. Treasury Bonds | 3.13 | 11/15/2041 | 145000 | 133015 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **U.S. Treasury Securities - 40.8% (continued)** | **U.S. Treasury Securities - 40.8% (continued)** | **U.S. Treasury Securities - 40.8% (continued)** |  |  |
| U.S. Treasury Bonds | 3.13 | 2/15/2042 | 195000 | 178372 |
| U.S. Treasury Bonds | 3.25 | 5/15/2042 | 460000 | 426937 |
| U.S. Treasury Bonds | 3.38 | 8/15/2042 | 585000 | 553236 |
| U.S. Treasury Bonds | 3.38 | 11/15/2048 | 1515000 | 1431616 |
| U.S. Treasury Bonds | 3.38 | 5/15/2044 | 615000 | 577451 |
| U.S. Treasury Bonds | 3.50 | 2/15/2039 | 750000 | 742793 |
| U.S. Treasury Bonds | 3.63 | 8/15/2043 | 1860000 | 1820911 |
| U.S. Treasury Bonds | 3.63 | 2/15/2044 | 1968000 | 1921414 |
| U.S. Treasury Bonds | 3.75 | 8/15/2041 | 1040000 | 1047028 |
| U.S. Treasury Bonds | 3.75 | 11/15/2043 | 1585000 | 1578437 |
| U.S. Treasury Bonds | 3.88 | 8/15/2040 | 285000 | 293634 |
| U.S. Treasury Bonds | 4.00 | 11/15/2052 | 560000 | 598937 |
| U.S. Treasury Bonds | 4.00 | 11/15/2042 | 400000<br> <sup>a</sup>  | 413437 |
| U.S. Treasury Bonds | 4.25 | 11/15/2040 | 465000 | 501955 |
| U.S. Treasury Bonds | 4.25 | 5/15/2039 | 890000 | 964537 |
| U.S. Treasury Bonds | 4.38 | 5/15/2041 | 225000 | 246810 |
| U.S. Treasury Bonds | 4.38 | 2/15/2038 | 543000 | 596070 |
| U.S. Treasury Bonds | 4.38 | 11/15/2039 | 365000 | 400937 |
| U.S. Treasury Bonds | 4.50 | 2/15/2036 | 175000<br> <sup>a</sup>  | 194657 |
| U.S. Treasury Bonds | 4.50 | 5/15/2038 | 555000<br> <sup>a</sup>  | 617264 |
| U.S. Treasury Bonds | 4.75 | 2/15/2041 | 1185000 | 1361315 |
| U.S. Treasury Bonds | 5.25 | 11/15/2028 | 335000 | 363540 |
| U.S. Treasury Bonds | 5.25 | 2/15/2029 | 265000 | 288043 |
| U.S. Treasury Bonds | 5.50 | 8/15/2028 | 170000<br> <sup>a</sup>  | 185838 |
| U.S. Treasury Bonds | 6.13 | 11/15/2027 | 885000<br> <sup>a</sup>  | 980794 |
| U.S. Treasury Bonds | 6.75 | 8/15/2026 | 215000 | 236046 |
| U.S. Treasury Bonds | 7.50 | 11/15/2024 | 170000 | 179516 |
| U.S. Treasury Notes | 0.13 | 2/15/2024 | 2110000<br> <sup>a</sup>  | 2012185 |
| U.S. Treasury Notes | 0.25 | 9/30/2025 | 1180000 | 1072325 |
| U.S. Treasury Notes | 0.25 | 8/31/2025 | 1500000 | 1364707 |
| U.S. Treasury Notes | 0.25 | 10/31/2025 | 250000 | 226348 |
| U.S. Treasury Notes | 0.25 | 7/31/2025 | 390000 | 355814 |
| U.S. Treasury Notes | 0.25 | 3/15/2024 | 1655000 | 1575935 |
| U.S. Treasury Notes | 0.38 | 1/31/2026 | 1440000 | 1299488 |
| U.S. Treasury Notes | 0.38 | 12/31/2025 | 1450000 | 1313609 |
| U.S. Treasury Notes | 0.38 | 4/30/2025 | 1143000 | 1053011 |
| U.S. Treasury Notes | 0.38 | 7/15/2024 | 600000<br> <sup>a</sup>  | 565523 |
| U.S. Treasury Notes | 0.38 | 9/30/2027 | 1680000 | 1448016 |
| U.S. Treasury Notes | 0.38 | 7/31/2027 | 1280000 | 1108000 |
| U.S. Treasury Notes | 0.50 | 10/31/2027 | 470000 | 406311 |
| U.S. Treasury Notes | 0.50 | 6/30/2027 | 410000<br> <sup>a</sup>  | 357757 |
| U.S. Treasury Notes | 0.50 | 2/28/2026 | 730000 | 659737 |
| U.S. Treasury Notes | 0.63 | 7/31/2026 | 1595000 | 1431824 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **U.S. Treasury Securities - 40.8% (continued)** | **U.S. Treasury Securities - 40.8% (continued)** | **U.S. Treasury Securities - 40.8% (continued)** |  |  |
| U.S. Treasury Notes | 0.63 | 11/30/2027 | 2500000 | 2170898 |
| U.S. Treasury Notes | 0.63 | 5/15/2030 | 200000 | 163633 |
| U.S. Treasury Notes | 0.63 | 8/15/2030 | 2126000 | 1731361 |
| U.S. Treasury Notes | 0.63 | 12/31/2027 | 1100000 | 953369 |
| U.S. Treasury Notes | 0.63 | 10/15/2024 | 2000000 | 1879219 |
| U.S. Treasury Notes | 0.75 | 3/31/2026 | 1430000 | 1301188 |
| U.S. Treasury Notes | 0.75 | 8/31/2026 | 2205000 | 1984155 |
| U.S. Treasury Notes | 0.75 | 1/31/2028 | 1405000<br> <sup>a</sup>  | 1222652 |
| U.S. Treasury Notes | 0.75 | 11/15/2024 | 2350000 | 2207164 |
| U.S. Treasury Notes | 0.88 | 11/15/2030 | 3725000 | 3079382 |
| U.S. Treasury Notes | 0.88 | 9/30/2026 | 2950000 | 2661453 |
| U.S. Treasury Notes | 0.88 | 6/30/2026 | 1505000 | 1366023 |
| U.S. Treasury Notes | 1.00 | 12/15/2024 | 1800000 | 1695551 |
| U.S. Treasury Notes | 1.00 | 7/31/2028 | 2745000 | 2390831 |
| U.S. Treasury Notes | 1.13 | 2/15/2031 | 1355000<br> <sup>a</sup>  | 1141111 |
| U.S. Treasury Notes | 1.13 | 10/31/2026 | 3000000 | 2727773 |
| U.S. Treasury Notes | 1.13 | 2/29/2028 | 1325000 | 1173350 |
| U.S. Treasury Notes | 1.13 | 8/31/2028 | 1750000 | 1531934 |
| U.S. Treasury Notes | 1.25 | 8/31/2024 | 1975000<br> <sup>a</sup>  | 1879760 |
| U.S. Treasury Notes | 1.25 | 11/30/2026 | 2105000 | 1919990 |
| U.S. Treasury Notes | 1.25 | 8/15/2031 | 2000000 | 1678672 |
| U.S. Treasury Notes | 1.25 | 5/31/2028 | 2325000 | 2061621 |
| U.S. Treasury Notes | 1.25 | 4/30/2028 | 2250000<br> <sup>a</sup>  | 1998809 |
| U.S. Treasury Notes | 1.25 | 3/31/2028 | 455000 | 404808 |
| U.S. Treasury Notes | 1.25 | 12/31/2026 | 2180000 | 1985333 |
| U.S. Treasury Notes | 1.38 | 11/15/2031 | 2090000 | 1762376 |
| U.S. Treasury Notes | 1.38 | 10/31/2028 | 2550000 | 2256949 |
| U.S. Treasury Notes | 1.50 | 2/15/2030 | 3155000 | 2769991 |
| U.S. Treasury Notes | 1.50 | 2/29/2024 | 1610000 | 1555744 |
| U.S. Treasury Notes | 1.50 | 11/30/2028 | 3295000 | 2933451 |
| U.S. Treasury Notes | 1.50 | 1/31/2027 | 425000 | 390394 |
| U.S. Treasury Notes | 1.50 | 10/31/2024 | 1300000 | 1238555 |
| U.S. Treasury Notes | 1.50 | 9/30/2024 | 1750000<br> <sup>a</sup>  | 1670361 |
| U.S. Treasury Notes | 1.50 | 11/30/2024 | 900000 | 856424 |
| U.S. Treasury Notes | 1.63 | 8/15/2029 | 2665000 | 2374140 |
| U.S. Treasury Notes | 1.63 | 5/15/2026 | 2030000 | 1894085 |
| U.S. Treasury Notes | 1.63 | 5/15/2031 | 1595000 | 1387962 |
| U.S. Treasury Notes | 1.63 | 11/30/2026 | 915000 | 847286 |
| U.S. Treasury Notes | 1.63 | 9/30/2026 | 239000 | 221883 |
| U.S. Treasury Notes | 1.75 | 3/15/2025 | 860000 | 818780 |
| U.S. Treasury Notes | 1.75 | 1/31/2029 | 255000 | 229799 |
| U.S. Treasury Notes | 1.75 | 11/15/2029 | 2250000 | 2017354 |
| U.S. Treasury Notes | 1.75 | 6/30/2024 | 1465000 | 1409319 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **U.S. Treasury Securities - 40.8% (continued)** | **U.S. Treasury Securities - 40.8% (continued)** | **U.S. Treasury Securities - 40.8% (continued)** |  |  |
| U.S. Treasury Notes | 1.75 | 7/31/2024 | 2340000 | 2247817 |
| U.S. Treasury Notes | 1.88 | 2/15/2032 | 3390000<br> <sup>a</sup>  | 2975122 |
| U.S. Treasury Notes | 1.88 | 2/28/2027 | 2640000 | 2458448 |
| U.S. Treasury Notes | 1.88 | 8/31/2024 | 750000 | 720835 |
| U.S. Treasury Notes | 1.88 | 6/30/2026 | 1996000 | 1876552 |
| U.S. Treasury Notes | 1.88 | 7/31/2026 | 1535000 | 1440921 |
| U.S. Treasury Notes | 2.00 | 11/15/2026 | 2015000<br> <sup>a</sup>  | 1891345 |
| U.S. Treasury Notes | 2.00 | 8/15/2025 | 1988000 | 1893143 |
| U.S. Treasury Notes | 2.00 | 2/15/2025 | 3000000 | 2873379 |
| U.S. Treasury Notes | 2.00 | 4/30/2024 | 1840000 | 1781637 |
| U.S. Treasury Notes | 2.00 | 5/31/2024 | 1650000 | 1594925 |
| U.S. Treasury Notes | 2.00 | 6/30/2024 | 1330000 | 1283788 |
| U.S. Treasury Notes | 2.13 | 5/15/2025 | 2435000 | 2332321 |
| U.S. Treasury Notes | 2.13 | 5/31/2026 | 1350000 | 1280364 |
| U.S. Treasury Notes | 2.13 | 7/31/2024 | 1345000 | 1299291 |
| U.S. Treasury Notes | 2.13 | 9/30/2024 | 765000 | 737747 |
| U.S. Treasury Notes | 2.13 | 2/29/2024 | 1530000<br> <sup>a</sup>  | 1487823 |
| U.S. Treasury Notes | 2.13 | 3/31/2024 | 2144000 | 2082695 |
| U.S. Treasury Notes | 2.13 | 11/30/2024 | 2020000 | 1943934 |
| U.S. Treasury Notes | 2.25 | 4/30/2024 | 2309000 | 2242526 |
| U.S. Treasury Notes | 2.25 | 3/31/2026 | 2410000<br> <sup>a</sup>  | 2298867 |
| U.S. Treasury Notes | 2.25 | 8/15/2027 | 2345000<br> <sup>a</sup>  | 2209704 |
| U.S. Treasury Notes | 2.25 | 11/15/2027 | 2530000 | 2377755 |
| U.S. Treasury Notes | 2.25 | 3/31/2024 | 2120000 | 2062114 |
| U.S. Treasury Notes | 2.25 | 2/15/2027 | 1725000<br> <sup>a</sup>  | 1632820 |
| U.S. Treasury Notes | 2.25 | 11/15/2025 | 2630000 | 2516222 |
| U.S. Treasury Notes | 2.25 | 11/15/2024 | 2325000 | 2243761 |
| U.S. Treasury Notes | 2.38 | 5/15/2027 | 1875000 | 1778723 |
| U.S. Treasury Notes | 2.38 | 4/30/2026 | 196200 | 187766 |
| U.S. Treasury Notes | 2.38 | 5/15/2029 | 2835000 | 2642973 |
| U.S. Treasury Notes | 2.38 | 8/15/2024 | 1520000 | 1473123 |
| U.S. Treasury Notes | 2.50 | 5/31/2024 | 1265000 | 1230954 |
| U.S. Treasury Notes | 2.50 | 3/31/2027 | 1500000 | 1431328 |
| U.S. Treasury Notes | 2.50 | 4/30/2024 | 1250000 | 1217773 |
| U.S. Treasury Notes | 2.50 | 5/15/2024 | 2705000<br> <sup>a</sup>  | 2633677 |
| U.S. Treasury Notes | 2.50 | 1/31/2025 | 1745000 | 1688969 |
| U.S. Treasury Notes | 2.63 | 4/15/2025 | 1095000 | 1061059 |
| U.S. Treasury Notes | 2.63 | 5/31/2027 | 1290000 | 1236208 |
| U.S. Treasury Notes | 2.63 | 7/31/2029 | 1280000 | 1209750 |
| U.S. Treasury Notes | 2.63 | 2/15/2029 | 2000000 | 1894297 |
| U.S. Treasury Notes | 2.63 | 3/31/2025 | 295000 | 286133 |
| U.S. Treasury Notes | 2.75 | 4/30/2027 | 965000 | 929661 |
| U.S. Treasury Notes | 2.75 | 5/15/2025 | 2225000 | 2161466 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **U.S. Treasury Securities - 40.8% (continued)** | **U.S. Treasury Securities - 40.8% (continued)** | **U.S. Treasury Securities - 40.8% (continued)** |  |  |
| U.S. Treasury Notes | 2.75 | 7/31/2027 | 905000 | 871257 |
| U.S. Treasury Notes | 2.75 | 8/15/2032 | 2570000 | 2418410 |
| U.S. Treasury Notes | 2.88 | 5/15/2032 | 3010000 | 2867025 |
| U.S. Treasury Notes | 2.88 | 6/15/2025 | 1670000 | 1626945 |
| U.S. Treasury Notes | 2.88 | 4/30/2029 | 2600000 | 2495898 |
| U.S. Treasury Notes | 2.88 | 5/31/2025 | 810000 | 788801 |
| U.S. Treasury Notes | 2.88 | 7/31/2025 | 1631000<br> <sup>a</sup>  | 1588441 |
| U.S. Treasury Notes | 2.88 | 5/15/2028 | 2111000<br> <sup>a</sup>  | 2035425 |
| U.S. Treasury Notes | 3.00 | 7/31/2024 | 1740000 | 1702787 |
| U.S. Treasury Notes | 3.00 | 7/15/2025 | 480000 | 468750 |
| U.S. Treasury Notes | 3.00 | 6/30/2024 | 1220000 | 1194361 |
| U.S. Treasury Notes | 3.13 | 8/31/2027 | 2100000 | 2054760 |
| U.S. Treasury Notes | 3.13 | 8/15/2025 | 1950000<br> <sup>a</sup>  | 1909781 |
| U.S. Treasury Notes | 3.13 | 11/15/2028 | 2200000<br> <sup>a</sup>  | 2144141 |
| U.S. Treasury Notes | 3.25 | 8/31/2024 | 1170000<br> <sup>a</sup>  | 1149091 |
| U.S. Treasury Notes | 3.25 | 6/30/2027 | 2050000 | 2015206 |
| U.S. Treasury Notes | 3.25 | 6/30/2029 | 1885000 | 1848478 |
| U.S. Treasury Notes | 3.50 | 1/31/2030 | 915000 | 911855 |
| U.S. Treasury Notes | 3.50 | 1/31/2028 | 1125000 | 1120078 |
| U.S. Treasury Notes | 3.50 | 9/15/2025 | 775000 | 766417 |
| U.S. Treasury Notes | 3.88 | 11/30/2027 | 1145000<br> <sup>a</sup>  | 1158239 |
| U.S. Treasury Notes | 3.88 | 9/30/2029 | 860000 | 874848 |
| U.S. Treasury Notes | 3.88 | 12/31/2029 | 2250000 | 2293242 |
| U.S. Treasury Notes | 3.88 | 1/15/2026 | 1045000 | 1045000 |
| U.S. Treasury Notes | 3.88 | 12/31/2027 | 1135000 | 1147946 |
| U.S. Treasury Notes | 4.00 | 12/15/2025 | 750000 | 752373 |
| U.S. Treasury Notes | 4.00 | 10/31/2029 | 685000 | 702179 |
| U.S. Treasury Notes | 4.13 | 1/31/2025 | 1095000 | 1093845 |
| U.S. Treasury Notes | 4.13 | 11/15/2032 | 3500000 | 3682656 |
| U.S. Treasury Notes | 4.13 | 9/30/2027 | 965000 | 984658 |
| U.S. Treasury Notes | 4.13 | 10/31/2027 | 1605000 | 1638385 |
| U.S. Treasury Notes | 4.25 | 10/15/2025 | 1325000 | 1335222 |
| U.S. Treasury Notes | 4.25 | 9/30/2024 | 1145000<br> <sup>a</sup>  | 1142540 |
| U.S. Treasury Notes | 4.25 | 12/31/2024 | 520000<br> <sup>a</sup>  | 520041 |
| U.S. Treasury Notes | 4.38 | 10/31/2024 | 1580000 | 1580771 |
| U.S. Treasury Notes | 4.50 | 11/30/2024 | 1115000 | 1118789 |
| U.S. Treasury Notes | 4.50 | 11/15/2025 | 1065000 | 1080975 |
|  |  |  |  | **269021949** |
| **Utilities - 2.0%**  | **Utilities - 2.0%**  | **Utilities - 2.0%**  |  |  |
| AEP Texas, Inc., Sr. Unscd. Notes, Ser. H | 3.45 | 1/15/2050 | 200000 | 154989 |
| Alabama Power Co., Sr. Unscd. Notes | 3.13 | 7/15/2051 | 150000 | 109766 |
| Alabama Power Co., Sr. Unscd. Notes, Ser. B | 3.70 | 12/1/2047 | 100000 | 82004 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Utilities - 2.0% (continued)** | **Utilities - 2.0% (continued)** | **Utilities - 2.0% (continued)** |  |  |
| Ameren Illinois Co., First Mortgage Bonds | 1.55 | 11/15/2030 | 200000 | 162702 |
| Ameren Illinois Co., First Mortgage Bonds | 4.50 | 3/15/2049 | 250000 | 243151 |
| American Water Capital Corp., Sr. Unscd. Notes | 3.75 | 9/1/2047 | 110000 | 91628 |
| American Water Capital Corp., Sr. Unscd. Notes | 3.85 | 3/1/2024 | 250000 | 246803 |
| Arizona Public Service Co., Sr. Unscd. Notes | 4.25 | 3/1/2049 | 250000 | 207779 |
| Atmos Energy Corp., Sr. Unscd. Notes | 1.50 | 1/15/2031 | 300000 | 242404 |
| Berkshire Hathaway Energy Co., Sr. Unscd. Notes | 3.80 | 7/15/2048 | 200000 | 166539 |
| Berkshire Hathaway Energy Co., Sr. Unscd. Notes | 5.15 | 11/15/2043 | 250000 | 252295 |
| Commonwealth Edison Co., First Mortgage Bonds | 4.00 | 3/1/2049 | 250000 | 218001 |
| Consolidated Edison Company of New York, Inc., Sr. Unscd. Debs., Ser. 06-B | 6.20 | 6/15/2036 | 200000 | 223783 |
| Constellation Energy Generation LLC, Sr. Unscd. Notes | 6.25 | 10/1/2039 | 200000 | 215924 |
| Consumers Energy Co., First Mortgage Bonds | 2.65 | 8/15/2052 | 100000 | 68347 |
| Dominion Energy, Inc., Sr. Unscd. Notes, Ser. A | 1.45 | 4/15/2026 | 200000 | 180645 |
| Dominion Energy, Inc., Sr. Unscd. Notes, Ser. C | 3.38 | 4/1/2030 | 200000 | 182465 |
| Dominion Energy, Inc., Sr. Unscd. Notes, Ser. E | 6.30 | 3/15/2033 | 100000 | 109620 |
| DTE Electric Co., First Mortgage Bonds | 2.95 | 3/1/2050 | 250000 | 182935 |
| DTE Electric Co., First Mortgage Bonds, Ser. C | 2.63 | 3/1/2031 | 250000 | 219477 |
| Duke Energy Carolinas LLC, First Mortgage Bonds | 2.45 | 2/1/2030 | 200000 | 175592 |
| Duke Energy Carolinas LLC, First Mortgage Bonds | 3.20 | 8/15/2049 | 200000 | 151651 |
| Duke Energy Corp., Sr. Unscd. Notes | 3.75 | 4/15/2024 | 250000 | 246749 |
| Duke Energy Corp., Sr. Unscd. Notes | 4.50 | 8/15/2032 | 200000 | 194954 |
| Duke Energy Florida LLC, First Mortgage Bonds | 6.40 | 6/15/2038 | 150000 | 175845 |
| Duke Energy Progress NC Storm Funding LLC, Sr. Scd. Notes, Ser. A2 | 2.39 | 7/1/2037 | 150000 | 124051 |
| Emera US Finance LP, Gtd. Notes | 4.75 | 6/15/2046 | 100000 | 84242 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Utilities - 2.0% (continued)** | **Utilities - 2.0% (continued)** | **Utilities - 2.0% (continued)** |  |  |
| Entergy Louisiana LLC, First Mortgage Bonds | 1.60 | 12/15/2030 | 200000 | 159654 |
| Evergy Kansas Central, Inc., First Mortgage Bonds | 3.45 | 4/15/2050 | 150000 | 116753 |
| Florida Power & Light Co., First Mortgage Bonds | 3.70 | 12/1/2047 | 50000 | 42709 |
| Florida Power & Light Co., First Mortgage Bonds | 3.99 | 3/1/2049 | 200000 | 179086 |
| Florida Power & Light Co., First Mortgage Bonds | 4.05 | 10/1/2044 | 200000 | 181078 |
| Georgia Power Co., Sr. Unscd. Notes | 3.25 | 3/30/2027 | 250000 | 236404 |
| Hydro-Quebec, Gov't. Gtd. Debs., Ser. HK | 9.38 | 4/15/2030 | 20000 | 26066 |
| Idaho Power Co., First Mortgage Bonds, Ser. K | 4.20 | 3/1/2048 | 217000 | 188503 |
| Indiana Michigan Power Co., Sr. Unscd. Notes | 6.05 | 3/15/2037 | 300000 | 325640 |
| Interstate Power & Light Co., Sr. Unscd. Debs. | 3.70 | 9/15/2046 | 150000 | 117601 |
| Interstate Power & Light Co., Sr. Unscd. Notes | 4.10 | 9/26/2028 | 150000 | 147301 |
| National Rural Utilities Cooperative Finance Corp., Scd. Notes | 4.15 | 12/15/2032 | 200000 | 191792 |
| NextEra Energy Capital Holdings, Inc., Gtd. Debs. | 5.65 | 5/1/2079 | 300000 | 286630 |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes | 4.26 | 9/1/2024 | 200000 | 198350 |
| NiSource, Inc., Sr. Unscd. Notes | 0.95 | 8/15/2025 | 500000 | 455930 |
| NiSource, Inc., Sr. Unscd. Notes | 1.70 | 2/15/2031 | 500000 | 398033 |
| Oncor Electric Delivery Co., Sr. Scd. Notes | 4.95 | 9/15/2052 | 200000 | 204022 |
| Oncor Electric Delivery Co., Sr. Scd. Notes | 5.75 | 3/15/2029 | 170000 | 180640 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 3.15 | 1/1/2026 | 310000 | 293639 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 4.50 | 7/1/2040 | 215000 | 177227 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 4.95 | 7/1/2050 | 245000 | 204870 |
| PacifiCorp, First Mortgage Bonds | 4.15 | 2/15/2050 | 300000 | 265057 |
| PECO Energy Co., First Mortgage Bonds | 2.85 | 9/15/2051 | 200000 | 141981 |
| PG&E Wildfire Recovery Funding LLC, Sr. Scd. Bonds, Ser. A2 | 4.72 | 6/1/2037 | 100000 | 99952 |
| PG&E Wildfire Recovery Funding LLC, Sr. Scd. Bonds, Ser. A4 | 5.21 | 12/1/2047 | 100000 | 103034 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** | **Bonds and Notes - 99.7% (continued)** |  |  |
| **Utilities - 2.0% (continued)** | **Utilities - 2.0% (continued)** | **Utilities - 2.0% (continued)** |  |  |
| PPL Electric Utilities Corp., First Mortgage Bonds | 3.00 | 10/1/2049 | 100000 | 75260 |
| PPL Electric Utilities Corp., First Mortgage Bonds | 4.75 | 7/15/2043 | 200000 | 193558 |
| Progress Energy, Inc., Sr. Unscd. Notes | 7.75 | 3/1/2031 | 280000 | 327827 |
| Public Service Enterprise Group, Inc., Sr. Unscd. Notes | 0.80 | 8/15/2025 | 150000 | 135860 |
| Public Service Enterprise Group, Inc., Sr. Unscd. Notes | 1.60 | 8/15/2030 | 200000 | 160460 |
| Puget Sound Energy, Inc., Sr. Scd. Notes | 3.25 | 9/15/2049 | 150000 | 110866 |
| San Diego Gas & Electric Co., First Mortgage Bonds, Ser. UUU | 3.32 | 4/15/2050 | 100000 | 76630 |
| San Diego Gas & Electric Co., Sr. Scd. Bonds, Ser. VVV | 1.70 | 10/1/2030 | 100000 | 82138 |
| Sempra Energy, Sr. Unscd. Notes | 4.00 | 2/1/2048 | 50000 | 42077 |
| Southern California Edison Co., First Mortgage Bonds | 5.95 | 11/1/2032 | 200000 | 217950 |
| Southern California Edison Co., First Mortgage Bonds | 3.65 | 2/1/2050 | 300000 | 236244 |
| Southern California Edison Co., Sr. Unscd. Notes | 6.65 | 4/1/2029 | 200000 | 212674 |
| Southern Co. Gas Capital Corp., Gtd. Notes, Ser. 21A | 3.15 | 9/30/2051 | 200000 | 140598 |
| Southernwestern Public Service Co., First Mortgage Bonds | 3.40 | 8/15/2046 | 350000 | 268475 |
| Southwestern Electric Power Co., Sr. Unscd. Notes, Ser. M | 4.10 | 9/15/2028 | 150000 | 145476 |
| Tampa Electric Co., Sr. Unscd. Notes | 3.88 | 7/12/2024 | 100000 | 98208 |
| Tampa Electric Co., Sr. Unscd. Notes | 4.35 | 5/15/2044 | 250000 | 221524 |
| Tucson Electric Power Co., Sr. Unscd. Notes | 4.00 | 6/15/2050 | 250000 | 204397 |
| Washington Gas Light Co., Sr. Unscd. Notes, Ser. K | 3.80 | 9/15/2046 | 150000 | 121327 |
| WEC Energy Group, Inc., Sr. Unscd. Notes | 5.15 | 10/1/2027 | 200000 | 204562 |
| Wisconsin Electric Power Co., Sr. Unscd. Debs. | 4.75 | 9/30/2032 | 200000 | 204256 |
| Xcel Energy, Inc., Sr. Unscd. Notes | 6.50 | 7/1/2036 | 200000 | 226905 |
|  |  |  |  | **13343565** |
| **Total Bonds and Notes**<br> (cost $702,623,328) | **Total Bonds and Notes**<br> (cost $702,623,328) | **Total Bonds and Notes**<br> (cost $702,623,328) | **657287795** | **657287795** |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | |
|:---|:---|:---|:---|
| Description | 1-Day<br>Yield (%) | Shares | Value ($) |
| **Investment Companies - 6.1%** | **Investment Companies - 6.1%** |  |  |
| **Registered Investment Companies - 6.1%**  | **Registered Investment Companies - 6.1%**  |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<br>(cost $40,445,932) | 4.41 | 40445932<br> <sup>g</sup>  | **40445932** |
| **Investment of Cash Collateral for Securities Loaned - 1.2%** | **Investment of Cash Collateral for Securities Loaned - 1.2%** |  |  |
| **Registered Investment Companies - 1.2%**  | **Registered Investment Companies - 1.2%**  |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, SL Shares<br>(cost $7,736,472) | 4.41 | 7736472<br> <sup>g</sup>  | **7736472** |
| **Total Investments** (cost $750,805,732) | **Total Investments** (cost $750,805,732) | **107.0%** | **705470199** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(7.0%)** | **(45878657)** |
| **Net Assets** | **Net Assets** | **100.0%** | **659591542** |

---

*<sup>a</sup> Security, or portion thereof, on loan. At January 31, 2023, the value of the fund's securities on loan was $46,271,523 and the value of the collateral was $47,963,052, consisting of cash collateral of $7,736,472 and U.S. Government & Agency securities valued at $40,226,580. In addition, the value of collateral may include pending sales that are also on loan.*

*<sup>b</sup> Security is a perpetual bond with no specified maturity date. Maturity date shown is next reset date of the bond.*

*<sup>c</sup> Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At January 31, 2023, these securities were valued at $1,057,766 or .16% of net assets.*

*<sup>d</sup> The Federal Housing Finance Agency ("FHFA") placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies.*

*<sup>e</sup> Variable rate security—interest rate resets periodically and rate shown is the interest rate in effect at period end. Security description also includes the reference rate and spread if published and available.*

*<sup>f</sup> Purchased on a forward commitment basis.*

*<sup>g</sup> Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company's prospectus.*

------

TBA Sale Commitments<br>BNY Mellon Bond Market Index Fund

January 31, 2023 (Unaudited)

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments** | | |
| Description  | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - .1%** |  |  |
| **U.S. Government Agencies Mortgage-Backed - .1%** |  |  |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.50% | (150000)<br> <sup>a</sup>  | (119988) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% | (125000)<br> <sup>a</sup>  | (116762) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% | (225000)<br> <sup>a</sup>  | (204543) |
| **Total Sale Commitments** (proceeds $440,205) |  | **(441293)** |

---

*<sup>a</sup> The Federal Housing Finance Agency ("FHFA") placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies.*

------

STATEMENT OF INVESTMENTS<br>BNY Mellon Bond Market Index Fund

January 31, 2023 (Unaudited)

The following is a summary of the inputs used as of January 31, 2023 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
| | Level 1-Unadjusted Quoted Prices | Level 2- Other Significant Observable Inputs | Level 3-Significant Unobservable Inputs | **Total** |
| **Assets ($)** | **Assets ($)** | **Assets ($)** | **Assets ($)** |  |
| Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> |  |
| Asset-Backed Securities | - | 2753201 | - | **2753201** |
| Commercial Mortgage-Backed | - | 6663267 | - | **6663267** |
| Corporate Bonds | - | 171579913 | - | **171579913** |
| Foreign Governmental | - | 8031337 | - | **8031337** |
| Investment Companies | 48182404 | - | - | **48182404** |
| Municipal Securities | - | 4415449 | - | **4415449** |
| U.S. Government Agencies Collateralized Municipal-Backed Securities | - | 5372874 | - | **5372874** |
| U.S. Government Agencies Mortgage-Backed | - | 181959005 | - | **181959005** |
| U.S. Government Agencies Obligations | - | 7490800 | - | **7490800** |
| U.S. Treasury Securities | - | 269021949 | - | **269021949** |
| **Liabilities ($)** | **Liabilities ($)** | **Liabilities ($)** | **Liabilities ($)** |  |
| Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> |  |
| U.S. Government Agencies Mortgage-Backed | - | (441292) | - | **(441292)** |

---

*<sup>†</sup> See Statement of Investments for additional detailed categorizations, if any.*

------

The Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") is the exclusive reference of authoritative U.S. generally accepted accounting principles ("GAAP") recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the SEC under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund's financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).

Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.

Various inputs are used in determining the value of the fund's investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:

**Level 1**—unadjusted quoted prices in active markets for identical investments.

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

**Level 3**—significant unobservable inputs (including the fund's own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund's investments are as follows:

The Company's Board of Directors (the "Board") has designated the Adviser as the fund's valuation designee, effective September 8, 2022, to make all fair value determinations with respect to the fund's portfolio investments, subject to the Board's oversight and pursuant to Rule 2a-5 under the Act.

------

Registered investment companies that are not traded on an exchange are valued at their net asset value and are generally categorized within Level 1 of the fair value hierarchy.

Investments in debt securities, excluding short-term investments (other than U.S. Treasury Bills), are valued each business day by one or more independent pricing services (each, a "Service") approved by the Board. Investments for which quoted bid prices are readily available and are representative of the bid side of the market in the judgment of a Service are valued at the mean between the quoted bid prices (as obtained by a Service from dealers in such securities) and asked prices (as calculated by a Service based upon its evaluation of the market for such securities). Securities are valued as determined by a Service, based on methods which include consideration of the following: yields or prices of securities of comparable quality, coupon, maturity and type; indications as to values from dealers; and general market conditions. The Services are engaged under the general supervision of the Board. These securities are generally categorized within Level 2 of the fair value hierarchy.U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by the Service. These securities are generally categorized within Level 2 of the fair value hierarchy.

When market quotations or official closing prices are not readily available, or are determined not to accurately reflect fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

For securities where observable inputs are limited, assumptions about market activity and risk are used and such securities are generally categorized within Level 3 of the fair value hierarchy.

Pursuant to a securities lending agreement with The Bank of New York Mellon, a subsidiary of BNY Mellon and an affiliate of BNY Mellon Investment Adviser, Inc., the fund may lend securities to qualified institutions. It is the fund's policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by BNY Mellon Investment Adviser Inc., or U.S. Government and Agency securities. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, The Bank of New York Mellon is required to replace the securities for the benefit

------

of the fund or credit the fund with the market value of the unreturned securities and is subrogated to the fund's rights against the borrower and the collateral. Additionally, the contractual maturity of security lending transactions are on an overnight and continuous basis.

**Short Sales:** The fund is engaged in short-selling which obligates the fund to replace the security borrowed by purchasing the security at current market value. The fund incurs a loss if the price of the security increases between the date of the short sale and the date on which the fund replaces the borrowed security. The fund realizes a gain if the price of the security declines between those dates. Until the fund replaces the borrowed security, the fund will maintain daily a segregated account with a broker or custodian of permissible liquid assets sufficient to cover its short positions.

The fund is liable for any dividends payable on securities while those securities are in a short position. Dividends declared on short positions are recorded on the ex-dividend date and recorded as an expense in the Statement of Operations. The fund is charged a securities loan fee in connection with short sale transactions which is recorded as interest on securities sold short in the Statement of Operations.

**To-Be-Announced ("TBA") Securities:** The fund transacted in TBA securities that involved buying or selling mortgage-backed securities on a forward commitment basis. A TBA transaction typically does not designate the actual security to be delivered and only includes an approximate principal amount; however, delivered securities must meet specified terms defined by industry guidelines, including issuer, rate and current principal amount outstanding on underling mortgage pools. TBA securities subject to a forward commitment to sell at period end are included at the end of the fund's Statement of Investments under the caption "TBA Sale Commitments." The proceeds and value of these commitments are reflected in the fund's Statement of Assets and Liabilities as Receivable for TBA sale commitments and TBA sale commitments, at value, respectively.

At January 31, 2023, accumulated net unrealized depreciation on investments was $45,335,533, consisting of $3,527,041 gross unrealized appreciation and $48,862,574 gross unrealized depreciation.

At January 31, 2023, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement of Investments).

Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY Mellon Investment Funds IV, Inc.

- **b. Investment Company Act file number:** 811-05202

- **c. CIK number of Registrant:** 0000819940

- **d. LEI of Registrant:** 549300D4NK7TLHD8CY27

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

  - **Street Address 1:** 240 Greenwich Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212 495 1784

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

- **a. Name of Series:** BNY Mellon Bond Market Index Fund

- **b. EDGAR series identifier (if any):** S000000307

- **c. LEI of Series:** 549300TLMPSFP953EM10

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $700524144.71

**Total Liabilities:** $40932603.10

**Net Assets:** $659591541.61

**Delayed Delivery Securities:** $37162490.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -549.03467272 | **1-Year:** -20312.53289554 | **5-Year:** -59790.50090214 | **10-Year:** -98218.9139802 | **30-Year:** -52042.15106797

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

- **3-Month:** -121.68414524 | **1-Year:** -2228.40900857 | **5-Year:** -6455.00176412 | **10-Year:** -11519.85577268 | **30-Year:** -3211.50539324

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000765 | 3.68%                | -0.77%               | 3.28%                |
| Class ID C000000766 | 3.70%                | -0.64%               | 3.18%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1107703.16             | $22776473.98                               |
| Month 2  | $-633040.06              | $-5452220.02                               |
| Month 3  | $-552841.31              | $19552011.99                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** LHMN0001

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TUC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34439 | OU      | $34719.17     | 0.01%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY              | ONCOR ELECTRIC DELIVERY CO LLC                                                  | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    170000 | PA      | $180639.57    | 0.03%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR             | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125824.50    | 0.02%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168395 | OU      | $161680.80    | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179T4P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21955 | OU      | $21598.13     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                | WELLS FARGO & CO                                                                | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131174.52    | 0.02%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140GV3Q6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    195074 | OU      | $186553.91    | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    107198 | OU      | $105430.46    | 0.02%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    171174 | OU      | $164257.02    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335B2M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     88970 | OU      | $82617.04     | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    193381 | OU      | $180717.86    | 0.03%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR             | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $333657.14    | 0.05%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC             | MARSH & MCLENNAN COS INC                                                        | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69296.70     | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                   | ENERGY TRANSFER LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96646.37     | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                        | WELLTOWER INC                                                                   | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188798.45    | 0.03%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1295000 | PA      | $1145442.68   | 0.17%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19025 | OU      | $18710.49     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE              | BANK OF NOVA SCOTIA/THE                                                         | CUSIP: 064159MK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $197111.85    | 0.03%             | 2024-02-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                     | ALTRIA GROUP INC                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297029.74    | 0.05%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                             | AT&T INC                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105345.79    | 0.02%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC             | MARSH & MCLENNAN COS INC                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64797.38     | 0.01%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA             | EXPORT DEVELOPMENT CANADA                                                       | CUSIP: 30216BHH8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | USGSE             | CA        |    300000 | PA      | $294065.44    | 0.04%             | 2024-02-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| ESSEX PORTFOLIO LP                   | ESSEX PORTFOLIO LP                                                              | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188654.60    | 0.03%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                        | BOEING CO/THE                                                                   | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156585.45    | 0.02%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9565 | OU      | $9621.34      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1894296.88   | 0.29%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO               | COMMONWEALTH EDISON CO                                                          | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218000.71    | 0.03%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140J7XW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    113014 | OU      | $111283.96    | 0.02%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                   | AMEREN ILLINOIS CO                                                              | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243151.43    | 0.04%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO             | FLORIDA POWER & LIGHT CO                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179085.86    | 0.03%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     43066 | OU      | $42227.39     | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                           | PACIFICORP                                                                      | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265056.90    | 0.04%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                           | PFIZER INC                                                                      | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96552.58     | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     41616 | OU      | $39707.55     | 0.01%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GXE9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493043.11    | 0.07%             | 2024-02-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                             | AT&T INC                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    360000 | PA      | $354097.85    | 0.05%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                       | MERCK & CO INC                                                                  | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50856.70     | 0.01%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                        | BOEING CO/THE                                                                   | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72281.65     | 0.01%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE               | ARIZONA PUBLIC SERVICE CO                                                       | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    250000 | PA      | $207779.35    | 0.03%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2410000 | PA      | $2298867.00   | 0.35%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| VENTAS REALTY LP                     | VENTAS REALTY LP                                                                | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178019.09    | 0.03%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND CO            | ARCHER-DANIELS-MIDLAND CO                                                       | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330142.54    | 0.05%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140JACW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     61575 | OU      | $60474.58     | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $292432.00    | 0.04%             | 2043-09-13      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC/THE | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189705.57    | 0.03%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 9128286S4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    196200 | PA      | $187765.70    | 0.03%             | 2026-04-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140JABQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23714 | OU      | $22641.05     | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                         | ING GROEP NV                                                                    | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $295006.46    | 0.04%             | 2024-04-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 9128286R6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2309000 | PA      | $2242526.06   | 0.34%             | 2024-04-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                             | INTERNATIONAL BUSINESS MACHINES CORP                                            | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    220000 | PA      | $206980.81    | 0.03%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJ5G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     43476 | OU      | $41551.89     | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV              | AMERICA MOVIL SAB DE CV                                                         | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $181060.00    | 0.03%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245799.84    | 0.04%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QAJB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     41402 | OU      | $41498.14     | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132Y33P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     26956 | OU      | $27187.21     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140H5TL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     75821 | OU      | $72375.60     | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL               | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286629.77    | 0.04%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                       | LOWE'S COS INC                                                                  | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75772.27     | 0.01%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV              | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $287698.17    | 0.04%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418C7E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32360 | OU      | $31761.11     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                             | INTERNATIONAL BUSINESS MACHINES CORP                                            | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241369.27    | 0.04%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV              | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                     | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $307971.16    | 0.05%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AON CORP                             | AON CORP                                                                        | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237624.12    | 0.04%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK             | EUROPEAN INVESTMENT BANK                                                        | CUSIP: 298785HX7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | XX        |    160000 | PA      | $155183.83    | 0.02%             | 2024-06-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                             | INTERNATIONAL BUSINESS MACHINES CORP                                            | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141806.92    | 0.02%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 9128286X3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1280364.26   | 0.19%             | 2026-05-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                       | STARBUCKS CORP                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228912.10    | 0.03%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                 | WASTE MANAGEMENT INC                                                            | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228994.22    | 0.03%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                    | HSBC HOLDINGS PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $276953.82    | 0.04%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| IBM CORP                             | INTERNATIONAL BUSINESS MACHINES CORP                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94992.17     | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                  | AMERICAN TOWER CORP                                                             | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84176.16     | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FISERV INC                           | FISERV INC                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    190000 | PA      | $177093.47    | 0.03%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140JJGJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6521 | OU      | $6557.02      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DBG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24681 | OU      | $24224.65     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1461000 | PA      | $1261824.62   | 0.19%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 9128286Z8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1465000 | PA      | $1409318.56   | 0.21%             | 2024-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13466 | OU      | $13190.22     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418C7K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     46045 | OU      | $43952.12     | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                 | PARKER-HANNIFIN CORP                                                            | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34376.81     | 0.01%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     54383 | OU      | $54594.96     | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2835000 | PA      | $2642973.03   | 0.40%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                              | HCA INC                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104631.36    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FISERV INC                           | FISERV INC                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86007.63     | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DDN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4674 | OU      | $4771.58      | 0.00%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1996000 | PA      | $1876551.88   | 0.28%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                              | HCA INC                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47200.94     | 0.01%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                              | HCA INC                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91568.92     | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140JACX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     46608 | OU      | $44509.22     | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                   | VODAFONE GROUP PLC                                                              | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $102725.72    | 0.02%             | 2059-06-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DCF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3319 | OU      | $3390.39      | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                           | CIGNA CORP                                                                      | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128603.43    | 0.02%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK              | INTER-AMERICAN DEVELOPMENT BANK                                                 | CUSIP: 4581X0DJ4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | XX        |     80000 | PA      | $75061.21     | 0.01%             | 2026-07-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                           | 3M CO                                                                           | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    390000 | PA      | $341635.84    | 0.05%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| CIGNA CORP                           | CIGNA CORP                                                                      | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    230000 | PA      | $228236.45    | 0.03%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9617 | OU      | $9835.96      | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                     | EXXON MOBIL CORP                                                                | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $177734.62    | 0.03%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5D85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     41517 | OU      | $40965.37     | 0.01%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132ADPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     45202 | OU      | $44366.05     | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL               | TOTALENERGIES CAPITAL INTERNATIONAL SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $40499.45     | 0.01%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132ADPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     27851 | OU      | $25660.78     | 0.00%             | 2048-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DBA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39785 | OU      | $38923.27     | 0.01%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC               | PUGET SOUND ENERGY INC                                                          | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $110866.34    | 0.02%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     49283 | OU      | $47073.57     | 0.01%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                      | MCDONALD'S CORP                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41061.39     | 0.01%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140HPW45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20676 | OU      | $20290.01     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X4EA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     46526 | OU      | $44402.31     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42495 | OU      | $40423.78     | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5J63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     40385 | OU      | $39637.56     | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    220000 | PA      | $192434.48    | 0.03%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL               | TOTALENERGIES CAPITAL INTERNATIONAL SA                                          | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    170000 | PA      | $154844.62    | 0.02%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                      | CVS HEALTH CORP                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91836.29     | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1525000 | PA      | $1156170.41   | 0.18%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828YE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1975000 | PA      | $1879760.25   | 0.28%             | 2024-08-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219017.94    | 0.03%             | 2025-10-15      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3131XPUE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    154952 | OU      | $152876.69    | 0.02%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132AEEY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22154 | OU      | $21128.69     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                   | WALT DISNEY CO/THE                                                              | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    225000 | PA      | $194636.73    | 0.03%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3131XVKA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    402157 | OU      | $372624.35    | 0.06%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5JC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     36791 | OU      | $35190.92     | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116715.63    | 0.02%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| APPLE INC                            | APPLE INC                                                                       | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106609.28    | 0.02%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17063 | OU      | $17145.69     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC             | PRUDENTIAL FINANCIAL INC                                                        | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62072.46     | 0.01%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DC67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16100 | OU      | $15340.25     | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418C4W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     48352 | OU      | $47456.82     | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES               | PPL ELECTRIC UTILITIES CORP                                                     | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75259.66     | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                  | PAYPAL HOLDINGS INC                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85588.49     | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                            | APPLE INC                                                                       | CUSIP: 037833DM9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129411.16    | 0.02%             | 2024-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS               | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    627000 | PA      | $601631.27    | 0.09%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| APPLE INC                            | APPLE INC                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56916.46     | 0.01%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UMK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61598 | OU      | $59208.28     | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828YH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1670361.33   | 0.25%             | 2024-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UQ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55303 | OU      | $52867.72     | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 31329NVV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     79993 | OU      | $76505.37     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5DX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     43260 | OU      | $41535.32     | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WHYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    119653 | OU      | $111041.84    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13614 | OU      | $13535.43     | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191275.08    | 0.03%             | 2025-10-22      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP              | SIMON PROPERTY GROUP LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     65000 | PA      | $47498.73     | 0.01%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                    | HSBC HOLDINGS PLC                                                               | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $381708.89    | 0.06%             | 2025-11-07      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    640000 | PA      | $498075.00    | 0.08%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                           | INTEL CORP                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $108649.84    | 0.02%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC/THE | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 693475AY1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240668.18    | 0.04%             | 2024-11-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                   | ALLY FINANCIAL INC                                                              | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196049.48    | 0.03%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    176980 | OU      | $169378.34    | 0.03%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5AX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    363335 | OU      | $342082.60    | 0.05%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828YV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $856423.83    | 0.13%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPITAL                    | MOUNT SINAI HOSPITALS GROUP INC                                                 | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235426.70    | 0.04%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA              | JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST                                      | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259764 | PA      | $218651.52    | 0.03%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    239000 | PA      | $221882.56    | 0.03%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5CJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     83018 | OU      | $81892.53     | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP              | JAPAN BANK FOR INTERNATIONAL COOPERATION                                        | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | USGSE             | JP        |    300000 | PA      | $262586.71    | 0.04%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CORNING INC                          | CORNING INC                                                                     | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $238517.52    | 0.04%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UMN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5703 | OU      | $5808.49      | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1238554.69   | 0.19%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3131YAZR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     87088 | OU      | $85117.59     | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3645 | OU      | $3623.10      | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110881 | OU      | $106173.04    | 0.02%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN              | SHELL INTERNATIONAL FINANCE BV                                                  | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $179316.11    | 0.03%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                | DUKE ENERGY CAROLINAS LLC                                                       | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151650.85    | 0.02%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK             | EUROPEAN INVESTMENT BANK                                                        | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | XX        |    300000 | PA      | $264649.51    | 0.04%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5AM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    329047 | OU      | $309800.19    | 0.05%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    136422 | OU      | $126495.71    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132ACYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     89254 | OU      | $87482.05     | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                   | ESSEX PORTFOLIO LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123835.55    | 0.02%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                    | STATE STREET CORP                                                               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $197737.11    | 0.03%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3135G0W66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | UST               | US        |    500000 | PA      | $478325.17    | 0.07%             | 2024-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     73042 | OU      | $67300.55     | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5GW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     79391 | OU      | $75999.01     | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    222603 | OU      | $207935.10    | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 9128283J7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2020000 | PA      | $1943934.38   | 0.29%             | 2024-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    915000 | PA      | $847286.42    | 0.13%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP              | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                             | CUSIP: 459058HT3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |    300000 | PA      | $285110.54    | 0.04%             | 2025-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                    | TRAVELERS COS INC/THE                                                           | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131536.81    | 0.02%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5AU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    113149 | OU      | $106530.30    | 0.02%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    121111 | OU      | $112482.02    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                | TAKEDA PHARMACEUTICAL CO LTD                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203369.73    | 0.03%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140JAPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    141714 | OU      | $131464.26    | 0.02%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK             | EUROPEAN INVESTMENT BANK                                                        | CUSIP: 298785JB3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | XX        |    200000 | PA      | $189668.07    | 0.03%             | 2025-03-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X5FA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     68652 | OU      | $67382.34     | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK               | ASIAN DEVELOPMENT BANK                                                          | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | XX        |    100000 | PA      | $88642.68     | 0.01%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TJW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    110328 | OU      | $102731.59    | 0.02%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X5EJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     70766 | OU      | $69603.00     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK              | INTER-AMERICAN DEVELOPMENT BANK                                                 | CUSIP: 4581X0DK1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | XX        |    150000 | PA      | $142542.18    | 0.02%             | 2025-03-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5F59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    110040 | OU      | $101823.73    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UUK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4957 | OU      | $4862.35      | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                   | ENERGY TRANSFER LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183503.78    | 0.03%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK                                 | BANK 2019-BNK21                                                                 | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | OU      | $358480.40    | 0.05%             | 2052-10-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | MORGAN STANLEY                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    175000 | PA      | $151965.84    | 0.02%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X5DR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     53988 | OU      | $51769.84     | 0.01%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                | DUKE ENERGY CAROLINAS LLC                                                       | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175591.98    | 0.03%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140FPFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     92010 | OU      | $88096.44     | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3131XVMS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    121944 | OU      | $112983.20    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DES7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    100317 | OU      | $92276.74     | 0.01%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                        | AEP TEXAS INC                                                                   | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $154989.13    | 0.02%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DGL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38865 | OU      | $35750.15     | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                | COSTCO WHOLESALE CORP                                                           | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169660.45    | 0.03%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $2017353.51   | 0.31%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    365000 | PA      | $400936.82    | 0.06%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS INC   | BROADRIDGE FINANCIAL SOLUTIONS INC                                              | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131758.15    | 0.02%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UV90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15575 | OU      | $15177.60     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                      | DTE ELECTRIC CO                                                                 | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $182934.70    | 0.03%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5A21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    139942 | OU      | $131756.31    | 0.02%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    470000 | PA      | $400191.85    | 0.06%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31665 | OU      | $30953.55     | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                       | MASTERCARD INC                                                                  | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227421.70    | 0.03%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    222692 | OU      | $208200.49    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                           | INTEL CORP                                                                      | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288441.88    | 0.04%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                | NOVARTIS CAPITAL CORP                                                           | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44940.42     | 0.01%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                | WELLS FARGO & CO                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    545000 | PA      | $470124.26    | 0.07%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                | NOVARTIS CAPITAL CORP                                                           | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    390000 | PA      | $343925.93    | 0.05%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                            | AMGEN INC                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60936.49     | 0.01%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE                   | HOME DEPOT INC/THE                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200754.61    | 0.03%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CPM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29202 | OU      | $27939.90     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                      | STATE OF ISRAEL                                                                 | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | USGSE             | IL        |    300000 | PA      | $233840.40    | 0.04%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                   | ALLY FINANCIAL INC                                                              | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252925.57    | 0.04%             | 2025-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                          | PROLOGIS LP                                                                     | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    370000 | PA      | $319462.92    | 0.05%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UQ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20584 | OU      | $20638.78     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                          | PROLOGIS LP                                                                     | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25497.71     | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR             | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94388.59     | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| TUCSON ELECTRIC POWER CO             | TUCSON ELECTRIC POWER CO                                                        | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204396.96    | 0.03%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                      | SAN DIEGO GAS & ELECTRIC CO                                                     | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76629.52     | 0.01%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1145000 | PA      | $818272.46    | 0.12%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                       | IDAHO POWER CO                                                                  | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    217000 | PA      | $188503.37    | 0.03%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    390000 | PA      | $333645.26    | 0.05%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                      | DTE ELECTRIC CO                                                                 | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219476.85    | 0.03%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                      | CATERPILLAR INC                                                                 | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123074.92    | 0.02%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP              | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                             | CUSIP: 459058JB0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |    390000 | PA      | $360620.22    | 0.05%             | 2025-04-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                | INDONESIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | USGSE             | ID        |    300000 | PA      | $287250.00    | 0.04%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140JWNT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    103679 | OU      | $95369.11     | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN              | SHELL INTERNATIONAL FINANCE BV                                                  | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $228140.89    | 0.03%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                | MEXICO GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | USGSE             | MX        |    250000 | PA      | $216207.50    | 0.03%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                          | ORACLE CORP                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $308175.35    | 0.05%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                | EVERGY KANSAS CENTRAL INC                                                       | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116753.27    | 0.02%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO INC/MD                | MCCORMICK & CO INC/MD                                                           | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257908.40    | 0.04%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA               | BP CAPITAL MARKETS AMERICA INC                                                  | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285982.17    | 0.04%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234863.13    | 0.04%             | 2026-04-22      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC           | MONDELEZ INTERNATIONAL INC                                                      | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    138000 | PA      | $122994.84    | 0.02%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK               | ASIAN DEVELOPMENT BANK                                                          | CUSIP: 045167EU3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | XX        |    220000 | PA      | $203353.23    | 0.03%             | 2025-04-29      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                | WELLS FARGO & CO                                                                | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $376423.55    | 0.06%             | 2026-04-30      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213994.72    | 0.03%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                  | DOMINION ENERGY INC                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182465.45    | 0.03%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                | WELLS FARGO & CO                                                                | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    145000 | PA      | $136862.65    | 0.02%             | 2026-02-11      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X4VV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    109025 | OU      | $101764.82    | 0.02%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN              | SHELL INTERNATIONAL FINANCE BV                                                  | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $195927.76    | 0.03%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| GENERAL MILLS INC                    | GENERAL MILLS INC                                                               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134152.60    | 0.02%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER COS INC/THE             | ESTEE LAUDER COS INC/THE                                                        | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268743.83    | 0.04%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293154.61    | 0.04%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                           | INTEL CORP                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277663.44    | 0.04%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK               | CREDIT SUISSE AG/NEW YORK NY                                                    | CUSIP: 22550L2C4<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $230958.52    | 0.04%             | 2025-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER INC           | STANLEY BLACK & DECKER INC                                                      | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254045.59    | 0.04%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                      | ISRAEL GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | USGSE             | IL        |    250000 | PA      | $213000.00    | 0.03%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                          | PEPSICO INC                                                                     | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182035.46    | 0.03%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                     | DEUTSCHE BANK AG/NEW YORK NY                                                    | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $387600.38    | 0.06%             | 2025-11-26      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                   | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $431653.87    | 0.07%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| IBM CORP                             | INTERNATIONAL BUSINESS MACHINES CORP                                            | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89646.35     | 0.01%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                            | AMGEN INC                                                                       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44994.39     | 0.01%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3155000 | PA      | $2769991.41   | 0.42%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO              | BRISTOL-MYERS SQUIBB CO                                                         | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88872.00     | 0.01%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DV3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     49149 | OU      | $46814.25     | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP              | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                             | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |    200000 | PA      | $164138.17    | 0.02%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                            | APPLE INC                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    120000 | PA      | $85437.54     | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DV5Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    129855 | OU      | $115020.90    | 0.02%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIKE INC                             | NIKE INC                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251547.37    | 0.04%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                       | MERCK & CO INC                                                                  | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37181.05     | 0.01%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137FRUS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    290349 | OU      | $261649.95    | 0.04%             | 2029-10-01      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO              | BRISTOL-MYERS SQUIBB CO                                                         | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84830.35     | 0.01%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                        | BOEING CO/THE                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252162.18    | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DV5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    111589 | OU      | $102710.60    | 0.02%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                   | UNION PACIFIC CORP                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    243000 | PA      | $201691.34    | 0.03%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                   | WALT DISNEY CO/THE                                                              | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    350000 | PA      | $289997.42    | 0.04%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DMG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27656 | OU      | $26118.01     | 0.00%             | 2040-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                            | APPLE INC                                                                       | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116467.22    | 0.02%             | 2025-05-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                       | AMAZON.COM INC                                                                  | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166475.17    | 0.03%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO               | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188807.25    | 0.03%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                       | STARBUCKS CORP                                                                  | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    400000 | PA      | $348982.95    | 0.05%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    145000 | PA      | $133014.84    | 0.02%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WHU75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    143092 | OU      | $132948.99    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE             | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169484.67    | 0.03%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140K9EV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     67362 | OU      | $63848.85     | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                           | ZOETIS INC                                                                      | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $218501.54    | 0.03%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AON CORP                             | AON CORP                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88622.71     | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35363 | OU      | $32533.69     | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5443 | OU      | $5446.18      | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    410000 | PA      | $357757.03    | 0.05%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| KIMBERLY-CLARK CORP                  | KIMBERLY-CLARK CORP                                                             | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277913.61    | 0.04%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                    | CANADA GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 135087K78<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | USGSE             | CA        |    200000 | PA      | $190242.40    | 0.03%             | 2025-01-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HP INC                               | HP INC                                                                          | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177640.80    | 0.03%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KYTK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    319335 | OU      | $290380.75    | 0.04%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5HY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    138873 | OU      | $132875.53    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                       | MERCK & CO INC                                                                  | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165896.45    | 0.03%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                    | HORMEL FOODS CORP                                                               | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    200000 | PA      | $168767.88    | 0.03%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                          | EQUINOR ASA                                                                     | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $175399.09    | 0.03%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133A26A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    142991 | OU      | $131614.28    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     72101 | OU      | $63416.97     | 0.01%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5DK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     88753 | OU      | $82817.76     | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                           | PFIZER INC                                                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $231207.35    | 0.04%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                       | AIR LEASE CORP                                                                  | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286983.49    | 0.04%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                  | ABBOTT LABORATORIES                                                             | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165542.60    | 0.03%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                           | PFIZER INC                                                                      | CUSIP: 717081EX7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277174.46    | 0.04%             | 2025-05-28      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE            | TORONTO-DOMINION BANK/THE                                                       | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $184083.93    | 0.03%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                           | CIGNA CORP                                                                      | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61929.09     | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                       | MICROSOFT CORP                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    361000 | PA      | $257670.49    | 0.04%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                           | NETAPP INC                                                                      | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171905.57    | 0.03%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO              | BRISTOL-MYERS SQUIBB CO                                                         | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68115.92     | 0.01%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC               | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    215000 | PA      | $177227.08    | 0.03%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST             | BENCHMARK 2020-IG1 MORTGAGE TRUST                                               | CUSIP: 08162LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | OU      | $340492.24    | 0.05%             | 2043-09-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                | VALE OVERSEAS LTD                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $179213.30    | 0.03%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                | TRUIST FINANCIAL CORP                                                           | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184429.72    | 0.03%             | 2025-08-05      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC           | MIZUHO FINANCIAL GROUP INC                                                      | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $163105.31    | 0.02%             | 2031-07-10      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TV51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118540 | OU      | $113662.59    | 0.02%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                  | KIMCO REALTY OP LLC                                                             | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170168.49    | 0.03%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC   | MITSUBISHI UFJ FINANCIAL GROUP INC                                              | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $164307.16    | 0.02%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                            | APPLE INC                                                                       | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84291.50     | 0.01%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                | SOUTHWEST AIRLINES CO                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126215.17    | 0.02%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                      | DUKE UNIVERSITY                                                                 | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68713.85     | 0.01%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                     | HEWLETT PACKARD ENTERPRISE CO                                                   | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182461.69    | 0.03%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161838.80    | 0.02%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| UDR INC                              | UDR INC                                                                         | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157270.25    | 0.02%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP              | SIMON PROPERTY GROUP LP                                                         | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173816.92    | 0.03%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FEDERAL HOME LOAN MORTGAGE CORP                                                 | CUSIP: 3137EAEP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | UST               | US        |    500000 | PA      | $474841.22    | 0.07%             | 2025-02-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| FIFTH THIRD BANCORP                  | FIFTH THIRD BANCORP                                                             | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184583.13    | 0.03%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                         | CHEVRON CORP                                                                    | CUSIP: 166764CA6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234190.63    | 0.04%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KYS83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    115155 | OU      | $104746.60    | 0.02%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TUA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116439 | OU      | $111654.84    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC        | PRINCIPAL FINANCIAL GROUP INC                                                   | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252634.83    | 0.04%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VN48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42703 | OU      | $40786.25     | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                  | SVB FINANCIAL GROUP                                                             | CUSIP: 78486QAE1<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171873.18    | 0.03%             | 2030-06-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| BOSTON SCIENTIFIC CORP               | BOSTON SCIENTIFIC CORP                                                          | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282328.95    | 0.04%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                | TRUIST FINANCIAL CORP                                                           | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166652.19    | 0.03%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1143000 | PA      | $1053011.07   | 0.16%             | 2025-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                           | AMDOCS LTD                                                                      | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    200000 | PA      | $169318.08    | 0.03%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                        | BANNER HEALTH                                                                   | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260150.63    | 0.04%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP              | SIMON PROPERTY GROUP LP                                                         | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161312.36    | 0.02%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP               | AMERISOURCEBERGEN CORP                                                          | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87946.28     | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5E76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     64183 | OU      | $59539.42     | 0.01%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112498 | OU      | $104405.90    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                | SOUTHWEST AIRLINES CO                                                           | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201410.88    | 0.03%             | 2025-05-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    145000 | PA      | $107021.97    | 0.02%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                       | AMAZON.COM INC                                                                  | CUSIP: 023135BQ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184480.15    | 0.03%             | 2025-06-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $163632.81    | 0.02%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DV6C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     96863 | OU      | $86093.03     | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                     | ALTRIA GROUP INC                                                                | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475076.93    | 0.07%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                    | RALPH LAUREN CORP                                                               | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179333.02    | 0.03%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    202784 | OU      | $179669.92    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5D28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    206771 | OU      | $192729.01    | 0.03%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                    | HSBC HOLDINGS PLC                                                               | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $401701.62    | 0.06%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129449 | OU      | $121931.08    | 0.02%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                  | ELEVANCE HEALTH INC                                                             | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170795.87    | 0.03%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159303 | OU      | $147594.32    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132D55E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     37894 | OU      | $35519.89     | 0.01%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC              | MAGNA INTERNATIONAL INC                                                         | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $171107.66    | 0.03%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                 | ROYAL BANK OF CANADA                                                            | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $184569.76    | 0.03%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE              | BANK OF NOVA SCOTIA/THE                                                         | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $184765.39    | 0.03%             | 2025-06-11      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| REINSURANCE GROUP OF AMERICA INC     | REINSURANCE GROUP OF AMERICA INC                                                | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264989.53    | 0.04%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                  | PAYPAL HOLDINGS INC                                                             | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374406.67    | 0.06%             | 2025-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE             | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145299.73    | 0.02%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC               | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    245000 | PA      | $204870.35    | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JABIL INC                            | JABIL INC                                                                       | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171766.85    | 0.03%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140K9EE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    156682 | OU      | $144074.51    | 0.02%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148742 | OU      | $138331.04    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                       | AMAZON.COM INC                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $135712.95    | 0.02%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC   | MITSUBISHI UFJ FINANCIAL GROUP INC                                              | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $183203.28    | 0.03%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    150930 | OU      | $138811.06    | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                     | CROWN CASTLE INC                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167141.44    | 0.03%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                       | BANKUNITED INC                                                                  | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194535.44    | 0.03%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140KEFG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    184635 | OU      | $169520.83    | 0.03%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                  | KREDITANSTALT FUER WIEDERAUFBAU                                                 | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    245000 | PA      | $224007.16    | 0.03%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC               | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    310000 | PA      | $293639.33    | 0.04%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                   | STEEL DYNAMICS INC                                                              | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44020.07     | 0.01%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO              | BRISTOL-MYERS SQUIBB CO                                                         | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     78000 | PA      | $74408.22     | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| US BANCORP                           | US BANCORP                                                                      | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162288.82    | 0.02%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    159536 | OU      | $147154.70    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2440000 | PA      | $1628509.39   | 0.25%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KH3C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    315643 | OU      | $279300.16    | 0.04%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5EP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    190095 | OU      | $182180.47    | 0.03%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                         | BROADCOM INC                                                                    | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207455.77    | 0.03%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC              | O'REILLY AUTOMOTIVE INC                                                         | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242014.25    | 0.04%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                    | JOHNSON & JOHNSON                                                               | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    400000 | PA      | $293606.67    | 0.04%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                       | MERCK & CO INC                                                                  | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41080.43     | 0.01%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1364707.04   | 0.21%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1856000 | PA      | $1091197.50   | 0.17%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC  | PUBLIC SERVICE ENTERPRISE GROUP INC                                             | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160460.07    | 0.02%             | 2030-08-15      | Fixed         | 1.60%                 | 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        |    200000 | OU      | $192176.90    | 0.03%             | 2052-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                      | CVS HEALTH CORP                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $68892.68     | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC  | PUBLIC SERVICE ENTERPRISE GROUP INC                                             | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135859.81    | 0.02%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | UST               | US        |   1000000 | PA      | $935821.66    | 0.14%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    302093 | OU      | $279785.38    | 0.04%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132D55N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    190990 | OU      | $179017.54    | 0.03%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE               | AMERICAN HONDA FINANCE CORP                                                     | CUSIP: 02665WDN8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182460.41    | 0.03%             | 2025-09-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST         | GS MORTGAGE SECURITIES TRUST 2019-GC42                                          | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | OU      | $226160.13    | 0.03%             | 2052-08-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 31329JM87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    209744 | OU      | $197477.31    | 0.03%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2126000 | PA      | $1731361.25   | 0.26%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    263526 | OU      | $245291.07    | 0.04%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL              | BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC                         | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197043.70    | 0.03%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     62765 | OU      | $55205.54     | 0.01%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 31346Y2X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    143361 | OU      | $126997.69    | 0.02%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137FUZV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    200000 | OU      | $166050.02    | 0.03%             | 2030-05-01      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE S       | BBCMS MORTGAGE TRUST 2020-C7                                                    | CUSIP: 05492VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | OU      | $164495.24    | 0.02%             | 2053-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DQ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    196100 | OU      | $183804.22    | 0.03%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC             | CONSTELLATION BRANDS INC                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177062.63    | 0.03%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                    | INTERNATIONAL FINANCE CORP                                                      | CUSIP: 45950KCT5<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | XX        |    200000 | PA      | $183045.02    | 0.03%             | 2025-07-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DMD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     51490 | OU      | $48136.37     | 0.01%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X6XZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15953 | OU      | $14691.75     | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK             | FEDERAL FARM CREDIT BANKS FUNDING CORP                                          | CUSIP: 3133ELY65<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | UST               | US        |    200000 | PA      | $146939.14    | 0.02%             | 2035-07-23      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                         | COMCAST CORP                                                                    | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $283224.61    | 0.04%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QCQ74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     74916 | OU      | $69026.73     | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    261086 | OU      | $231180.18    | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                         | NISOURCE INC                                                                    | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    500000 | PA      | $455929.57    | 0.07%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149345 | OU      | $138599.34    | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE             | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55395.12     | 0.01%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                   | PANAMA GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | USGSE             | PA        |    250000 | PA      | $239513.66    | 0.04%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    173138 | OU      | $160368.83    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                      | SAN DIEGO GAS & ELECTRIC CO                                                     | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82137.86     | 0.01%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                         | ALPHABET INC                                                                    | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     65000 | PA      | $45838.43     | 0.01%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                 | BAT INTERNATIONAL FINANCE PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $180604.89    | 0.03%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DV4P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    126124 | OU      | $116203.69    | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                         | ALPHABET INC                                                                    | CUSIP: 02079KAH0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228145.65    | 0.03%             | 2025-08-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SWV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96706 | OU      | $87744.34     | 0.01%             | 2047-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X7PZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    238009 | OU      | $217163.09    | 0.03%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5EQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    153724 | OU      | $151640.60    | 0.02%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                  | GILEAD SCIENCES INC                                                             | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69505.85     | 0.01%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1680000 | PA      | $1448015.62   | 0.22%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                           | ECOLAB INC                                                                      | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $240134.25    | 0.04%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                         | NISOURCE INC                                                                    | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    500000 | PA      | $398033.01    | 0.06%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                         | COMCAST CORP                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    750000 | PA      | $481838.01    | 0.07%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    219632 | OU      | $194384.17    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                    | ATMOS ENERGY CORP                                                               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242403.87    | 0.04%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133A4BS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    178791 | OU      | $164483.22    | 0.02%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                         | BROADCOM INC                                                                    | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250938.86    | 0.04%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    516101 | OU      | $453940.32    | 0.07%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    165325 | OU      | $153938.70    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133188 | OU      | $127818.97    | 0.02%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC               | ADVANCE AUTO PARTS INC                                                          | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260466.11    | 0.04%             | 2027-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| FHLMC MULTIFAMILY STRUCTURED P       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137FREH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    400000 | OU      | $358013.12    | 0.05%             | 2052-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DV6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    158853 | OU      | $146214.90    | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1595000 | PA      | $967560.64    | 0.15%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                         | ALPHABET INC                                                                    | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    215000 | PA      | $174728.61    | 0.03%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                           | ECOLAB INC                                                                      | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    175000 | PA      | $106444.73    | 0.02%             | 2050-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| VISA INC                             | VISA INC                                                                        | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    140000 | PA      | $89577.10     | 0.01%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST         | GS MORTGAGE SECURITIES TRUST 2020-GC45                                          | CUSIP: 36258YBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | OU      | $174161.28    | 0.03%             | 2053-02-01      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DMP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    135401 | OU      | $123130.14    | 0.02%             | 2040-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK             | EUROPEAN INVESTMENT BANK                                                        | CUSIP: 298785JG2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | XX        |    200000 | PA      | $179452.51    | 0.03%             | 2025-12-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                          | CUMMINS INC                                                                     | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67506.62     | 0.01%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A4HS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    259103 | OU      | $243947.43    | 0.04%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137FUZJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    400000 | OU      | $301873.00    | 0.05%             | 2035-05-01      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                      | ASTRAZENECA PLC                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $304024.25    | 0.05%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DV5X9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    111685 | OU      | $102465.22    | 0.02%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142365 | OU      | $131975.96    | 0.02%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     95684 | OU      | $87940.28     | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140KKLK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    241575 | OU      | $213728.61    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                             | VISA INC                                                                        | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $239140.55    | 0.04%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140K3BL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12071 | OU      | $11112.09     | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                          | CUMMINS INC                                                                     | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81638.07     | 0.01%             | 2050-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1180000 | PA      | $1072325.00   | 0.16%             | 2025-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5D36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     63801 | OU      | $61226.63     | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC               | ROPER TECHNOLOGIES INC                                                          | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272279.60    | 0.04%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC               | ROPER TECHNOLOGIES INC                                                          | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260832.66    | 0.04%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QDJN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39585 | OU      | $36381.47     | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP           | RAYTHEON TECHNOLOGIES CORP                                                      | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206192.67    | 0.03%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                          | ORACLE CORP                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235455.40    | 0.04%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK               | ASIAN DEVELOPMENT BANK                                                          | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | XX        |     90000 | PA      | $86087.47     | 0.01%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMVD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     66959 | OU      | $63748.14     | 0.01%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    161268 | OU      | $151490.62    | 0.02%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19812 | OU      | $18522.10     | 0.00%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                      | ASTRAZENECA PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $43319.76     | 0.01%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7935 | OU      | $7299.71      | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                | UNILEVER CAPITAL CORP                                                           | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $242793.70    | 0.04%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133AADG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    268844 | OU      | $237743.63    | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                       | LOWE'S COS INC                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $137592.70    | 0.02%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132GDA36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     56002 | OU      | $56988.40     | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X7YP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     70127 | OU      | $64451.76     | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISTRICT OF COLUMBIA REVENUE         | DISTRICT OF COLUMBIA                                                            | CUSIP: 25477GCY9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    200000 | PA      | $215077.44    | 0.03%             | 2034-12-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128KERU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12505 | OU      | $12969.15     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140EYCT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13836 | OU      | $13176.55     | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128PQVW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     26801 | OU      | $26668.24     | 0.00%             | 2025-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     70968 | OU      | $69191.02     | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31288HEK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2312 | OU      | $2411.31      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN               | BERKSHIRE HATHAWAY FINANCE CORP                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126576.41    | 0.02%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WDY88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    137656 | OU      | $128713.61    | 0.02%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31384VMC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       977 | OU      | $1009.61      | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KYUJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    182416 | OU      | $160443.16    | 0.02%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371LVD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6031 | OU      | $6314.98      | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31297HCJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9419 | OU      | $9574.53      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128P74C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     38098 | OU      | $37506.11     | 0.01%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36291X6Q7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14586 | OU      | $15050.13     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE              | SHERWIN-WILLIAMS CO/THE                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90352.10     | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HS88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4410 | OU      | $4597.63      | 0.00%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     75429 | OU      | $72107.32     | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31414YCJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34288 | OU      | $34592.22     | 0.01%             | 2038-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WQAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9560 | OU      | $8432.00      | 0.00%             | 2043-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179MK66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158704 | OU      | $149490.57    | 0.02%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138E0RA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    422981 | OU      | $408655.61    | 0.06%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138EMY39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     74927 | OU      | $77077.02     | 0.01%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36201JEQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1630 | OU      | $1695.67      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36213FZ48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220848 | OU      | $214381.45    | 0.03%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31385JRN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25329 | OU      | $26527.58     | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31415A4W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       412 | OU      | $419.37       | 0.00%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36213FQU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9349 | OU      | $9897.46      | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132WLAL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     59075 | OU      | $59625.23     | 0.01%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138LTJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    245047 | OU      | $242334.17    | 0.04%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31385JET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       733 | OU      | $737.06       | 0.00%             | 2026-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                | TRANSCANADA PIPELINES LTD                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $367495.10    | 0.06%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP              | MARATHON PETROLEUM CORP                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134836.12    | 0.02%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36295NM20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16218 | OU      | $16729.74     | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMKT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6909 | OU      | $6875.93      | 0.00%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31287X5B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     14949 | OU      | $15387.32     | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1785 | OU      | $1884.56      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31307EMG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     51614 | OU      | $48834.81     | 0.01%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36213XCD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2016 | OU      | $2092.35      | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WCJ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    114392 | OU      | $112842.08    | 0.02%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138LYST5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    462394 | OU      | $446732.37    | 0.07%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                           | SYSCO CORP                                                                      | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204370.00    | 0.03%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WKRG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     75477 | OU      | $74283.29     | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WGHD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    151734 | OU      | $149678.11    | 0.02%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    265000 | PA      | $288042.58    | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER             | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64891.24     | 0.01%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP              | JAPAN BANK FOR INTERNATIONAL COOPERATION                                        | CUSIP: 471048AX6<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | USGSE             | JP        |    500000 | PA      | $460402.62    | 0.07%             | 2026-07-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138MFCL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1134197 | OU      | $1067912.22   | 0.16%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36202SST6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11245 | OU      | $11780.42     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO             | BRITISH TELECOMMUNICATIONS PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $220866.72    | 0.03%             | 2030-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WDTY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     47389 | OU      | $46747.47     | 0.01%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138W9AB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    102398 | OU      | $96756.75     | 0.01%             | 2028-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140EBH61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3389 | OU      | $3163.15      | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140FLCV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    226248 | OU      | $215169.28    | 0.03%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828K74<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1988000 | PA      | $1893142.90   | 0.29%             | 2025-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                          | NUTRIEN LTD                                                                     | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    191000 | PA      | $188000.97    | 0.03%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY             | NATIONAL AUSTRALIA BANK LTD/NEW YORK                                            | CUSIP: 63254AAS7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $233334.01    | 0.04%             | 2026-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURIT       | SG COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C5                                 | CUSIP: 78419CAD6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    600000 | OU      | $562451.16    | 0.09%             | 2048-10-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128K3XA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     24647 | OU      | $25123.38     | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31296S3Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8125 | OU      | $8283.08      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31410LAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17737 | OU      | $17575.53     | 0.00%             | 2025-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31414TCL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35854 | OU      | $36882.32     | 0.01%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC      | PHILIP MORRIS INTERNATIONAL INC                                                 | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265917.92    | 0.04%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36200NLL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7172 | OU      | $7416.89      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36213DG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1604 | OU      | $1682.36      | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31405SUH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8411 | OU      | $8758.17      | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31307HVM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22121 | OU      | $21198.99     | 0.00%             | 2029-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31293FJ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       185 | OU      | $189.96       | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31384WNM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       768 | OU      | $808.00       | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJLW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    196572 | OU      | $199983.98    | 0.03%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371KP70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3106 | OU      | $3245.49      | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 9128282Y5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    765000 | PA      | $737746.88    | 0.11%             | 2024-09-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132JAYG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     11730 | OU      | $11054.97     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31383HA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       231 | OU      | $238.90       | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137BQYS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    500000 | OU      | $475367.70    | 0.07%             | 2026-05-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     99586 | OU      | $93632.99     | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WJXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    234176 | OU      | $216984.38    | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31307EWR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     21989 | OU      | $21019.76     | 0.00%             | 2028-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132JBBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    125921 | OU      | $118677.49    | 0.02%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 3620AWCZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12925 | OU      | $12546.35     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31416RR47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    200285 | OU      | $198069.90    | 0.03%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140FE3H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19640 | OU      | $18205.13     | 0.00%             | 2032-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1375000 | PA      | $1155751.96   | 0.18%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31402DJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9315 | OU      | $9753.40      | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                     | ALABAMA POWER CO                                                                | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82003.62     | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31406EJR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        43 | OU      | $44.59        | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371K6B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10720 | OU      | $11027.13     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    144412 | OU      | $140508.26    | 0.02%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36200QQK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3996 | OU      | $4157.11      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                   | VALERO ENERGY CORP                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    165000 | PA      | $184229.17    | 0.03%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312943DQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    133927 | OU      | $136373.34    | 0.02%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179ME63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53762 | OU      | $55574.36     | 0.01%             | 2042-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371K3A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6777 | OU      | $7072.53      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132M75U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     18330 | OU      | $18099.97     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36210BV36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2593 | OU      | $2691.85      | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138ENM63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     41116 | OU      | $41455.85     | 0.01%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                              | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    115000 | PA      | $98080.95     | 0.01%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WGG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     65245 | OU      | $62188.74     | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJWA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     43917 | OU      | $41003.91     | 0.01%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312930TR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12863 | OU      | $13537.44     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WFS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     55140 | OU      | $52902.66     | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138X0ZQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    332217 | OU      | $320614.51    | 0.05%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC               | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    210000 | PA      | $256921.20    | 0.04%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418BHY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     71757 | OU      | $70573.15     | 0.01%             | 2034-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31415SPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     59395 | OU      | $60446.41     | 0.01%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36201M4K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9967 | OU      | $10042.05     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                              | HUNGARY GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | USGSE             | HU        |    300000 | PA      | $339689.40    | 0.05%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36295ERB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10773 | OU      | $11007.26     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138ERDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     45262 | OU      | $45627.55     | 0.01%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132JPYS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4604 | OU      | $4646.86      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                     | PARAMOUNT GLOBAL                                                                | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165556.62    | 0.03%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC               | BERKSHIRE HATHAWAY INC                                                          | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194353.27    | 0.03%             | 2026-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138M4XT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     90954 | OU      | $88171.20     | 0.01%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418BT55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    199730 | OU      | $197024.18    | 0.03%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31400TCV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6307 | OU      | $6422.58      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138W9L99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     36223 | OU      | $35012.56     | 0.01%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RTB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5985 | OU      | $6139.77      | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36201A2R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       476 | OU      | $494.11       | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJV23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    131270 | OU      | $126246.29    | 0.02%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132WDAG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     35503 | OU      | $35057.94     | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                           | 3M CO                                                                           | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466227.48    | 0.07%             | 2026-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TZ40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21763 | OU      | $20867.43     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31408BQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25026 | OU      | $25478.33     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31408DPH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12376 | OU      | $12741.01     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31414BWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1174 | OU      | $1234.35      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36291XAD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22993 | OU      | $23496.32     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJL24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     73989 | OU      | $75292.42     | 0.01%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828W48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1530000 | PA      | $1487823.32   | 0.23%             | 2024-02-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WC2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     58254 | OU      | $57465.42     | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31417F3F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    119367 | OU      | $112385.51    | 0.02%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                            | MYLAN INC                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258847.47    | 0.04%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SCG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4878 | OU      | $4816.35      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292GWZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       170 | OU      | $169.96       | 0.00%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36200NVV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6523 | OU      | $6772.94      | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36212C6U0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1472 | OU      | $1470.58      | 0.00%             | 2030-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                         | BARCLAYS PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193489.05    | 0.03%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31410GL35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25466 | OU      | $26807.15     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE             | PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                              | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $210876.56    | 0.03%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179MX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    228150 | OU      | $221205.27    | 0.03%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                     | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 715638AS1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | USGSE             | PE        |    300000 | PA      | $316458.81    | 0.05%             | 2025-07-21      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 9128282U3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $720834.96    | 0.11%             | 2024-08-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 3620ARZF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5005 | OU      | $4897.79      | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                   | VODAFONE GROUP PLC                                                              | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $146065.14    | 0.02%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128P8FJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     11496 | OU      | $11009.35     | 0.00%             | 2038-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31416RGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1312 | OU      | $1334.28      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36225AAW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        76 | OU      | $76.16        | 0.00%             | 2023-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                  | GILEAD SCIENCES INC                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    220000 | PA      | $197231.53    | 0.03%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128KQL87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3092 | OU      | $3183.77      | 0.00%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132FCAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     24957 | OU      | $25936.73     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140FCRM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    106035 | OU      | $101512.68    | 0.02%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                  | GLOBAL PAYMENTS INC                                                             | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496732.39    | 0.08%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                         | ENBRIDGE INC                                                                    | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $245006.05    | 0.04%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO             | FLORIDA POWER & LIGHT CO                                                        | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181078.29    | 0.03%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140H1W30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     43895 | OU      | $41432.04     | 0.01%             | 2033-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31374GHC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       212 | OU      | $215.16       | 0.00%             | 2027-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138A2BE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     79767 | OU      | $77042.47     | 0.01%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371KEY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1619 | OU      | $1706.73      | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                             | AT&T INC                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475755.33    | 0.07%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36202EWD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11324 | OU      | $11909.98     | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140FRH57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    156884 | OU      | $145366.61    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179NLC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124480 | OU      | $117249.17    | 0.02%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | MORGAN STANLEY                                                                  | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234548.67    | 0.04%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140GQ4H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23483 | OU      | $23091.88     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31402NPB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14223 | OU      | $14620.35     | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138Y9QE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6714 | OU      | $6545.52      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                          | METLIFE INC                                                                     | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179025.10    | 0.03%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179QGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85213 | OU      | $88042.80     | 0.01%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36290R2Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8511 | OU      | $8801.72      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36297GVW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48000 | OU      | $42865.03     | 0.01%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                        | BLACKROCK INC                                                                   | CUSIP: 09247XAL5<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247008.39    | 0.04%             | 2024-03-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132M7MX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     47581 | OU      | $46984.15     | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU             | TELEFONICA EMISIONES SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $133045.76    | 0.02%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER             | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195636.04    | 0.03%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418APY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    169304 | OU      | $163668.71    | 0.02%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31414AYQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15390 | OU      | $16266.29     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138XDCF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31458 | OU      | $31031.83     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138W5AQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     87427 | OU      | $82313.46     | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31283HN43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1061 | OU      | $1099.92      | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179M5P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130094 | OU      | $132873.46    | 0.02%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36241KA73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2804 | OU      | $2908.45      | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31410GFL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23627 | OU      | $24304.32     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140F0JJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    279316 | OU      | $259316.06    | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179NTE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31286 | OU      | $31173.06     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMU35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     73183 | OU      | $71415.76     | 0.01%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138Y9C30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60259 | OU      | $59442.50     | 0.01%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC             | LLOYDS BANKING GROUP PLC                                                        | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $214911.16    | 0.03%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO             | MOLSON COORS BEVERAGE CO                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125864.21    | 0.02%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M7E51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       669 | OU      | $662.47       | 0.00%             | 2039-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJU99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     54408 | OU      | $54914.61     | 0.01%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                             | VISA INC                                                                        | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48608.24     | 0.01%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                           | INTEL CORP                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105408.92    | 0.02%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36290RRE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9741 | OU      | $10237.99     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140F1UQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     45706 | OU      | $43524.97     | 0.01%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138XRHX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4694 | OU      | $4746.50      | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179NQ68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42555 | OU      | $43939.85     | 0.01%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                          | KEYBANK NA/CLEVELAND OH                                                         | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107633.95    | 0.02%             | 2028-02-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WFF27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    184602 | OU      | $175812.27    | 0.03%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1580000 | PA      | $1391017.18   | 0.21%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5357 | OU      | $5616.44      | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335HVX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        16 | OU      | $15.86        | 0.00%             | 2023-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31391TXK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2370 | OU      | $2442.11      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31400FXC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5284 | OU      | $5385.82      | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2144000 | PA      | $2082695.00   | 0.32%             | 2024-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                     | HEWLETT PACKARD ENTERPRISE CO                                                   | CUSIP: 42824CAW9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249917.24    | 0.04%             | 2025-10-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 3620A2XA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13832 | OU      | $14044.41     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31419E2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    291506 | OU      | $288281.42    | 0.04%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER             | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188628.52    | 0.03%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138EPN91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     96488 | OU      | $95180.66     | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMV42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17399 | OU      | $16197.36     | 0.00%             | 2032-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31417YWJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     69898 | OU      | $68450.28     | 0.01%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    195000 | PA      | $178371.68    | 0.03%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WCQG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     96834 | OU      | $95522.19     | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                | TENNESSEE VALLEY AUTHORITY                                                      | CUSIP: 880591CP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | UST               | US        |    165000 | PA      | $197925.91    | 0.03%             | 2038-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1357000 | PA      | $1182259.75   | 0.18%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJXE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     26344 | OU      | $25301.77     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS              | SPECTRA ENERGY PARTNERS LP                                                      | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206114.33    | 0.03%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CH31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25712 | OU      | $22933.23     | 0.00%             | 2047-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138W5GH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5426 | OU      | $5108.72      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19429 | OU      | $17956.64     | 0.00%             | 2036-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 9128284R8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    810000 | PA      | $788800.78    | 0.12%             | 2025-05-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140EUWE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14382 | OU      | $12828.22     | 0.00%             | 2046-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HX33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6804 | OU      | $7006.32      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179QRZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127019 | OU      | $126364.69    | 0.02%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31405X3Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3754 | OU      | $3818.53      | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    460000 | PA      | $371306.25    | 0.06%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC     | AMERICAN INTERNATIONAL GROUP INC                                                | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230715.79    | 0.03%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                       | HALLIBURTON CO                                                                  | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    167000 | PA      | $164099.60    | 0.02%             | 2025-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418BVG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     46405 | OU      | $44218.85     | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SZU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24374 | OU      | $22845.32     | 0.00%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31407H6Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5782 | OU      | $6214.23      | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31307UX78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     99410 | OU      | $93930.05     | 0.01%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WCGQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9531 | OU      | $9554.86      | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                            | APPLE INC                                                                       | CUSIP: 037833AS9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247536.97    | 0.04%             | 2024-05-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3129396Y2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    206354 | OU      | $210069.20    | 0.03%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31411JPP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18974 | OU      | $19948.03     | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                        | SEMPRA ENERGY                                                                   | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42076.91     | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77181 | OU      | $72579.69     | 0.01%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HL28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1341 | OU      | $1405.48      | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WGC85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34640 | OU      | $33189.67     | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128E4C26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6832 | OU      | $6955.95      | 0.00%             | 2027-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138XCBN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1303 | OU      | $1305.63      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179M5L0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    214829 | OU      | $202353.34    | 0.03%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUS       | CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8                                         | CUSIP: 12532CBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | OU      | $235596.00    | 0.04%             | 2050-06-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179NNB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42278 | OU      | $42125.75     | 0.01%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RJG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42564 | OU      | $43663.32     | 0.01%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31365EJZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2971 | OU      | $2963.45      | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418U2D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     66696 | OU      | $66292.80     | 0.01%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK               | FEDERAL HOME LOAN BANKS                                                         | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | UST               | US        |    480000 | PA      | $557841.92    | 0.08%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/THE                 | WILLIAMS COS INC/THE                                                            | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97836.65     | 0.01%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    298778 | OU      | $278776.12    | 0.04%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC   | MITSUBISHI UFJ FINANCIAL GROUP INC                                              | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $186425.37    | 0.03%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                   | ENERGY TRANSFER LP                                                              | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174084.78    | 0.03%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                    | ONEOK PARTNERS LP                                                               | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64769.45     | 0.01%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174112.16    | 0.03%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HJR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       611 | OU      | $642.66       | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31412RE78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15768 | OU      | $15672.79     | 0.00%             | 2025-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16624 | OU      | $15082.78     | 0.00%             | 2046-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31283HMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1252 | OU      | $1249.82      | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                          | ORACLE CORP                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $127153.68    | 0.02%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CE42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8991 | OU      | $7997.38      | 0.00%             | 2046-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132WMY32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     26119 | OU      | $26237.92     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31415A4X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19650 | OU      | $20212.86     | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WEXS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19258 | OU      | $18996.71     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                      | CVS HEALTH CORP                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479105.35    | 0.07%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138E0RK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    329384 | OU      | $325738.93    | 0.05%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31409JTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9671 | OU      | $10011.66     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                           | EATON CORP                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182639.22    | 0.03%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31386PZU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2504 | OU      | $2586.79      | 0.00%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138YXK38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1841 | OU      | $1804.84      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                         | QUALCOMM INC                                                                    | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111231.05    | 0.02%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2530000 | PA      | $2377755.28   | 0.36%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                     | PARAMOUNT GLOBAL                                                                | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    240000 | PA      | $188886.24    | 0.03%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140J5LM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     30143 | OU      | $29715.07     | 0.00%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179NTG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22012 | OU      | $22751.81     | 0.00%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36200QW67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3575 | OU      | $3776.56      | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36213CYY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18203 | OU      | $18817.04     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53809 | OU      | $54964.92     | 0.01%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                      | CVS HEALTH CORP                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295094.60    | 0.04%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31288AX26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       318 | OU      | $329.60       | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31288DKG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2152 | OU      | $2255.02      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138MCHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    248550 | OU      | $234012.08    | 0.04%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJUX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     49304 | OU      | $47574.60     | 0.01%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                         | STRYKER CORP                                                                    | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90524.17     | 0.01%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132M3YW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     42864 | OU      | $42325.98     | 0.01%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                   | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507163.00    | 0.08%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31307JQB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22685 | OU      | $22139.34     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XYLEM INC/NY                         | XYLEM INC/NY                                                                    | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219252.03    | 0.03%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292R7M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    497774 | OU      | $481406.07    | 0.07%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31416RAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    108107 | OU      | $106911.15    | 0.02%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WEP86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    148737 | OU      | $141652.49    | 0.02%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36181CXZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    237482 | OU      | $224965.95    | 0.03%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS             | DISCOVERY COMMUNICATIONS LLC                                                    | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327396.22    | 0.05%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                           | CHUBB CORP/THE                                                                  | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $224190.38    | 0.03%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31297BGM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |         9 | OU      | $9.14         | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                 | LOCKHEED MARTIN CORP                                                            | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    117000 | PA      | $115006.09    | 0.02%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140E0EV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    204071 | OU      | $190270.58    | 0.03%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31390NAA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5043 | OU      | $5075.08      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY               | CONOCOPHILLIPS CO                                                               | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $141666.39    | 0.02%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31411SLG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9240 | OU      | $9765.08      | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179N2K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7608 | OU      | $7580.23      | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36295XYV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17056 | OU      | $17753.18     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138YSGF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4911 | OU      | $4844.92      | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WFJG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     54690 | OU      | $53948.62     | 0.01%             | 2045-08-01      | 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        |    350000 | PA      | $358298.55    | 0.05%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1592000 | PA      | $1404566.87   | 0.21%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                | INDONESIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | USGSE             | ID        |    300000 | PA      | $269615.85    | 0.04%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36291P3M6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8018 | OU      | $8255.28      | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                     | GEORGIA POWER CO                                                                | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236403.50    | 0.04%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31412PFG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35484 | OU      | $36080.54     | 0.01%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WCCA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19350 | OU      | $19088.40     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292GXF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1121 | OU      | $1150.64      | 0.00%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36296XEB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14037 | OU      | $14616.06     | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                 | SOUTHERN COPPER CORP                                                            | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296040.00    | 0.04%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WCSE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    105004 | OU      | $103582.04    | 0.02%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                | TEXAS INSTRUMENTS INC                                                           | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76300.13     | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31297NLS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9984 | OU      | $10437.46     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312936Y43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4183 | OU      | $4307.56      | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36213GT68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1776 | OU      | $1842.54      | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31298XBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1243 | OU      | $1289.05      | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418AMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    172923 | OU      | $167168.99    | 0.03%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36290YER5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4834 | OU      | $5066.69      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                     | CAMPBELL SOUP CO                                                                | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78565.45     | 0.01%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128KDHU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8692 | OU      | $8853.68      | 0.00%             | 2036-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                            | APPLE INC                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79241.92     | 0.01%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292GT71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       249 | OU      | $254.51       | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                         | COMCAST CORP                                                                    | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52078.88     | 0.01%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP/THE                 | PROGRESSIVE CORP/THE                                                            | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63221.74     | 0.01%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                    | GENERAL MOTORS CO                                                               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    340000 | PA      | $297499.76    | 0.05%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                         | COMCAST CORP                                                                    | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    730000 | PA      | $709976.74    | 0.11%             | 2025-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN             | DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $366771.25    | 0.06%             | 2030-06-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                    | CISCO SYSTEMS INC                                                               | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    250000 | PA      | $276385.30    | 0.04%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179NQ35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135673 | OU      | $127792.30    | 0.02%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36211LY48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       111 | OU      | $110.98       | 0.00%             | 2030-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31296UNQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8299 | OU      | $8663.51      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HKY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1085 | OU      | $1142.76      | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36295CH79<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8988 | OU      | $8514.06      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179MXC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81962 | OU      | $79388.48     | 0.01%             | 2028-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132QVLG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8821 | OU      | $8730.18      | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                      | CATERPILLAR INC                                                                 | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    237000 | PA      | $272320.37    | 0.04%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                | WELLS FARGO & CO                                                                | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194398.75    | 0.03%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE        | METROPOLITAN TRANSPORTATION AUTHORITY                                           | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    300000 | PA      | $389760.24    | 0.06%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138ETJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    128752 | OU      | $127056.42    | 0.02%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31374GJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       316 | OU      | $321.54       | 0.00%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40510 | OU      | $37794.11     | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                        | DISCOVER BANK                                                                   | CUSIP: 25466AAE1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389087.85    | 0.06%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163482 | OU      | $156912.66    | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36200JUT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5499 | OU      | $5624.13      | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 3617A0DM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35626 | OU      | $32954.12     | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31414R6U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     41497 | OU      | $42686.65     | 0.01%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     44315 | OU      | $41189.42     | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MML35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     20525 | OU      | $20422.08     | 0.00%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                | TRANSCANADA PIPELINES LTD                                                       | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $57534.23     | 0.01%             | 2048-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138W62D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14029 | OU      | $13521.80     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36202DP96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2335 | OU      | $2377.22      | 0.00%             | 2031-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31390REX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4877 | OU      | $5055.10      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132L6NM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12530 | OU      | $12372.50     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC               | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281554.71    | 0.04%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138E8P97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     66199 | OU      | $64281.12     | 0.01%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138X1FQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4243 | OU      | $3965.30      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    543000 | PA      | $596069.77    | 0.09%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                          | METLIFE INC                                                                     | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $174749.65    | 0.03%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1365000 | PA      | $1231272.66   | 0.19%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138ELVP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6594 | OU      | $6648.37      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138W9KR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    116860 | OU      | $110024.32    | 0.02%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                         | AUTODESK INC                                                                    | CUSIP: 052769AD8<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248430.84    | 0.04%             | 2025-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG       | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C44                                  | CUSIP: 95001JAX5<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |    900000 | OU      | $877451.67    | 0.13%             | 2051-05-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP           | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $430721.18    | 0.07%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                          | ORACLE CORP                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $432113.08    | 0.07%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP              | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                             | CUSIP: 459058EP4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |   1000000 | PA      | $963625.89    | 0.15%             | 2025-07-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1725000 | PA      | $1632820.31   | 0.25%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179M4J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36018 | OU      | $34683.46     | 0.01%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31288DGQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2195 | OU      | $2268.06      | 0.00%             | 2032-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC              | DUKE ENERGY FLORIDA LLC                                                         | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $175844.52    | 0.03%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31288BGU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3550 | OU      | $3654.09      | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1585000 | PA      | $1578437.12   | 0.24%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31388XZP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4131 | OU      | $4253.26      | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC   | JOHNSON CONTROLS INTERNATIONAL PLC                                              | CUSIP: 478375AS7<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $9787.06      | 0.00%             | 2045-09-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828XX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1330000 | PA      | $1283787.70   | 0.19%             | 2024-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31296UQJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10572 | OU      | $10863.07     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179NLD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    196927 | OU      | $190932.01    | 0.03%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128KAW49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2899 | OU      | $3006.97      | 0.00%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | MORGAN STANLEY                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $171193.82    | 0.03%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                    | TAMPA ELECTRIC CO                                                               | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221523.86    | 0.03%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31404JF75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7370 | OU      | $7594.15      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31297S6L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13144 | OU      | $13534.01     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138Y9CK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3190 | OU      | $3110.45      | 0.00%             | 2029-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138Y9EX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3301 | OU      | $3256.62      | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $89816.79     | 0.01%             | 2049-01-23      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJHA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     14430 | OU      | $15301.72     | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473922.97    | 0.07%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31298M3T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2078 | OU      | $2155.11      | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                            | AMGEN INC                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92112.47     | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292GQX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       432 | OU      | $444.03       | 0.00%             | 2026-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                          | WALMART INC                                                                     | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    180000 | PA      | $171822.34    | 0.03%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WDKR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8037 | OU      | $7927.90      | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP                    | DEVON ENERGY CORP                                                               | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72894.99     | 0.01%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WGVX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     89728 | OU      | $83529.90     | 0.01%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179QWE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    173707 | OU      | $166958.87    | 0.03%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312942XB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    150220 | OU      | $148708.27    | 0.02%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HN34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1623 | OU      | $1696.65      | 0.00%             | 2032-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31413RGV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12822 | OU      | $13436.93     | 0.00%             | 2037-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418BSV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28296 | OU      | $27585.63     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371JSC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       227 | OU      | $237.92       | 0.00%             | 2030-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36208TYT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2578 | OU      | $2580.48      | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                      | XCEL ENERGY INC                                                                 | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $226905.21    | 0.03%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31307CSY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     54456 | OU      | $52136.70     | 0.01%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31401HDL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9284 | OU      | $9664.20      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                 | WESTPAC BANKING CORP                                                            | CUSIP: 961214CX9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $189559.04    | 0.03%             | 2026-05-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WPLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    308617 | OU      | $290744.73    | 0.04%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36206JBB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        74 | OU      | $74.40        | 0.00%             | 2027-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN              | SHELL INTERNATIONAL FINANCE BV                                                  | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $252099.54    | 0.04%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292GZF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       719 | OU      | $753.54       | 0.00%             | 2029-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138Y8QB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18533 | OU      | $18067.63     | 0.00%             | 2029-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31413GBM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9971 | OU      | $10412.45     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    555000 | PA      | $617264.06    | 0.09%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJZZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     25307 | OU      | $25542.31     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128L8YM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     25866 | OU      | $26635.28     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WJCJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6128 | OU      | $5694.85      | 0.00%             | 2036-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292SCC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     38271 | OU      | $37791.19     | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36296YXD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    173216 | OU      | $175872.82    | 0.03%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36202FKP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10536 | OU      | $10891.21     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371LCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17488 | OU      | $17978.63     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN        | NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY                                 | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    345000 | PA      | $406210.18    | 0.06%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12064 | OU      | $12164.41     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31297TN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7784 | OU      | $7935.08      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31296N4D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17811 | OU      | $18243.72     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31283HLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2148 | OU      | $2228.62      | 0.00%             | 2031-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                | INDONESIA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | USGSE             | ID        |    300000 | PA      | $288000.00    | 0.04%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36186S6R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22250 | OU      | $20586.50     | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HZM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     35295 | OU      | $36342.59     | 0.01%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31404B3M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18745 | OU      | $19277.17     | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES                       | FANNIE MAE-ACES                                                                 | CUSIP: 3136AX7E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    672103 | OU      | $640573.31    | 0.10%             | 2027-06-01      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128P7ZN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    189193 | OU      | $183075.71    | 0.03%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                          | ORACLE CORP                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265662.37    | 0.04%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9D25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    238201 | OU      | $245281.27    | 0.04%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31297APS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8180 | OU      | $8422.56      | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC             | CONSTELLATION ENERGY GENERATION LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215924.34    | 0.03%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HSR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1779 | OU      | $1852.90      | 0.00%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418BYU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     99286 | OU      | $95130.18     | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                | COSTCO WHOLESALE CORP                                                           | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96166.39     | 0.01%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31411YTT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6397 | OU      | $6725.82      | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMSX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    242772 | OU      | $230590.95    | 0.03%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31410UYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2962 | OU      | $3084.00      | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138MDTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    163673 | OU      | $158060.70    | 0.02%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 3620ACV84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36828 | OU      | $37392.79     | 0.01%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138ASXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15939 | OU      | $15492.09     | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31415AWP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1186 | OU      | $1196.50      | 0.00%             | 2023-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179N2L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30836 | OU      | $31803.30     | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 3620AR3T6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70726 | OU      | $69980.20     | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36178GFP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50148 | OU      | $48678.43     | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC        | JEFFERIES FINANCIAL GROUP INC                                                   | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37152.56     | 0.01%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140E2F48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8585 | OU      | $8250.19      | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HQN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2264 | OU      | $2372.42      | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482678.37    | 0.07%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140H5MQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     47080 | OU      | $44999.27     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31415RQ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5030 | OU      | $5131.99      | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31298VDU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       873 | OU      | $905.44       | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31283H7G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8579 | OU      | $8692.62      | 0.00%             | 2035-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31383SF39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1580 | OU      | $1580.38      | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV                         | OHIO STATE UNIVERSITY/THE                                                       | CUSIP: 677632G88<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    250000 | PA      | $218119.73    | 0.03%             | 2046-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                  | DOMINION ENERGY INC                                                             | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109620.19    | 0.02%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128KXUP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7075 | OU      | $7407.51      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING             | MEMORIAL SLOAN-KETTERING CANCER CENTER                                          | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175153.69    | 0.03%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31412Q4A4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    334495 | OU      | $340248.62    | 0.05%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WDAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10661 | OU      | $10393.74     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 3620AR3D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    293606 | OU      | $290508.81    | 0.04%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128KTAF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3227 | OU      | $3366.89      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138W9BF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    328543 | OU      | $316933.17    | 0.05%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                | WELLS FARGO & CO                                                                | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491693.69    | 0.07%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES              | PHILIPPINE GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: 718286AP2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | USGSE             | PH        |    400000 | PA      | $450547.08    | 0.07%             | 2025-03-16      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SWY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49969 | OU      | $49184.11     | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312933AP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     95990 | OU      | $95023.92     | 0.01%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31288J6W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7122 | OU      | $7251.37      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132M7VP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     62247 | OU      | $61465.59     | 0.01%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJAD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8869 | OU      | $9295.96      | 0.00%             | 2034-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31356GR76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       189 | OU      | $188.97       | 0.00%             | 2024-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418AXY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    108432 | OU      | $109327.21    | 0.02%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC            | ROGERS COMMUNICATIONS INC                                                       | CUSIP: 775109AL5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $146524.99    | 0.02%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMT37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     59055 | OU      | $57630.63     | 0.01%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138ECM75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    660518 | OU      | $621902.94    | 0.09%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SJT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97731 | OU      | $93840.65     | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    730000 | PA      | $705974.61    | 0.11%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52520 | OU      | $49621.40     | 0.01%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42020 | OU      | $41419.28     | 0.01%             | 2031-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179NX78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3492 | OU      | $3608.42      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128KGGJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     16450 | OU      | $17384.52     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36178WCU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20421 | OU      | $19129.06     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138EKZ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21908 | OU      | $20626.43     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828G38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2325000 | PA      | $2243761.22   | 0.34%             | 2024-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MDAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     61316 | OU      | $59594.88     | 0.01%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36213DGJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       189 | OU      | $194.59       | 0.00%             | 2031-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMSL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     89566 | OU      | $87410.75     | 0.01%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128P7B69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2749 | OU      | $2773.45      | 0.00%             | 2026-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CM43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10283 | OU      | $9838.48      | 0.00%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WTUT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     97920 | OU      | $92192.62     | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31283HWY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5729 | OU      | $5987.24      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179MAX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62457 | OU      | $60555.51     | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMT29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    170373 | OU      | $162424.61    | 0.02%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128LXML1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     21745 | OU      | $22390.40     | 0.00%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31283GLL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       137 | OU      | $137.11       | 0.00%             | 2024-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36297HQP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       258 | OU      | $259.06       | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                             | CSX CORP                                                                        | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195087.12    | 0.03%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                | TENNESSEE VALLEY AUTHORITY                                                      | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | UST               | US        |    700000 | PA      | $761901.13    | 0.12%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312927ZT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     14493 | OU      | $15068.28     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31409JEW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2667 | OU      | $2767.20      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C             | AMERICAN WATER CAPITAL CORP                                                     | CUSIP: 03040WAK1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246803.40    | 0.04%             | 2024-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143449.53    | 0.02%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                     | DUKE ENERGY CORP                                                                | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246749.43    | 0.04%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                 | KRAFT HEINZ FOODS CO                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174937.65    | 0.03%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36209VM35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       367 | OU      | $372.49       | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128FX4E4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       889 | OU      | $925.38       | 0.00%             | 2028-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31417VTQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34339 | OU      | $34930.48     | 0.01%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY               | CONOCOPHILLIPS CO                                                               | CUSIP: 20826FAR7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113200.21    | 0.02%             | 2046-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $117990.23    | 0.02%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP INC        | AFFILIATED MANAGERS GROUP INC                                                   | CUSIP: 008252AN8<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242371.69    | 0.04%             | 2025-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36178DZN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    226863 | OU      | $215951.71    | 0.03%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT             | AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST                            | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    376396 | PA      | $341659.46    | 0.05%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36202CZL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       160 | OU      | $162.85       | 0.00%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                         | AUTOZONE INC                                                                    | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478123.46    | 0.07%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU       | NEW JERSEY TURNPIKE AUTHORITY                                                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    200000 | PA      | $261759.00    | 0.04%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                           | INTEL CORP                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68325.72     | 0.01%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36297A4A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72069 | OU      | $74788.17     | 0.01%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371LFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11029 | OU      | $11344.87     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                            | AMGEN INC                                                                       | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470318.37    | 0.07%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                      | ASTRAZENECA PLC                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $198793.33    | 0.03%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292G5V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       489 | OU      | $505.82       | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141752.24    | 0.02%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31283HVL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3587 | OU      | $3759.45      | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31409AXM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26886 | OU      | $27430.24     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36290SGE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6332 | OU      | $6650.95      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335GLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       278 | OU      | $280.40       | 0.00%             | 2025-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179QPJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59193 | OU      | $60939.17     | 0.01%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                          | TEXTRON INC                                                                     | CUSIP: 883203BW0<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487057.30    | 0.07%             | 2026-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179M2S8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7300 | OU      | $7456.45      | 0.00%             | 2043-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                | MEXICO GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | USGSE             | MX        |    350000 | PA      | $332811.50    | 0.05%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RBZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139873 | OU      | $144257.21    | 0.02%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138EPAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3129 | OU      | $3133.31      | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138MN4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9832 | OU      | $9524.37      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU       | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C33                             | CUSIP: 46645JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | OU      | $290464.32    | 0.04%             | 2048-12-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                  | SOUTHERN CALIFORNIA EDISON CO                                                   | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212674.12    | 0.03%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M5WR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13408 | OU      | $13994.42     | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138M3SP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    583512 | OU      | $563683.38    | 0.09%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138Y5WF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6422 | OU      | $6334.68      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371MRR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4387 | OU      | $4607.24      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                | APPLIED MATERIALS INC                                                           | CUSIP: 038222AJ4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494099.76    | 0.07%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31374F6L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        91 | OU      | $91.92        | 0.00%             | 2026-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WG2M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     88373 | OU      | $84053.13     | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                        | STATE OF CALIFORNIA                                                             | CUSIP: 13063A5G5<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    300000 | PA      | $400314.75    | 0.06%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH        | AMERICAN MUNICIPAL POWER INC                                                    | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    100000 | PA      | $137040.83    | 0.02%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31417QUF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2300 | OU      | $2286.41      | 0.00%             | 2024-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK              | INTER-AMERICAN DEVELOPMENT BANK                                                 | CUSIP: 4581X0CM8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | XX        |   1000000 | PA      | $959942.08    | 0.15%             | 2025-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| ROPER TECHNOLOGIES INC               | ROPER TECHNOLOGIES INC                                                          | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485534.52    | 0.07%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140J6GK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     86364 | OU      | $82659.55     | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M5NN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     16684 | OU      | $17651.18     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                         | HYDRO-QUEBEC                                                                    | CUSIP: 448814DF7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | USGSE             | CA        |     20000 | PA      | $26065.50     | 0.00%             | 2030-04-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36201YL53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25282 | OU      | $26506.17     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31293HJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1806 | OU      | $1858.58      | 0.00%             | 2028-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                  | CARDINAL HEALTH INC                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264650.22    | 0.04%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138W9LS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    149859 | OU      | $141508.40    | 0.02%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER               | INDIANA MICHIGAN POWER CO                                                       | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $325640.18    | 0.05%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CSX CORP                             | CSX CORP                                                                        | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45565.17     | 0.01%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31402CYK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12106 | OU      | $12451.71     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJDX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     11935 | OU      | $12540.10     | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138ELTP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    209912 | OU      | $197258.83    | 0.03%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1968000 | PA      | $1921413.74   | 0.29%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312945KW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     96702 | OU      | $98468.56     | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE             | BURLINGTON NORTHERN SANTA FE LLC                                                | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $290363.40    | 0.04%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138EQX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9402 | OU      | $9066.31      | 0.00%             | 2034-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE             | BURLINGTON NORTHERN SANTA FE LLC                                                | CUSIP: 12189TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $106760.94    | 0.02%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140J5NB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9934 | OU      | $10016.54     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WEZE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    120259 | OU      | $117248.36    | 0.02%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31382G5G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       228 | OU      | $236.49       | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HGC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       835 | OU      | $871.47       | 0.00%             | 2030-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU             | TELEFONICA EMISIONES SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $109887.47    | 0.02%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    252332 | OU      | $245012.37    | 0.04%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HJ54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       464 | OU      | $481.29       | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31378RU64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        94 | OU      | $96.40        | 0.00%             | 2024-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143260.49    | 0.02%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2873378.91   | 0.44%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95637.68     | 0.01%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418AXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16115 | OU      | $15848.68     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179NM88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12109 | OU      | $10987.89     | 0.00%             | 2043-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179NAH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11456 | OU      | $11033.35     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                          | STATE OF ILLINOIS                                                               | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    230000 | PA      | $228642.82    | 0.03%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC             | PRUDENTIAL FINANCIAL INC                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194381.62    | 0.03%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WPGY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    299983 | OU      | $282436.67    | 0.04%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJTZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     57446 | OU      | $56725.58     | 0.01%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31410LTW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     76333 | OU      | $73236.17     | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36207REA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1534 | OU      | $1533.45      | 0.00%             | 2026-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CWX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12437 | OU      | $12283.75     | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 313615MX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        24 | OU      | $23.72        | 0.00%             | 2023-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD       | CANADIAN NATURAL RESOURCES LTD                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $214372.94    | 0.03%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WQNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     63413 | OU      | $56511.63     | 0.01%             | 2043-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RXD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168771 | OU      | $162288.68    | 0.02%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3129296Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10460 | OU      | $10972.61     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31402UR87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18058 | OU      | $18273.47     | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RXF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61700 | OU      | $63289.13     | 0.01%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179QD24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95803 | OU      | $98923.69     | 0.01%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WRP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    306021 | OU      | $288120.68    | 0.04%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179QL66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212246 | OU      | $211480.47    | 0.03%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179NF94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200351 | OU      | $204659.22    | 0.03%             | 2043-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31404JGQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3012 | OU      | $3064.24      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP /  CAYMN FI             | BROADCOM CORP / BROADCOM CAYMAN FINANCE LTD                                     | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $103152.73    | 0.02%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WJLT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     84786 | OU      | $78542.46     | 0.01%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MCJK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3992 | OU      | $4043.42      | 0.00%             | 2024-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMUV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     96696 | OU      | $92059.23     | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                         | NEWMONT CORP                                                                    | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    126000 | PA      | $140688.13    | 0.02%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2630000 | PA      | $2516221.68   | 0.38%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31413UUE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10746 | OU      | $10997.41     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138YBSA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5155 | OU      | $5085.09      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    875000 | PA      | $668640.14    | 0.10%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WAQM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16931 | OU      | $16690.26     | 0.00%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                     | CROWN CASTLE INC                                                                | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    430000 | PA      | $415093.10    | 0.06%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC              | CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223783.35    | 0.03%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     76000 | PA      | $65474.30     | 0.01%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJVV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     70400 | OU      | $67735.44     | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJZV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8737 | OU      | $7800.26      | 0.00%             | 2047-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31382WKU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2053 | OU      | $2083.15      | 0.00%             | 2028-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     14288 | OU      | $13692.09     | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36201GAH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8182 | OU      | $8417.03      | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31380WQZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2348 | OU      | $2414.78      | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG               | CREDIT SUISSE GROUP AG                                                          | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $469452.19    | 0.07%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C             | AMERICAN WATER CAPITAL CORP                                                     | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91627.86     | 0.01%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335GNV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       158 | OU      | $160.37       | 0.00%             | 2026-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138XRGL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60721 | OU      | $61539.63     | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128K7ZV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       462 | OU      | $474.90       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31413BPH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11191 | OU      | $11828.52     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31417YTC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16681 | OU      | $16352.46     | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138Y9EL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2707 | OU      | $2670.00      | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31412LQX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42588 | OU      | $44773.74     | 0.01%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138X5G92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8339 | OU      | $7846.70      | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138YNE94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8360 | OU      | $8129.52      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO              | WASHINGTON GAS LIGHT CO                                                         | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121327.10    | 0.02%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                  | EMERA US FINANCE LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $84242.15     | 0.01%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31403SWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2822 | OU      | $2853.22      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36241KK56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20409 | OU      | $21666.11     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31298QCU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       493 | OU      | $507.14       | 0.00%             | 2031-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HD50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       529 | OU      | $544.43       | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138Y6LV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    127343 | OU      | $122505.12    | 0.02%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31403V3M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9760 | OU      | $10194.99     | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144856.18    | 0.02%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138YWKD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     65917 | OU      | $62292.04     | 0.01%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179QBG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162786 | OU      | $162198.74    | 0.02%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJDD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22880 | OU      | $23559.28     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJJF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13398 | OU      | $13796.86     | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371JWB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1267 | OU      | $1325.00      | 0.00%             | 2031-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191913.29    | 0.03%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMUS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     79560 | OU      | $77639.06     | 0.01%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371HYB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1221 | OU      | $1280.81      | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC               | CHURCH & DWIGHT CO INC                                                          | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127784.28    | 0.02%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                    | GENERAL MOTORS CO                                                               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174206.56    | 0.03%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 3620A9PT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14797 | OU      | $15009.84     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132Y0KF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     19375 | OU      | $18551.34     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418A6X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    201466 | OU      | $194224.00    | 0.03%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WMFC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    109361 | OU      | $97537.36     | 0.01%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                  | ABBOTT LABORATORIES                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209509.66    | 0.03%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31400JQX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4060 | OU      | $4175.84      | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SQU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25290 | OU      | $23070.70     | 0.00%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138XK4K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35737 | OU      | $34841.88     | 0.01%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJZ45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10483 | OU      | $10325.87     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR             | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236942.34    | 0.04%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                | NORTHROP GRUMMAN CORP                                                           | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141222.76    | 0.02%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418AE87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     70919 | OU      | $68559.92     | 0.01%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31415BD48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7411 | OU      | $7539.49      | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179QJS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109072 | OU      | $104985.84    | 0.02%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137BKRJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     45000 | OU      | $43924.60     | 0.01%             | 2025-05-01      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU FIN PTY LT             | BARRICK PD AUSTRALIA FINANCE PTY LTD                                            | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $219164.44    | 0.03%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                       | AON GLOBAL LTD                                                                  | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $183783.58    | 0.03%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31298V7G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       646 | OU      | $673.39       | 0.00%             | 2031-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AETNA INC                            | AETNA INC                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    150000 | PA      | $168439.55    | 0.03%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    120174 | OU      | $111569.14    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179QT68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157900 | OU      | $162069.25    | 0.02%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJYX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     53722 | OU      | $47961.99     | 0.01%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31411ECY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     66073 | OU      | $67648.72     | 0.01%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36188RJ90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28722 | OU      | $28503.47     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    285000 | PA      | $293633.50    | 0.04%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36295PNE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6921 | OU      | $7224.94      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138EPKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     31012 | OU      | $30569.34     | 0.00%             | 2030-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                | QUEST DIAGNOSTICS INC                                                           | CUSIP: 74834LAX8<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243114.47    | 0.04%             | 2025-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31391RL75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       866 | OU      | $891.07       | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36184A2T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5133 | OU      | $5118.97      | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31402EYQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4860 | OU      | $4918.26      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138EADR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15382 | OU      | $14923.79     | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138XJDF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13029 | OU      | $12860.98     | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128LXKW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10808 | OU      | $11382.03     | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                  | AMERICAN EXPRESS CO                                                             | CUSIP: 025816BK4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245527.32    | 0.04%             | 2024-12-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    156429 | OU      | $149027.76    | 0.02%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138ESDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    131867 | OU      | $128554.99    | 0.02%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138Y9NP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    167841 | OU      | $163389.04    | 0.02%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31419AG43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     54833 | OU      | $55775.96     | 0.01%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36295EFS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11336 | OU      | $11573.47     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31389SDF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11156 | OU      | $11520.28     | 0.00%             | 2032-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                    | JOHNSON & JOHNSON                                                               | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43563.27     | 0.01%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                   | BANCO SANTANDER SA                                                              | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $374816.81    | 0.06%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138Y3XQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    113097 | OU      | $108847.06    | 0.02%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 3620AR4C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12391 | OU      | $12567.26     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31417YR90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     37146 | OU      | $37814.14     | 0.01%             | 2030-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                    | CHILE GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 168863BW7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | USGSE             | CL        |    500000 | PA      | $486599.93    | 0.07%             | 2025-03-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    615000 | PA      | $577451.37    | 0.09%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144376 | OU      | $138689.34    | 0.02%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO              | BECTON DICKINSON AND CO                                                         | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    386000 | PA      | $379249.55    | 0.06%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138A9C28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    449829 | OU      | $444851.75    | 0.07%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138M3QJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     51409 | OU      | $49417.96     | 0.01%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                       | BORGWARNER INC                                                                  | CUSIP: 099724AJ5<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241627.84    | 0.04%             | 2025-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WNXD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    264879 | OU      | $249385.70    | 0.04%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY             | CANADIAN PACIFIC RAILWAY CO                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $110055.84    | 0.02%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI       | BAY AREA TOLL AUTHORITY                                                         | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    300000 | PA      | $368809.23    | 0.06%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36202SBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2531 | OU      | $2587.73      | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                           | FEDEX CORP                                                                      | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182146.59    | 0.03%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RNY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35246 | OU      | $36155.05     | 0.01%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                            | ADOBE INC                                                                       | CUSIP: 00724FAC5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244163.90    | 0.04%             | 2025-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31283H4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5190 | OU      | $5436.08      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31410PVC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14719 | OU      | $15508.91     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138ELYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2607 | OU      | $2646.14      | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138Y9AR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     77796 | OU      | $75845.89     | 0.01%             | 2029-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                              | BPCE SA                                                                         | CUSIP: 05578DAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $197792.22    | 0.03%             | 2024-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128PTGS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     38333 | OU      | $38019.74     | 0.01%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6744 | OU      | $6487.13      | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138AT4H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5843 | OU      | $5797.66      | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC             | PRUDENTIAL FINANCIAL INC                                                        | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294709.50    | 0.04%             | 2044-03-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501182.37    | 0.08%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31407PRA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18066 | OU      | $18582.71     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                   | PROVINCE OF QUEBEC CANADA                                                       | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | USGSE             | CA        |    300000 | PA      | $360219.57    | 0.05%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                       | DIGNITY HEALTH                                                                  | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    154000 | PA      | $148023.53    | 0.02%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/THE                 | WILLIAMS COS INC/THE                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217114.79    | 0.03%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101042 | OU      | $99891.07     | 0.02%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    885000 | PA      | $980794.34    | 0.15%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                         | QUALCOMM INC                                                                    | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143235.83    | 0.02%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE             | BURLINGTON NORTHERN SANTA FE LLC                                                | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $342691.80    | 0.05%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36184FSP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43704 | OU      | $40426.94     | 0.01%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                             | AT&T INC                                                                        | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    341000 | PA      | $299896.80    | 0.05%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO/THE                        | KROGER CO/THE                                                                   | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $232902.05    | 0.04%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                    | HSBC HOLDINGS PLC                                                               | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $285098.78    | 0.04%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                            | APPLE INC                                                                       | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193105.83    | 0.03%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | MORGAN STANLEY                                                                  | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $352199.79    | 0.05%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140F02D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4197 | OU      | $4133.39      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M4HW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     33589 | OU      | $34056.33     | 0.01%             | 2037-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC     | AMERICAN INTERNATIONAL GROUP INC                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191237.94    | 0.03%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31407XFG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4542 | OU      | $4671.58      | 0.00%             | 2035-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                | TRANSCANADA PIPELINES LTD                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $82058.82     | 0.01%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31283GZR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       116 | OU      | $117.70       | 0.00%             | 2027-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179QRY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    104073 | OU      | $100077.20    | 0.02%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1230000 | PA      | $988612.50    | 0.15%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES               | PPL ELECTRIC UTILITIES CORP                                                     | CUSIP: 69351UAR4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193558.24    | 0.03%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31307NWQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     14463 | OU      | $14270.53     | 0.00%             | 2030-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                      | BROOKFIELD CORP                                                                 | CUSIP: 112585AH7<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $246230.03    | 0.04%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR             | PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                        | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $205029.33    | 0.03%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36178GHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21300 | OU      | $20452.75     | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT             | INTERSTATE POWER AND LIGHT CO                                                   | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117600.85    | 0.02%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36195JMF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33655 | OU      | $30052.23     | 0.00%             | 2046-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31414DQ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        76 | OU      | $77.96        | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138X0XW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21682 | OU      | $19340.60     | 0.00%             | 2043-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31288DWY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4019 | OU      | $4130.19      | 0.00%             | 2032-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36204QDD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        85 | OU      | $88.37        | 0.00%             | 2024-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371N5J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     41310 | OU      | $43260.12     | 0.01%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                | REYNOLDS AMERICAN INC                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    240000 | PA      | $229963.14    | 0.03%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31283HWZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7359 | OU      | $7712.96      | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138X0Z35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    352119 | OU      | $336850.02    | 0.05%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK             | EUROPEAN INVESTMENT BANK                                                        | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | XX        |    500000 | PA      | $473298.62    | 0.07%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128LBC30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7741 | OU      | $7937.30      | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                           | ABBVIE INC                                                                      | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165782.67    | 0.03%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M4S46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7486 | OU      | $7877.54      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WFNP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     23057 | OU      | $22478.33     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31401V4E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7083 | OU      | $7394.05      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31388WXC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5429 | OU      | $5630.14      | 0.00%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138X4CU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42122 | OU      | $39658.54     | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418XGC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5010 | OU      | $5122.18      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36225AUJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       343 | OU      | $343.11       | 0.00%             | 2027-06-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M8G99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    519350 | OU      | $502223.98    | 0.08%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31412MFU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     73208 | OU      | $75305.50     | 0.01%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128LCSM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6937 | OU      | $7300.73      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                    | JOHNSON & JOHNSON                                                               | CUSIP: 478160BY9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    380000 | PA      | $362895.43    | 0.06%             | 2026-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31288EWB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5643 | OU      | $5808.74      | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36225BPC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1307 | OU      | $1403.31      | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138YYCV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     53511 | OU      | $51390.19     | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK               | ASIAN DEVELOPMENT BANK                                                          | CUSIP: 045167CW1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | XX        |    500000 | PA      | $478734.94    | 0.07%             | 2025-01-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31379JVU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       110 | OU      | $110.14       | 0.00%             | 2026-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                         | COMCAST CORP                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68644.62     | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140EUXU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10744 | OU      | $10285.51     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9U91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5910 | OU      | $5978.42      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RZU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129892 | OU      | $128219.90    | 0.02%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC             | NORTHWELL HEALTHCARE INC                                                        | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202317.14    | 0.03%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36202F4Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2878 | OU      | $2778.56      | 0.00%             | 2027-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                          | WALMART INC                                                                     | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86555.23     | 0.01%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31407NQC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4751 | OU      | $4796.32      | 0.00%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128P7PH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17567 | OU      | $17900.75     | 0.00%             | 2030-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36177UJN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     33567 | OU      | $31672.64     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312944ZD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    115182 | OU      | $114022.44    | 0.02%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG             | BERKSHIRE HATHAWAY ENERGY CO                                                    | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252294.55    | 0.04%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2345000 | PA      | $2209704.50   | 0.34%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138M5L80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    116914 | OU      | $112954.06    | 0.02%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31388DYZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1908 | OU      | $1961.78      | 0.00%             | 2031-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                        | OWENS CORNING                                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     69000 | PA      | $78753.87     | 0.01%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31417YUM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    119357 | OU      | $118922.83    | 0.02%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36201QTL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9588 | OU      | $9866.57      | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31416PPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60759 | OU      | $60086.70     | 0.01%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARATHON OIL CORP                    | MARATHON OIL CORP                                                               | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158991.58    | 0.02%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371HDQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       366 | OU      | $376.83       | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138Y6ZB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     73649 | OU      | $71808.16     | 0.01%             | 2029-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138A9X74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3682 | OU      | $3735.18      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC            | L3HARRIS TECHNOLOGIES INC                                                       | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194827.39    | 0.03%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36211DU32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       951 | OU      | $950.30       | 0.00%             | 2029-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KFW                                  | KREDITANSTALT FUER WIEDERAUFBAU                                                 | CUSIP: 500769GQ1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1049241.77   | 0.16%             | 2025-05-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371HNM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1051 | OU      | $1094.19      | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137BGK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    348000 | OU      | $338715.19    | 0.05%             | 2024-12-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HR71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1787 | OU      | $1872.97      | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMSG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     73673 | OU      | $71900.68     | 0.01%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31414KHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21396 | OU      | $21830.09     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORIA              | UNIVERSITY OF SOUTHERN CALIFORNIA                                               | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41553.95     | 0.01%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC NON GOLD POOL                                                       | CUSIP: 31349TCV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       246 | OU      | $245.41       | 0.00%             | 2034-08-01      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF FINLAND                  | FINLAND GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 317873AY3<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | USGSE             | FI        |     25000 | PA      | $26801.10     | 0.00%             | 2026-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                     | CAMPBELL SOUP CO                                                                | CUSIP: 134429BA6<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193727.25    | 0.03%             | 2025-03-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31385HZE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       727 | OU      | $754.82       | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312929MQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     29625 | OU      | $30434.93     | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HRH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1878 | OU      | $1967.91      | 0.00%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31389S6V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18294 | OU      | $18958.39     | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292GWG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       328 | OU      | $343.73       | 0.00%             | 2028-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                    | SUNCOR ENERGY INC                                                               | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $42059.48     | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138YLBG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7900 | OU      | $7524.23      | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138W75S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    186527 | OU      | $175616.92    | 0.03%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179NND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23319 | OU      | $24104.66     | 0.00%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2030000 | PA      | $1894085.17   | 0.29%             | 2026-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     45344 | OU      | $42108.63     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138EQWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    170039 | OU      | $160104.30    | 0.02%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31385SK56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       881 | OU      | $891.93       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31410PLC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     45011 | OU      | $45715.08     | 0.01%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                         | BARCLAYS PLC                                                                    | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196058.76    | 0.03%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36290V2U7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11859 | OU      | $12301.04     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36206JBT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       880 | OU      | $879.00       | 0.00%             | 2027-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WJH76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27016 | OU      | $25848.98     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    128439 | OU      | $119607.15    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                   | VALERO ENERGY CORP                                                              | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    170000 | PA      | $197822.07    | 0.03%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31414LKW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     56270 | OU      | $58882.64     | 0.01%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418AKP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     86613 | OU      | $85185.48     | 0.01%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    747000 | PA      | $638860.08    | 0.10%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31417W2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     45086 | OU      | $46379.49     | 0.01%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                | VALE OVERSEAS LTD                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $274104.21    | 0.04%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245677.32    | 0.04%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK             | EUROPEAN INVESTMENT BANK                                                        | CUSIP: 298785GS9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | XX        |    500000 | PA      | $477352.58    | 0.07%             | 2025-02-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418BTK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52495 | OU      | $50228.54     | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2013-1 A PTT              | UNITED AIRLINES 2013-1 CLASS A PASS THROUGH TRUST                               | CUSIP: 909319AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    603108 | PA      | $574861.15    | 0.09%             | 2025-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31412XX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39249 | OU      | $41196.67     | 0.01%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE              | BANK OF NOVA SCOTIA/THE                                                         | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $247176.14    | 0.04%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31374GNC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       160 | OU      | $162.37       | 0.00%             | 2027-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138EJTK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10094 | OU      | $9752.71      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179N5W4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95313 | OU      | $94969.35     | 0.01%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335HXC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       142 | OU      | $143.10       | 0.00%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292GWT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       365 | OU      | $382.04       | 0.00%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | UST               | US        |    540000 | PA      | $616957.41    | 0.09%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HDP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       168 | OU      | $176.67       | 0.00%             | 2030-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMTP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     49245 | OU      | $48057.85     | 0.01%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31419GB94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    327183 | OU      | $323562.80    | 0.05%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31368HKZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        77 | OU      | $80.01        | 0.00%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179S2M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9129 | OU      | $8281.95      | 0.00%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31413FGG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13476 | OU      | $14167.91     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138LR6X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    291187 | OU      | $281328.82    | 0.04%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG             | BERKSHIRE HATHAWAY ENERGY CO                                                    | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166539.14    | 0.03%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                       | MERCK & CO INC                                                                  | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242267.02    | 0.04%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126575.30    | 0.02%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1860000 | PA      | $1820910.95   | 0.28%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV             | SOUTHWESTERN PUBLIC SERVICE CO                                                  | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    350000 | PA      | $268474.73    | 0.04%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP/THE                 | PROGRESSIVE CORP/THE                                                            | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111566.40    | 0.02%             | 2029-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CS96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15652 | OU      | $15354.97     | 0.00%             | 2038-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                       | LEGG MASON INC                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103668.85    | 0.02%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2015000 | PA      | $1891345.11   | 0.29%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36296GR78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12903 | OU      | $13435.08     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                   | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180896.79    | 0.03%             | 2048-04-24      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31415VDT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13551 | OU      | $13940.39     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HJU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       257 | OU      | $266.33       | 0.00%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36213WET9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5381 | OU      | $5584.05      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                            | ORANGE SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $189905.66    | 0.03%             | 2031-03-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138Y2C68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7835 | OU      | $7720.63      | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC  | SUMITOMO MITSUI FINANCIAL GROUP INC                                             | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    160000 | PA      | $152568.21    | 0.02%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335H7D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2359 | OU      | $2393.81      | 0.00%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31298TW32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       693 | OU      | $719.42       | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31386TL78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1100 | OU      | $1131.08      | 0.00%             | 2031-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140H5CX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60322 | OU      | $56821.99     | 0.01%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36207EHF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6460 | OU      | $6454.62      | 0.00%             | 2026-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CUE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10175 | OU      | $9981.82      | 0.00%             | 2038-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                    | SUNCOR ENERGY INC                                                               | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $326955.55    | 0.05%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36178YRE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7689 | OU      | $7463.60      | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31391LYA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2557 | OU      | $2715.99      | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M9GZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       817 | OU      | $853.93       | 0.00%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31401BYN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2363 | OU      | $2430.15      | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK              | LANDWIRTSCHAFTLICHE RENTENBANK                                                  | CUSIP: 515110BP8<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $239607.70    | 0.04%             | 2025-06-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES INC       | NATIONAL RETAIL PROPERTIES INC                                                  | CUSIP: 637417AG1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491985.15    | 0.07%             | 2024-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                         | COMCAST CORP                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52323.05     | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418BLF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     71351 | OU      | $68640.30     | 0.01%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1040000 | PA      | $1047028.12   | 0.16%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31374TVR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       215 | OU      | $215.23       | 0.00%             | 2029-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31296XAN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     24636 | OU      | $25814.98     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                     | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | USGSE             | PE        |    370000 | PA      | $402373.43    | 0.06%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31404FRB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17913 | OU      | $18259.67     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1185000 | PA      | $1361315.04   | 0.21%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179NDP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144246 | OU      | $130874.46    | 0.02%             | 2043-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 3617A4AK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7598 | OU      | $7560.35      | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $507649.12    | 0.08%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                  | TRINITY HEALTH CORP                                                             | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180824.03    | 0.03%             | 2045-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2111000 | PA      | $2035424.55   | 0.31%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| DOLLAR TREE INC                      | DOLLAR TREE INC                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93468.02     | 0.01%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2841350.05   | 0.43%             | 2024-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138Y2VQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6149 | OU      | $5885.98      | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31417FSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    166685 | OU      | $156935.01    | 0.02%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132JNRZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10667 | OU      | $9975.10      | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC               | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73920.05     | 0.01%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36213UZY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17192 | OU      | $17718.35     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31416W6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15925 | OU      | $15595.49     | 0.00%             | 2025-11-01      | 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        |     15580 | OU      | $15275.78     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179MNG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97192 | OU      | $91549.29     | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31410FFT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10779 | OU      | $11211.84     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                   | ENERGY TRANSFER LP                                                              | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220226.25    | 0.03%             | 2044-05-15      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36291FN46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17539 | OU      | $16227.57     | 0.00%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36200MWW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5429 | OU      | $5613.49      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | MORGAN STANLEY                                                                  | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196922.68    | 0.03%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138ENNE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    111684 | OU      | $114886.65    | 0.02%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31293HDX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2242 | OU      | $2307.53      | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP              | JAPAN BANK FOR INTERNATIONAL COOPERATION                                        | CUSIP: 471048AR9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | USGSE             | JP        |    250000 | PA      | $239403.80    | 0.04%             | 2026-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31384VTE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1390 | OU      | $1445.52      | 0.00%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31400RRY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12243 | OU      | $12593.50     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138ABBC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6344 | OU      | $6305.49      | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179NTF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51100 | OU      | $52733.43     | 0.01%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                        | STATE OF CALIFORNIA                                                             | CUSIP: 13063DGC6<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    100000 | PA      | $96857.48     | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                   | VODAFONE GROUP PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $59307.63     | 0.01%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31412TK36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38844 | OU      | $40840.69     | 0.01%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31409C4M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17556 | OU      | $17979.19     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31402YGE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6466 | OU      | $6651.17      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                       | LOWE'S COS INC                                                                  | CUSIP: 548661DD6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243375.32    | 0.04%             | 2024-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3580 | OU      | $3682.22      | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES              | PHILIPPINE GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | USGSE             | PH        |    400000 | PA      | $336912.28    | 0.05%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WB4G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9495 | OU      | $9414.72      | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138AALD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2983 | OU      | $3034.15      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192971.21    | 0.03%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179NXB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8710 | OU      | $8626.47      | 0.00%             | 2029-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179NMP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21332 | OU      | $21126.95     | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                         | COMCAST CORP                                                                    | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $349209.48    | 0.05%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132J4DH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     35020 | OU      | $34476.26     | 0.01%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                  | PROVINCE OF ALBERTA CANADA                                                      | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | USGSE             | CA        |     80000 | PA      | $77613.54     | 0.01%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138A8SR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3967 | OU      | $3942.54      | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TG66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25945 | OU      | $26220.16     | 0.00%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                | WELLS FARGO & CO                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494755.58    | 0.08%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31296JP59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2109 | OU      | $2150.26      | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140472 | OU      | $136278.05    | 0.02%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WRPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     83062 | OU      | $78203.83     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY             | URUGUAY GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | USGSE             | UY        |    300000 | PA      | $384291.80    | 0.06%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335BAU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     88049 | OU      | $88868.82     | 0.01%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31389PQV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1368 | OU      | $1417.82      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128P73Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    142222 | OU      | $137272.34    | 0.02%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138XDUX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15933 | OU      | $15374.71     | 0.00%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WJQ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52484 | OU      | $52918.00     | 0.01%             | 2046-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828XT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1594924.80   | 0.24%             | 2024-05-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31412WZK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3217 | OU      | $3334.32      | 0.00%             | 2037-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371JNP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       537 | OU      | $558.12       | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31412LBL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20412 | OU      | $21460.30     | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31389HWS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2818 | OU      | $2934.15      | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128P8DH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     47791 | OU      | $44451.16     | 0.01%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31391HDP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6014 | OU      | $6237.54      | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31375HE34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3069 | OU      | $3068.19      | 0.00%             | 2026-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312938S20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    198249 | OU      | $201870.19    | 0.03%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36184CR80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5520 | OU      | $5461.83      | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT             | KAISER FOUNDATION HOSPITALS                                                     | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478877.73    | 0.07%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31288HNJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13110 | OU      | $13349.06     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138W9AS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24874 | OU      | $23418.84     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138YBSR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     65009 | OU      | $62498.62     | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36241KXR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14559 | OU      | $15258.73     | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31416NB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4160 | OU      | $4219.00      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31296MKJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4425 | OU      | $4478.63      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140E0VP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     68608 | OU      | $65860.18     | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV              | AMERICA MOVIL SAB DE CV                                                         | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $111503.86    | 0.02%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138E2E27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38715 | OU      | $37808.79     | 0.01%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128044.97    | 0.02%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M7VA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22219 | OU      | $23071.63     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2705000 | PA      | $2633676.75   | 0.40%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                       | ELI LILLY & CO                                                                  | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239676.22    | 0.04%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132L7CJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     89029 | OU      | $87912.24     | 0.01%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31416NBC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1896 | OU      | $1918.62      | 0.00%             | 2024-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                 | MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $255587.34    | 0.04%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828X70<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1840000 | PA      | $1781637.50   | 0.27%             | 2024-04-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31283HJN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2150 | OU      | $2205.92      | 0.00%             | 2030-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36297CXR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64096 | OU      | $65523.53     | 0.01%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31407H6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1524 | OU      | $1567.93      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE                   | HOME DEPOT INC/THE                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $337232.70    | 0.05%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                 | LOCKHEED MARTIN CORP                                                            | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230294.02    | 0.03%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST                       | STATE OF CONNECTICUT                                                            | CUSIP: 20772GF45<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    200000 | PA      | $218545.80    | 0.03%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36201KAL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5495 | OU      | $5654.46      | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36213CVF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6017 | OU      | $6280.92      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31413ESZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6769 | OU      | $6893.98      | 0.00%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292GWC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       356 | OU      | $369.97       | 0.00%             | 2028-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $185837.89    | 0.03%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31412K7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     20408 | OU      | $21218.63     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138EMVC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2763 | OU      | $2785.54      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORP        | FIRST AMERICAN FINANCIAL CORP                                                   | CUSIP: 31847RAF9<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493979.68    | 0.07%             | 2024-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING              | GE CAPITAL INTERNATIONAL FUNDING CO UNLIMITED CO                                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $584261.19    | 0.09%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     73637 | OU      | $69244.53     | 0.01%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                      | TYSON FOODS INC                                                                 | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248337.54    | 0.04%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WTUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     91835 | OU      | $86463.04     | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                  | NORTHERN TRUST CORP                                                             | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    346000 | PA      | $340370.98    | 0.05%             | 2025-10-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31419GCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3313 | OU      | $3360.31      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJGU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9434 | OU      | $9973.97      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36201YQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6262 | OU      | $6498.09      | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    840000 | PA      | $740184.38    | 0.11%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140E0JE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17904 | OU      | $17644.08     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    219880 | OU      | $206427.56    | 0.03%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140H6NH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     58929 | OU      | $57159.70     | 0.01%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140FHPJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49821 | OU      | $46199.16     | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC            | UNITED PARCEL SERVICE INC                                                       | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70247.87     | 0.01%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31414GM71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1451 | OU      | $1502.62      | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36291HUV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1780 | OU      | $1868.95      | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MD5C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     84459 | OU      | $79832.39     | 0.01%             | 2029-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360268.78    | 0.05%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| AETNA INC                            | AETNA INC                                                                       | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233724.36    | 0.04%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJYN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    169450 | OU      | $163418.32    | 0.02%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138YHV23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10643 | OU      | $9866.52      | 0.00%             | 2030-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                    | CISCO SYSTEMS INC                                                               | CUSIP: 17275RBC5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241338.01    | 0.04%             | 2026-02-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M86C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    487911 | OU      | $482999.55    | 0.07%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                     | VENTAS REALTY LP                                                                | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142367.18    | 0.02%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1956000 | PA      | $1763303.45   | 0.27%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $246312.84    | 0.04%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138EPJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    100889 | OU      | $99522.39     | 0.02%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                   | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109886.09    | 0.02%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                  | RIO TINTO ALCAN INC                                                             | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $410046.35    | 0.06%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31417GZP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    117699 | OU      | $110813.96    | 0.02%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179QL58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119071 | OU      | $114582.35    | 0.02%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31414KPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4168 | OU      | $4285.90      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA UNIF SCH DIST         | LOS ANGELES UNIFIED SCHOOL DISTRICT/CA                                          | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $384175.68    | 0.06%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31401BYX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       103 | OU      | $103.93       | 0.00%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31409T7L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8307 | OU      | $8677.88      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36202FUH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7837 | OU      | $8243.14      | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140EVGJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    101074 | OU      | $96999.26     | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJTY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     23031 | OU      | $22231.12     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36183BCF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3182 | OU      | $3088.42      | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36291FVS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       470 | OU      | $485.71       | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJCJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     20848 | OU      | $21467.57     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                      | MCDONALD'S CORP                                                                 | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    465000 | PA      | $460032.96    | 0.07%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MDER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     75014 | OU      | $72869.48     | 0.01%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128K7Y93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5475 | OU      | $5536.41      | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371JNL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       118 | OU      | $124.92       | 0.00%             | 2030-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75259 | OU      | $74754.85     | 0.01%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1875000 | PA      | $1778723.14   | 0.27%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371LDJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9024 | OU      | $9448.92      | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31410WF45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7344 | OU      | $7695.69      | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31413D3F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9060 | OU      | $9625.94      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | MORGAN STANLEY                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241833.32    | 0.04%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                         | STRYKER CORP                                                                    | CUSIP: 863667AN1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242722.05    | 0.04%             | 2026-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                   | VODAFONE GROUP PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $171333.69    | 0.03%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31417YD53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2627 | OU      | $2611.55      | 0.00%             | 2024-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WE3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5479 | OU      | $5341.49      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                  | LELAND STANFORD JUNIOR UNIVERSITY/THE                                           | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92929.13     | 0.01%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KROGER CO/THE                        | KROGER CO/THE                                                                   | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290181.84    | 0.04%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132KETA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17347 | OU      | $16625.30     | 0.00%             | 2029-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                        | CME GROUP INC                                                                   | CUSIP: 12572QAG0<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243493.31    | 0.04%             | 2025-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9159 | OU      | $9673.12      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                    | TOYOTA MOTOR CORP                                                               | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $194770.57    | 0.03%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36224YQN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        56 | OU      | $55.82        | 0.00%             | 2024-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31297CHM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1050 | OU      | $1058.48      | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    132864 | OU      | $128818.69    | 0.02%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                           | BIOGEN INC                                                                      | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491337.38    | 0.07%             | 2025-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                   | REALTY INCOME CORP                                                              | CUSIP: 756109AQ7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246462.49    | 0.04%             | 2024-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138XU4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3524 | OU      | $3525.46      | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371KWV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4283 | OU      | $4357.31      | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                      | CVS HEALTH CORP                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190370.28    | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $280407.02    | 0.04%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WFKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42856 | OU      | $41117.16     | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HEF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       626 | OU      | $649.50       | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                    | NATWEST GROUP PLC                                                               | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $498564.99    | 0.08%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292HNH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8392 | OU      | $8797.46      | 0.00%             | 2032-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAXALTA INC                          | BAXALTA INC                                                                     | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201054.69    | 0.03%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC  | SUMITOMO MITSUI FINANCIAL GROUP INC                                             | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $487203.09    | 0.07%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC              | ILLINOIS TOOL WORKS INC                                                         | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155207.08    | 0.02%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128P8BY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     27568 | OU      | $26402.68     | 0.00%             | 2035-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371MGH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8342 | OU      | $8734.56      | 0.00%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138YHU24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    192112 | OU      | $179240.01    | 0.03%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31412PHD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18718 | OU      | $18652.86     | 0.00%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418AZS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35328 | OU      | $34744.90     | 0.01%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31307ERM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5772 | OU      | $5527.32      | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJZA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     53296 | OU      | $47581.03     | 0.01%             | 2046-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31411E4E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25847 | OU      | $27317.96     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31390TM63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28400 | OU      | $29578.56     | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31410FYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16394 | OU      | $17326.62     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371K5X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       186 | OU      | $187.07       | 0.00%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292GQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       134 | OU      | $138.60       | 0.00%             | 2026-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138W7GC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     55754 | OU      | $52493.29     | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36291AVX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3326 | OU      | $3394.87      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                   | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52324.87     | 0.01%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140E9J80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     83178 | OU      | $80890.00     | 0.01%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128KCVK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9024 | OU      | $9520.52      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128KQEY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       176 | OU      | $181.53       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31414SED1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29138 | OU      | $29973.08     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31405JRL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12241 | OU      | $12648.16     | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $742792.97    | 0.11%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418BMN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     32855 | OU      | $32313.10     | 0.00%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                          | TARGET CORP                                                                     | CUSIP: 87612EBE5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380388.71    | 0.06%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138YGHP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4153 | OU      | $3870.85      | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    335000 | PA      | $363540.43    | 0.06%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMM67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     58830 | OU      | $57651.65     | 0.01%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    115898 | OU      | $107622.63    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE               | TENNESSEE GAS PIPELINE CO LLC                                                   | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $79824.68     | 0.01%             | 2037-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140EUKN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    167745 | OU      | $160433.49    | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36290T6V6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45068 | OU      | $43743.37     | 0.01%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371MT23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6783 | OU      | $7131.14      | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31287LXB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1963 | OU      | $2003.58      | 0.00%             | 2031-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31385FZ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       409 | OU      | $410.73       | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                         | DANAHER CORP                                                                    | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240002.39    | 0.04%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36291AES4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       706 | OU      | $730.14       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36225BB31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2973 | OU      | $3062.77      | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31402ERL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11584 | OU      | $12107.59     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128LXDY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2356 | OU      | $2340.36      | 0.00%             | 2035-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31412QBG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    141242 | OU      | $143671.15    | 0.02%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MB3H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       219 | OU      | $220.96       | 0.00%             | 2023-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128PS5B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     47942 | OU      | $47008.07     | 0.01%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132QSZN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1569 | OU      | $1549.65      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36297CXV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    198986 | OU      | $204344.17    | 0.03%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION             | SABINE PASS LIQUEFACTION LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300715.78    | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 3620A56D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55217 | OU      | $56054.51     | 0.01%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                            | APPLE INC                                                                       | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486546.66    | 0.07%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36211EQL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       442 | OU      | $442.88       | 0.00%             | 2029-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34520 | OU      | $33137.84     | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31287SCS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1584 | OU      | $1664.90      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31385JRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11071 | OU      | $11591.76     | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1445000 | PA      | $1214759.57   | 0.18%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36295FH49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8839 | OU      | $9011.58      | 0.00%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29825 | OU      | $27961.20     | 0.00%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179MQS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20933 | OU      | $21645.63     | 0.00%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                            | HESS CORP                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249693.01    | 0.04%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                  | PROGRESS ENERGY INC                                                             | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    280000 | PA      | $327826.94    | 0.05%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36291NTW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15544 | OU      | $16164.20     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                         | ALPHABET INC                                                                    | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279336.95    | 0.04%             | 2026-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292GWD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       898 | OU      | $940.64       | 0.00%             | 2028-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RJE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     76651 | OU      | $73531.09     | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138ENKH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38234 | OU      | $38549.89     | 0.01%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31293KS98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        76 | OU      | $78.68        | 0.00%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371KMK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4454 | OU      | $4663.01      | 0.00%             | 2032-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                            | APPLE INC                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288982.85    | 0.04%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                          | PEPSICO INC                                                                     | CUSIP: 713448CY2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245397.25    | 0.04%             | 2025-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                    | EOG RESOURCES INC                                                               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189378.33    | 0.03%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31419LZU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3272 | OU      | $3160.98      | 0.00%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                        | STATE OF CALIFORNIA                                                             | CUSIP: 13063A5E0<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    200000 | PA      | $252616.32    | 0.04%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140FDET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60539 | OU      | $56225.69     | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                 | KANSAS CITY SOUTHERN/OLD                                                        | CUSIP: 485170AS3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145281.41    | 0.02%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277956 | OU      | $266354.96    | 0.04%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                  | SYNCHRONY FINANCIAL                                                             | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245366.84    | 0.04%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                  | COMM 2014-CCRE16 MORTGAGE TRUST                                                 | CUSIP: 12591VAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | OU      | $196181.98    | 0.03%             | 2047-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31410TBC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4438 | OU      | $4621.09      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2588 | OU      | $2712.36      | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                | WELLS FARGO & CO                                                                | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $461836.44    | 0.07%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138EGQX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    192131 | OU      | $185610.42    | 0.03%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP           | RAYTHEON TECHNOLOGIES CORP                                                      | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104592.82    | 0.02%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108921 | OU      | $104561.64    | 0.02%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                   | UNION PACIFIC CORP                                                              | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103462.70    | 0.02%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31402C3J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6595 | OU      | $6899.71      | 0.00%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2435000 | PA      | $2332320.99   | 0.35%             | 2025-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJTQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9338 | OU      | $9220.56      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128LXRK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       824 | OU      | $834.98       | 0.00%             | 2036-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF             | PROVINCE OF BRITISH COLUMBIA CANADA                                             | CUSIP: 110709DL3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | USGSE             | CA        |    525000 | PA      | $553823.10    | 0.08%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371GN71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       421 | OU      | $428.84       | 0.00%             | 2028-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WDTN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    100795 | OU      | $96903.88     | 0.01%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828D56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1520000 | PA      | $1473123.44   | 0.22%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                     | EXXON MOBIL CORP                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227972.58    | 0.03%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJC24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      3871 | OU      | $4113.12      | 0.00%             | 2035-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31379HCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1208 | OU      | $1252.28      | 0.00%             | 2028-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO             | FLORIDA POWER & LIGHT CO                                                        | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42708.55     | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36225BPM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3368 | OU      | $3539.12      | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36210BYF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39810 | OU      | $40307.19     | 0.01%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WFX84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     56309 | OU      | $53980.66     | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138M9X97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17485 | OU      | $15565.83     | 0.00%             | 2042-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179MQN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83847 | OU      | $78978.38     | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE       | PORT AUTHORITY OF NEW YORK & NEW JERSEY                                         | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    300000 | PA      | $306085.74    | 0.05%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138X3YG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     36560 | OU      | $32462.95     | 0.00%             | 2043-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3129343E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      4371 | OU      | $4491.10      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36225BSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3067 | OU      | $3263.04      | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138YSSX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10763 | OU      | $10249.49     | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                      | WILLIAM MARSH RICE UNIVERSITY                                                   | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216111.24    | 0.03%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                   | PANAMA GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | USGSE             | PA        |    200000 | PA      | $157360.73    | 0.02%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL              | PROVIDENCE ST JOSEPH HEALTH OBLIGATED GROUP                                     | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $201182.35    | 0.03%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31401BLH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7445 | OU      | $7575.89      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                   | PANAMA GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | USGSE             | PA        |    200000 | PA      | $216760.06    | 0.03%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WC7H0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26449 | OU      | $24958.93     | 0.00%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    890000 | PA      | $964537.50    | 0.15%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 3622A2MZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    131443 | OU      | $125901.63    | 0.02%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36202CHP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        47 | OU      | $47.35        | 0.00%             | 2025-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36179DW63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16756 | OU      | $15499.15     | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY             | URUGUAY GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | USGSE             | UY        |    105000 | PA      | $104322.72    | 0.02%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128P8D65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22535 | OU      | $22129.00     | 0.00%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WHMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     29503 | OU      | $29747.24     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RGB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24474 | OU      | $24963.14     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP           | RAYTHEON TECHNOLOGIES CORP                                                      | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101838.21    | 0.02%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJ3M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     64621 | OU      | $59702.10     | 0.01%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT             | INTERSTATE POWER AND LIGHT CO                                                   | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147301.08    | 0.02%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    875000 | PA      | $771811.52    | 0.12%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA               | BP CAPITAL MARKETS AMERICA INC                                                  | CUSIP: 10373QAB6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297134.04    | 0.05%             | 2025-09-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31307U5S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     28833 | OU      | $27994.35     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJN55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     26541 | OU      | $27331.89     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209838 | OU      | $196382.86    | 0.03%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES                       | FANNIE MAE-ACES                                                                 | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    200000 | OU      | $193813.52    | 0.03%             | 2028-07-01      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    401922 | OU      | $375474.90    | 0.06%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER              | SOUTHWESTERN ELECTRIC POWER CO                                                  | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145476.23    | 0.02%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140Q83V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     27360 | OU      | $27512.68     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK              | INTER-AMERICAN DEVELOPMENT BANK                                                 | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | XX        |    300000 | PA      | $290443.68    | 0.04%             | 2028-09-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140Q9QT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12116 | OU      | $11447.10     | 0.00%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140Q9G72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     66197 | OU      | $60994.15     | 0.01%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418C3F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18439 | OU      | $17386.88     | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204956 | OU      | $191596.94    | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25434 | OU      | $25583.31     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31307VU61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     26874 | OU      | $25891.04     | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS               | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246743.57    | 0.04%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC             | LLOYDS BANKING GROUP PLC                                                        | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $292777.30    | 0.04%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140FF5G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    181754 | OU      | $172863.85    | 0.03%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418C4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     51543 | OU      | $49174.84     | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132Y1W95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     54251 | OU      | $51938.48     | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                           | ABBVIE INC                                                                      | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109083.96    | 0.02%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CYL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60876 | OU      | $58185.28     | 0.01%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                         | COMCAST CORP                                                                    | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196612.97    | 0.03%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128P8G47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     15638 | OU      | $15442.03     | 0.00%             | 2038-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMYD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     45271 | OU      | $44332.33     | 0.01%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMYF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     31692 | OU      | $30534.32     | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31307VT89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     23023 | OU      | $22466.38     | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                | DUPONT DE NEMOURS INC                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129008.33    | 0.02%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA               | BP CAPITAL MARKETS AMERICA INC                                                  | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294639.64    | 0.04%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                 | BOSTON PROPERTIES LP                                                            | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96152.25     | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                | DUPONT DE NEMOURS INC                                                           | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99932.74     | 0.02%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                   | CONAGRA BRANDS INC                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100266.90    | 0.02%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA               | BP CAPITAL MARKETS AMERICA INC                                                  | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99682.20     | 0.02%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                   | CONAGRA BRANDS INC                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59322.11     | 0.01%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                              | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143403.44    | 0.02%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140HPHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4509 | OU      | $4429.77      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJ5P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     19891 | OU      | $20017.44     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140HPBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42361 | OU      | $41441.22     | 0.01%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                | DUPONT DE NEMOURS INC                                                           | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101572.80    | 0.02%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1515000 | PA      | $1431615.82   | 0.22%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSX CORP                             | CSX CORP                                                                        | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96668.32     | 0.01%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                     | BAT CAPITAL CORP                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $148071.60    | 0.02%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                           | ABBVIE INC                                                                      | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294358.93    | 0.04%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132Y2UE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     85814 | OU      | $84400.80     | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                     | BAT CAPITAL CORP                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    310000 | PA      | $289475.99    | 0.04%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                  | CARRIER GLOBAL CORP                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    245000 | PA      | $191011.15    | 0.03%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140HEAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     51241 | OU      | $50245.81     | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI       | PENNSYLVANIA TURNPIKE COMMISSION                                                | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    200000 | PA      | $224511.66    | 0.03%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                     | DEUTSCHE BANK AG/NEW YORK NY                                                    | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $180518.41    | 0.03%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $171776.60    | 0.03%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SGM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95315 | OU      | $94088.59     | 0.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    470000 | PA      | $406311.33    | 0.06%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC               | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57183.93     | 0.01%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132XVQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    106329 | OU      | $101875.31    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS               | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180990.85    | 0.03%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP             | TOYOTA MOTOR CREDIT CORP                                                        | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $246211.12    | 0.04%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CZ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28288 | OU      | $27674.93     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140HJN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10176 | OU      | $10182.31     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                 | PARKER-HANNIFIN CORP                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278090.14    | 0.04%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJ2R0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     83763 | OU      | $77486.93     | 0.01%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3135G05X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | UST               | US        |   1000000 | PA      | $911505.23    | 0.14%             | 2025-08-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418C3C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     48190 | OU      | $46049.92     | 0.01%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                    | STATE STREET CORP                                                               | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271372.98    | 0.04%             | 2031-03-30      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC            | UNITED PARCEL SERVICE INC                                                       | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219035.47    | 0.03%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31335BU38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     12964 | OU      | $13254.11     | 0.00%             | 2048-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS               | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161226.51    | 0.02%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH       | MASSACHUSETTS SCHOOL BUILDING AUTHORITY                                         | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $111756.66    | 0.02%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5E43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    140693 | OU      | $134123.07    | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1450000 | PA      | $1313609.38   | 0.20%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2144140.64   | 0.33%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO              | BRISTOL-MYERS SQUIBB CO                                                         | CUSIP: 110122DN5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181580.60    | 0.03%             | 2025-11-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP/THE                    | ALLSTATE CORP/THE                                                               | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179903.46    | 0.03%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                | ENTERGY LOUISIANA LLC                                                           | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159653.56    | 0.02%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KYT58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     69697 | OU      | $63376.66     | 0.01%             | 2040-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                | MEXICO GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | USGSE             | MX        |    300000 | PA      | $252214.58    | 0.04%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                           | ABBVIE INC                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    490000 | PA      | $439312.45    | 0.07%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $226347.66    | 0.03%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO              | BRISTOL-MYERS SQUIBB CO                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146637.17    | 0.02%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJ4B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     40563 | OU      | $39764.97     | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132ACYL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    126239 | OU      | $116310.75    | 0.02%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC              | GLAXOSMITHKLINE CAPITAL INC                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $358610.20    | 0.05%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE             | CATERPILLAR FINANCIAL SERVICES CORP                                             | CUSIP: 14913R2H9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181554.41    | 0.03%             | 2025-11-13      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                 | WESTPAC BANKING CORP                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $157277.29    | 0.02%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134311.58    | 0.02%             | 2026-11-19      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VQU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46858 | OU      | $44776.52     | 0.01%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132D54U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     63938 | OU      | $59775.38     | 0.01%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN               | BERKSHIRE HATHAWAY FINANCE CORP                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $180386.02    | 0.03%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225498.55    | 0.03%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                  | CARRIER GLOBAL CORP                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31419.66     | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $953369.14    | 0.14%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                          | PHILLIPS 66                                                                     | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181892.77    | 0.03%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 31329KRZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    107253 | OU      | $103417.13    | 0.02%             | 2033-06-01      | 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        |    200000 | PA      | $179399.57    | 0.03%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST       | HYUNDAI AUTO RECEIVABLES TRUST 2020-A                                           | CUSIP: 44891LAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | OU      | $96700.67     | 0.01%             | 2026-06-15      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X8KA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    238577 | OU      | $201893.84    | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KYUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    288064 | OU      | $252650.50    | 0.04%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2915000 | PA      | $1886551.56   | 0.29%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140KRM71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    268212 | OU      | $238068.65    | 0.04%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     80000 | PA      | $57444.09     | 0.01%             | 2041-11-19      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV             | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE                                        | CUSIP: 04522KAB2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | XX        |    200000 | PA      | $183138.33    | 0.03%             | 2025-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59732.72     | 0.01%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LTD                   | TECK RESOURCES LTD                                                              | CUSIP: 878742BG9<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $278375.40    | 0.04%             | 2030-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| OTIS WORLDWIDE CORP                  | OTIS WORLDWIDE CORP                                                             | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283112.97    | 0.04%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                           | ABBVIE INC                                                                      | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192444.56    | 0.03%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP           | RAYTHEON TECHNOLOGIES CORP                                                      | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165046.44    | 0.03%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS               | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $136247.31    | 0.02%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                   | AMEREN ILLINOIS CO                                                              | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162701.84    | 0.02%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3725000 | PA      | $3079381.85   | 0.47%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                | OWL ROCK CAPITAL CORP                                                           | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180697.84    | 0.03%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS               | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $326495.50    | 0.05%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO               | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159956.48    | 0.02%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A9M87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    294031 | OU      | $281686.61    | 0.04%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | MORGAN STANLEY                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59374.18     | 0.01%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST             | BENCHMARK 2020-IG1 MORTGAGE TRUST                                               | CUSIP: 08162LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | OU      | $416535.45    | 0.06%             | 2043-09-01      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2170898.45   | 0.33%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $201350.11    | 0.03%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DV6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     32184 | OU      | $31349.46     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                  | FS KKR CAPITAL CORP                                                             | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182853.93    | 0.03%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KYUK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     91476 | OU      | $83180.76     | 0.01%             | 2040-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DSK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    178468 | OU      | $164401.19    | 0.02%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X9BX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    263534 | OU      | $231790.85    | 0.04%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                   | CENOVUS ENERGY INC                                                              | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $126201.48    | 0.02%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABL       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-1                                   | CUSIP: 80286NAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | OU      | $285811.68    | 0.04%             | 2026-11-16      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS               | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    365000 | PA      | $277969.86    | 0.04%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                 | WESTPAC BANKING CORP                                                            | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $144184.53    | 0.02%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                    | HSBC HOLDINGS PLC                                                               | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $177287.44    | 0.03%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    342524 | OU      | $301269.17    | 0.05%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38863.72     | 0.01%             | 2052-03-13      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                     | ALTRIA GROUP INC                                                                | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     80000 | PA      | $56370.24     | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                         | BROADCOM INC                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    230000 | PA      | $189003.68    | 0.03%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VMC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176667 | OU      | $158476.06    | 0.02%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5F42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    252131 | OU      | $224852.68    | 0.03%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                     | BANK OF MONTREAL                                                                | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $537235.03    | 0.08%             | 2027-01-22      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134462.96    | 0.02%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    580000 | PA      | $436064.85    | 0.07%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     83227 | OU      | $70055.22     | 0.01%             | 2041-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO               | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261513.17    | 0.04%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    660000 | PA      | $454910.15    | 0.07%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK/THE            | TORONTO-DOMINION BANK/THE                                                       | CUSIP: 89114QCP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $268728.59    | 0.04%             | 2026-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK              | INTER-AMERICAN DEVELOPMENT BANK                                                 | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | XX        |    200000 | PA      | $165058.03    | 0.03%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| APPLE INC                            | APPLE INC                                                                       | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    175000 | PA      | $145256.31    | 0.02%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP              | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                             | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |    175000 | PA      | $146203.19    | 0.02%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    317617 | OU      | $282010.56    | 0.04%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132D53Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     17109 | OU      | $16737.02     | 0.00%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QF3P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    349495 | OU      | $280402.89    | 0.04%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                           | CUSIP: 3135G06L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | UST               | US        |    325000 | PA      | $288902.26    | 0.04%             | 2026-12-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CBM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2960000 | PA      | $2822780.56   | 0.43%             | 2024-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP              | JOHN DEERE CAPITAL CORP                                                         | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $243237.47    | 0.04%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                    | KINDER MORGAN INC                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148341.30    | 0.02%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NEWMARKET CORP                       | NEWMARKET CORP                                                                  | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165695.73    | 0.03%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                  | DOMINION ENERGY INC                                                             | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180645.42    | 0.03%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC  | SUMITOMO MITSUI FINANCIAL GROUP INC                                             | CUSIP: 86562MCD0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $268050.52    | 0.04%             | 2026-01-12      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KJGE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    267489 | OU      | $236836.84    | 0.04%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP              | JOHN DEERE CAPITAL CORP                                                         | CUSIP: 24422EVK2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180095.32    | 0.03%             | 2026-01-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    467987 | OU      | $414071.77    | 0.06%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VTX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37045 | OU      | $34332.13     | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5GM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     31322 | OU      | $30042.16     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                           | CIGNA CORP                                                                      | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67906.70     | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                         | BROADCOM INC                                                                    | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157273.61    | 0.02%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DWBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    314940 | OU      | $277434.51    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KFW                                  | KREDITANSTALT FUER WIEDERAUFBAU                                                 | CUSIP: 500769JJ4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $226836.25    | 0.03%             | 2026-01-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380440.86    | 0.06%             | 2025-02-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC  | ALEXANDRIA REAL ESTATE EQUITIES INC                                             | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $137685.46    | 0.02%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DXR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    162360 | OU      | $142801.45    | 0.02%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137FQJZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    400000 | OU      | $351613.68    | 0.05%             | 2034-10-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK               | KOREA DEVELOPMENT BANK/THE                                                      | CUSIP: 500630DG0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | USGSE             | KR        |    300000 | PA      | $263642.87    | 0.04%             | 2026-07-19      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    344926 | OU      | $290594.86    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DZG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    303409 | OU      | $257265.26    | 0.04%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES                       | FANNIE MAE-ACES                                                                 | CUSIP: 3136B75M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    400000 | OU      | $363252.76    | 0.06%             | 2029-10-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                  | ELECTRONIC ARTS INC                                                             | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163537.85    | 0.02%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QDXD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    235393 | OU      | $208344.04    | 0.03%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    348221 | OU      | $294355.07    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS             | SANTANDER UK GROUP HOLDINGS PLC                                                 | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $284756.57    | 0.04%             | 2025-03-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC  | ALEXANDRIA REAL ESTATE EQUITIES INC                                             | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199516.85    | 0.03%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1655000 | PA      | $1575934.96   | 0.24%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X9WD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    195552 | OU      | $187203.46    | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X83S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    334479 | OU      | $283044.81    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133AJPG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    343271 | OU      | $290295.21    | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KKQX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    270172 | OU      | $238644.27    | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DVLS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    341132 | OU      | $288545.92    | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    455000 | PA      | $404807.81    | 0.06%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X8TA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    330714 | OU      | $280256.31    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                  | AMERICAN TOWER CORP                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $253209.00    | 0.04%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1430000 | PA      | $1301188.29   | 0.20%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                         | BROADCOM INC                                                                    | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $153118.47    | 0.02%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                       | AIR LEASE CORP                                                                  | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286206.29    | 0.04%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                  | AMERICAN TOWER CORP                                                             | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271261.80    | 0.04%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO INC/MD                | MCCORMICK & CO INC/MD                                                           | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178530.72    | 0.03%             | 2026-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1325000 | PA      | $1173349.62   | 0.18%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                          | ORACLE CORP                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    210000 | PA      | $159325.35    | 0.02%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CBE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $789748.66    | 0.12%             | 2024-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KH5E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    240278 | OU      | $212612.52    | 0.03%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV             | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE                                        | CUSIP: 04522KAD8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | XX        |    250000 | PA      | $223870.56    | 0.03%             | 2026-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140KFK79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    293287 | OU      | $259267.43    | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK             | EUROPEAN INVESTMENT BANK                                                        | CUSIP: 298785JK3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | XX        |    250000 | PA      | $224291.36    | 0.03%             | 2026-03-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                  | ELEVANCE HEALTH INC                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48487.50     | 0.01%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1355000 | PA      | $1141111.14   | 0.17%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| FANNIEMAE-ACES                       | FANNIE MAE-ACES                                                                 | CUSIP: 3136B9KC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    300000 | OU      | $254057.76    | 0.04%             | 2030-05-01      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                          | ORACLE CORP                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    205000 | PA      | $176697.11    | 0.03%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123684.60    | 0.02%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| APPLE INC                            | APPLE INC                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    215000 | PA      | $147738.54    | 0.02%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                       | MICROSOFT CORP                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    360000 | PA      | $273158.32    | 0.04%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                            | APPLE INC                                                                       | CUSIP: 037833EB2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    230000 | PA      | $207319.54    | 0.03%             | 2026-02-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-MOBILE USA INC                                                                | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    310000 | PA      | $301152.70    | 0.05%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-MOBILE USA INC                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264444.15    | 0.04%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                       | AMAZON.COM INC                                                                  | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $197338.16    | 0.03%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252684.15    | 0.04%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| APPLE INC                            | APPLE INC                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     80000 | PA      | $59798.59     | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP              | DELL INTERNATIONAL LLC / EMC CORP                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $205777.02    | 0.03%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133ADUS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    345021 | OU      | $291959.92    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133AER55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    333850 | OU      | $282445.68    | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QFRS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    334282 | OU      | $268197.31    | 0.04%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    730000 | PA      | $659737.50    | 0.10%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                | MEXICO GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | USGSE             | MX        |    300000 | PA      | $246710.31    | 0.04%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO              | ARTHUR J GALLAGHER & CO                                                         | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30415.52     | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | MORGAN STANLEY                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269528.42    | 0.04%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER        | TOYOTA AUTO RECEIVABLES 2021-A OWNER TRUST                                      | CUSIP: 89240BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | OU      | $278932.80    | 0.04%             | 2026-06-15      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT             | KAISER FOUNDATION HOSPITALS                                                     | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52143.48     | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3275000 | PA      | $2536973.64   | 0.38%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK               | ASIAN DEVELOPMENT BANK                                                          | CUSIP: 045167FC2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | XX        |    200000 | PA      | $182625.94    | 0.03%             | 2026-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    311422 | OU      | $273911.53    | 0.04%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                   | ATHENE HOLDING LTD                                                              | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    150000 | PA      | $110401.68    | 0.02%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1505000 | PA      | $1366022.66   | 0.21%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FEDERAL HOME LOAN MORTGAGE CORP                                                 | CUSIP: 3134GW4C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | UST               | US        |    125000 | PA      | $111135.21    | 0.02%             | 2026-10-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XAJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    345942 | OU      | $277425.54    | 0.04%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                             | EBAY INC                                                                        | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     13000 | PA      | $10146.80     | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                     | COCA-COLA CO/THE                                                                | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155835.90    | 0.02%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-MOBILE USA INC                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221073.29    | 0.03%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                | PROSPECT CAPITAL CORP                                                           | CUSIP: 74348TAV4<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261533.57    | 0.04%             | 2026-11-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    127085 | OU      | $111776.46    | 0.02%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                     | ALABAMA POWER CO                                                                | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109765.87    | 0.02%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER T       | HONDA AUTO RECEIVABLES 2021-1 OWNER TRUST                                       | CUSIP: 43813GAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | OU      | $376163.16    | 0.06%             | 2028-01-21      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KYVN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    241456 | OU      | $212366.05    | 0.03%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418D2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     87418 | OU      | $74122.08     | 0.01%             | 2041-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP              | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                             | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |    300000 | PA      | $266680.58    | 0.04%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                     | COCA-COLA CO/THE                                                                | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122240.31    | 0.02%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $235476.40    | 0.04%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| EBAY INC                             | EBAY INC                                                                        | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270572.43    | 0.04%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QHFZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    306300 | OU      | $279468.34    | 0.04%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $250828.97    | 0.04%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XATJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    340256 | OU      | $289512.73    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | MORGAN STANLEY                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $240024.41    | 0.04%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KYVB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    108274 | OU      | $91799.90     | 0.01%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                           | LEIDOS INC                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161334.95    | 0.02%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                          | EQUINIX INC                                                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148290.15    | 0.02%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO               | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24207.34     | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $1998808.61   | 0.30%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DYG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    340163 | OU      | $288430.38    | 0.04%             | 2041-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND              | BLACKSTONE SECURED LENDING FUND                                                 | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279882.24    | 0.04%             | 2026-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                    | CI FINANCIAL CORP                                                               | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $189812.26    | 0.03%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                       | AMAZON.COM INC                                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    220000 | PA      | $162123.46    | 0.02%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137FXYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    400000 | OU      | $347127.52    | 0.05%             | 2031-01-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                          | NVIDIA CORP                                                                     | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $263743.45    | 0.04%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2325000 | PA      | $2061621.09   | 0.31%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC               | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59998.06     | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC               | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64582.73     | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269740.91    | 0.04%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                       | AMAZON.COM INC                                                                  | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264692.98    | 0.04%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                          | EQUINIX INC                                                                     | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179527.73    | 0.03%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2550000 | PA      | $2256949.21   | 0.34%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    260000 | PA      | $211802.66    | 0.03%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    302286 | OU      | $262881.09    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                 | TANGER PROPERTIES LP                                                            | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $307789.62    | 0.05%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2727773.43   | 0.41%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KMVS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    370918 | OU      | $313006.26    | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QKYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    361606 | OU      | $289836.37    | 0.04%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VZT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48151 | OU      | $45964.66     | 0.01%             | 2050-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    314712 | OU      | $273862.78    | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP              | DELL INTERNATIONAL LLC / EMC CORP                                               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $78578.25     | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | MORGAN STANLEY                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124970.02    | 0.02%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1879218.76   | 0.28%             | 2024-10-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA/THE              | BANK OF NOVA SCOTIA/THE                                                         | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $265989.44    | 0.04%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                    | DXC TECHNOLOGY CO                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258606.38    | 0.04%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2950000 | PA      | $2661453.13   | 0.40%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KYVC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    212049 | OU      | $186504.36    | 0.03%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | MORGAN STANLEY                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    155000 | PA      | $126163.15    | 0.02%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    263703 | OU      | $252286.25    | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                | NORFOLK SOUTHERN CORP                                                           | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $210294.10    | 0.03%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT             | REXFORD INDUSTRIAL REALTY LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160175.05    | 0.02%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1595000 | PA      | $1387961.52   | 0.21%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    436668 | OU      | $390506.77    | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KMPR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    345758 | OU      | $303938.33    | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                             | AT&T INC                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $228486.22    | 0.03%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORP                         | MOODY'S CORP                                                                    | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164948.25    | 0.03%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2190000 | PA      | $1553402.94   | 0.24%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1531933.59   | 0.23%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DQB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8473 | OU      | $8038.05      | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KYVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    106305 | OU      | $93498.57     | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X9MU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     61967 | OU      | $60884.73     | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC          | HONEYWELL INTERNATIONAL INC                                                     | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177661.41    | 0.03%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    340033 | OU      | $304055.62    | 0.05%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                     | BERRY GLOBAL INC                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135655.90    | 0.02%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132D6A59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    345556 | OU      | $315273.78    | 0.05%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133AG7H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    360310 | OU      | $304569.75    | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | MORGAN STANLEY                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     95000 | PA      | $78522.87     | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC         | THERMO FISHER SCIENTIFIC INC                                                    | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157277.67    | 0.02%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    425938 | OU      | $381922.06    | 0.06%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                       | LOWE'S COS INC                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145289.40    | 0.02%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $655804.69    | 0.10%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $565523.44    | 0.09%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| PECO ENERGY CO                       | PECO ENERGY CO                                                                  | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    200000 | PA      | $141980.78    | 0.02%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    120000 | PA      | $99099.67     | 0.02%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                            | AMGEN INC                                                                       | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147525.23    | 0.02%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                             | AT&T INC                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    615000 | PA      | $454464.24    | 0.07%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116421.42    | 0.02%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     65000 | PA      | $48640.21     | 0.01%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                          | PEPSICO INC                                                                     | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29702.98     | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                            | AMGEN INC                                                                       | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $138384.50    | 0.02%             | 2052-01-15      | 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        |    200000 | PA      | $140597.89    | 0.02%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP             | CORPORATE OFFICE PROPERTIES LP                                                  | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158778.49    | 0.02%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                   | UNION PACIFIC CORP                                                              | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43790.30     | 0.01%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133ASJA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    353585 | OU      | $310817.43    | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     85000 | PA      | $60048.26     | 0.01%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1678671.88   | 0.25%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                        | WESTLAKE CORP                                                                   | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130060.61    | 0.02%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS               | MID-AMERICA APARTMENTS LP                                                       | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353574.08    | 0.05%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KMNT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    363173 | OU      | $318906.60    | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                       | LOWE'S COS INC                                                                  | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172537.73    | 0.03%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103449.76    | 0.02%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    468673 | OU      | $395500.43    | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                           | NUCOR CORP                                                                      | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $138076.19    | 0.02%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                          | VIATRIS INC                                                                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123732.83    | 0.02%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    343503 | OU      | $298282.97    | 0.05%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    170000 | PA      | $139295.51    | 0.02%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KYVT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    107036 | OU      | $97056.69     | 0.01%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                | TEXAS INSTRUMENTS INC                                                           | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179456.61    | 0.03%             | 2026-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    368319 | OU      | $310871.29    | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2350000 | PA      | $2207164.06   | 0.33%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5HL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    148473 | OU      | $140276.74    | 0.02%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2180000 | PA      | $1985332.80   | 0.30%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2445000 | PA      | $1678836.32   | 0.25%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KMSR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    371582 | OU      | $313565.85    | 0.05%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52360.83     | 0.01%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5FM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     39001 | OU      | $37574.54     | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    119082 | OU      | $112691.74    | 0.02%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F030629<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        |   -125000 | OU      | $-113593.75   | -0.02%            | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2105000 | PA      | $1919990.24   | 0.29%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                  | CONSUMERS ENERGY CO                                                             | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68346.90     | 0.01%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281102.90    | 0.04%             | 2025-12-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                   | REALTY INCOME CORP                                                              | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244071.97    | 0.04%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    850000 | OU      | $797355.22    | 0.12%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2205000 | PA      | $1984155.47   | 0.30%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137H2NY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    300000 | OU      | $236440.11    | 0.04%             | 2036-08-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DWCG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    375239 | OU      | $300442.19    | 0.05%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91737.16     | 0.01%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UD82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139242 | OU      | $133535.01    | 0.02%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1595000 | PA      | $1212573.84   | 0.18%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $111488.74    | 0.02%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                       | MERCK & CO INC                                                                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    110000 | PA      | $76744.68     | 0.01%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2775000 | OU      | $2741179.69   | 0.42%             | 2052-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | MORGAN STANLEY                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72654.35     | 0.01%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP              | DELL INTERNATIONAL LLC / EMC CORP                                               | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $29954.91     | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2090000 | PA      | $1762376.18   | 0.27%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1695550.79   | 0.26%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81449.33     | 0.01%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                           | ECOLAB INC                                                                      | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33087.76     | 0.01%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94371.98     | 0.01%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUT       | CAPITAL ONE MULTI-ASSET EXECUTION TRUST                                         | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-MBS          | CORP              | US        |    300000 | OU      | $260290.65    | 0.04%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                     | EXXON MOBIL CORP                                                                | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291798.86    | 0.04%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD/A             | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    299000 | PA      | $251204.50    | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                  | SOUTHERN CALIFORNIA EDISON CO                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $236244.38    | 0.04%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                       | HALLIBURTON CO                                                                  | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $360500.61    | 0.05%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3295000 | PA      | $2933450.98   | 0.44%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                   | UNION PACIFIC CORP                                                              | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40393.94     | 0.01%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    369964 | OU      | $296885.04    | 0.05%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QGBA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    350732 | OU      | $309983.99    | 0.05%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F022626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6275000 | OU      | $5496690.29   | 0.83%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                 | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63242.51     | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                   | ENERGY TRANSFER LP                                                              | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286348.75    | 0.04%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO              | BRISTOL-MYERS SQUIBB CO                                                         | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34700.87     | 0.01%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                    | GENERAL MILLS INC                                                               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113152.59    | 0.02%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DWCM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    278421 | OU      | $222923.46    | 0.03%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO              | BRISTOL-MYERS SQUIBB CO                                                         | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49872.93     | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QLHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    362727 | OU      | $319044.47    | 0.05%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE                   | HOME DEPOT INC/THE                                                              | CUSIP: 437076BK7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292713.17    | 0.04%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                          | PEPSICO INC                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115582.52    | 0.02%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    368051 | OU      | $311539.36    | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD/A             | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $280763.37    | 0.04%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1610000 | PA      | $1555743.82   | 0.24%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X6FX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    335386 | OU      | $297090.59    | 0.05%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2120000 | PA      | $2062114.06   | 0.31%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2640000 | PA      | $2458448.44   | 0.37%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    355922 | OU      | $316023.55    | 0.05%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140M83M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    754151 | OU      | $636047.77    | 0.10%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133GGSJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    360088 | OU      | $319686.95    | 0.05%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1075000 | PA      | $808013.67    | 0.12%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    860000 | PA      | $818780.47    | 0.12%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $168249.31    | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KLAZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    370798 | OU      | $297347.56    | 0.05%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                     | BAT CAPITAL CORP                                                                | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179131.52    | 0.03%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    374910 | OU      | $324595.68    | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KNGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    381577 | OU      | $321644.45    | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    354206 | OU      | $308044.74    | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174535.24    | 0.03%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP           | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177337.59    | 0.03%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $167403.44    | 0.03%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181354.38    | 0.03%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3390000 | PA      | $2975122.27   | 0.45%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC             | WARNERMEDIA HOLDINGS INC                                                        | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166744.93    | 0.03%             | 2062-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KLZW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    376922 | OU      | $318405.10    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    370015 | OU      | $313166.02    | 0.05%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XBGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    368492 | OU      | $325122.65    | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC/THE                   | HOME DEPOT INC/THE                                                              | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261530.16    | 0.04%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    353289 | OU      | $307224.74    | 0.05%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1431328.13   | 0.22%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KLS57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    374648 | OU      | $316553.26    | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XGP29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    189358 | OU      | $167022.76    | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                 | KRAFT HEINZ FOODS CO                                                            | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $220818.86    | 0.03%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KJ4M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    347332 | OU      | $307215.33    | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    377305 | OU      | $317870.77    | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    346458 | OU      | $292902.27    | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XFA84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    385514 | OU      | $339797.31    | 0.05%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KLZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    375412 | OU      | $317197.75    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132D6N30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    367468 | OU      | $335282.58    | 0.05%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KJ6L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    368526 | OU      | $311876.98    | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140K0E79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    331596 | OU      | $295266.26    | 0.04%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KKVF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    186762 | OU      | $157936.52    | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    548009 | OU      | $477332.41    | 0.07%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102402.43    | 0.02%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    376601 | OU      | $302210.71    | 0.05%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    382234 | OU      | $322124.72    | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS               | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103046.52    | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $49214.26     | 0.01%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140KP3U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    374843 | OU      | $330945.68    | 0.05%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133AUE53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    378164 | OU      | $332425.73    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810ES3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $179516.02    | 0.03%             | 2024-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1265000 | PA      | $1230953.71   | 0.19%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132D6AL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    366813 | OU      | $334346.16    | 0.05%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    366613 | OU      | $325081.81    | 0.05%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X8QX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    374782 | OU      | $317165.56    | 0.05%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC               | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44382.12     | 0.01%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2225000 | PA      | $2161465.81   | 0.33%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XFMD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    390361 | OU      | $329834.18    | 0.05%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC             | COREBRIDGE FINANCIAL INC                                                        | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85773.54     | 0.01%             | 2052-04-05      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC             | COREBRIDGE FINANCIAL INC                                                        | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91178.92     | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE INC    | TAKE-TWO INTERACTIVE SOFTWARE INC                                               | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97053.10     | 0.01%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QG4T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    380850 | OU      | $322077.20    | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC               | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75593.70     | 0.01%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                 | KEURIG DR PEPPER INC                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90540.49     | 0.01%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE             | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64494.49     | 0.01%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133BBTH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    338217 | OU      | $296726.72    | 0.04%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    430083 | OU      | $372187.29    | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140L2RQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    431387 | OU      | $364967.21    | 0.06%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    369134 | OU      | $333301.65    | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                | WASHINGTON UNIVERSITY/THE                                                       | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84832.03     | 0.01%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    376222 | OU      | $336031.05    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DSL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    367586 | OU      | $326275.48    | 0.05%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QKRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    380949 | OU      | $322026.72    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                         | QUALCOMM INC                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23640.33     | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QGNT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    395645 | OU      | $334579.99    | 0.05%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                       | AMAZON.COM INC                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87949.80     | 0.01%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    380545 | OU      | $329307.52    | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140KYBS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    424547 | OU      | $358873.46    | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    376559 | OU      | $331963.28    | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QNQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    383587 | OU      | $349510.93    | 0.05%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD FUNDING LLC           | SYNCHRONY CARD FUNDING LLC                                                      | CUSIP: 87166PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | OU      | $243735.38    | 0.04%             | 2028-04-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                       | AMAZON.COM INC                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95187.49     | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133WJDP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    379444 | OU      | $345244.61    | 0.05%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69184.80     | 0.01%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140KQWW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    426743 | OU      | $361039.04    | 0.05%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2495898.44   | 0.38%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133AFA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    408815 | OU      | $345965.19    | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XFTD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    385377 | OU      | $339527.96    | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1290000 | PA      | $1236208.01   | 0.19%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1095000 | PA      | $1061059.28   | 0.16%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133B76S2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    284077 | OU      | $258532.38    | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $246810.06    | 0.04%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140MA2R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    359198 | OU      | $326898.10    | 0.05%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KNLA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    379548 | OU      | $334781.10    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QFSY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    378535 | OU      | $334366.65    | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KNGA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    383166 | OU      | $336076.73    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    460000 | PA      | $426937.50    | 0.06%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XCLS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    383005 | OU      | $338768.95    | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    378868 | OU      | $320639.36    | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    432723 | OU      | $381110.40    | 0.06%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XCWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    377213 | OU      | $331125.72    | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    381792 | OU      | $340674.50    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    965000 | PA      | $929660.65    | 0.14%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC             | COREBRIDGE FINANCIAL INC                                                        | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95635.98     | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140LNHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    379528 | OU      | $320470.68    | 0.05%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE             | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49694.12     | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $194656.74    | 0.03%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                  | AMERICAN EXPRESS CO                                                             | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285815.65    | 0.04%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    380990 | OU      | $334531.46    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XGYT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    426366 | OU      | $360107.84    | 0.05%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                       | AMAZON.COM INC                                                                  | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96758.78     | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $501954.79    | 0.08%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    379710 | OU      | $319785.68    | 0.05%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1250000 | PA      | $1217773.44   | 0.18%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QFS91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    428157 | OU      | $377230.12    | 0.06%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    790000 | PA      | $681004.69    | 0.10%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QKSF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    401827 | OU      | $353376.80    | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                       | AMAZON.COM INC                                                                  | CUSIP: 023135CD6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97768.32     | 0.01%             | 2024-04-13      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK               | FEDERAL HOME LOAN BANKS                                                         | CUSIP: 3130ASDS5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | UST               | US        |    900000 | PA      | $877743.59    | 0.13%             | 2024-06-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    387893 | OU      | $340337.10    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    581193 | OU      | $518600.33    | 0.08%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KKQY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    281957 | OU      | $249185.37    | 0.04%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    398865 | OU      | $345838.64    | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DV6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    429323 | OU      | $344511.73    | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    366392 | OU      | $329463.50    | 0.05%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140HNMK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    406074 | OU      | $343626.25    | 0.05%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    381291 | OU      | $340463.23    | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QG5V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    384424 | OU      | $339186.41    | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418D3M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    369120 | OU      | $336776.86    | 0.05%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3010000 | PA      | $2867025.00   | 0.43%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1670000 | PA      | $1626945.31   | 0.25%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QMYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    387223 | OU      | $339905.93    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    273334 | OU      | $244996.26    | 0.04%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    378224 | OU      | $320172.78    | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KLZX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    382714 | OU      | $323297.50    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1885000 | PA      | $1848478.13   | 0.28%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    384716 | OU      | $337900.20    | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-MOBILE USA INC                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144194.70    | 0.02%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY               | PG&E WILDFIRE RECOVERY FUNDING LLC                                              | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103033.78    | 0.02%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    377595 | OU      | $331683.40    | 0.05%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1220000 | PA      | $1194360.94   | 0.18%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X9Y25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    375710 | OU      | $331672.74    | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140KEK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    379444 | OU      | $335568.33    | 0.05%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    373312 | OU      | $331329.56    | 0.05%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                 | VERIZON MASTER TRUST                                                            | CUSIP: 92348KAD5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-MBS          | CORP              | US        |    200000 | OU      | $187811.40    | 0.03%             | 2028-04-20      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    386438 | OU      | $345057.23    | 0.05%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QNFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    378856 | OU      | $332507.52    | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    379375 | OU      | $338602.86    | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    373131 | OU      | $333828.65    | 0.05%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VKK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    752231 | OU      | $676033.67    | 0.10%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    317946 | OU      | $307343.11    | 0.05%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2050000 | PA      | $2015206.05   | 0.31%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140MMT24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    384280 | OU      | $324282.09    | 0.05%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    427422 | OU      | $342158.70    | 0.05%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DNAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    391087 | OU      | $344648.56    | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                     | DEUTSCHE BANK AG/NEW YORK NY                                                    | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $151699.12    | 0.02%             | 2026-07-14      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XGY45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    386148 | OU      | $339532.78    | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XHLC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    268390 | OU      | $244575.95    | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY               | PG&E WILDFIRE RECOVERY FUNDING LLC                                              | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99952.09     | 0.02%             | 2037-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140LVR76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    430787 | OU      | $363596.00    | 0.06%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    386076 | OU      | $325262.90    | 0.05%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XCH43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    390419 | OU      | $312811.43    | 0.05%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QKRU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    437029 | OU      | $369265.25    | 0.06%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QLNM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    392322 | OU      | $331200.32    | 0.05%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    383984 | OU      | $324090.82    | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    387392 | OU      | $335181.84    | 0.05%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DWBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    462489 | OU      | $370876.25    | 0.06%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QNB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    393671 | OU      | $358631.08    | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140L22Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    432929 | OU      | $366116.00    | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132D6BQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    382672 | OU      | $339631.42    | 0.05%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XCDH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    414422 | OU      | $364795.67    | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    434558 | OU      | $382750.60    | 0.06%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QNEQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    389248 | OU      | $329444.95    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE              | SHERWIN-WILLIAMS CO/THE                                                         | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296437.39    | 0.04%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    480000 | PA      | $468750.00    | 0.07%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                    | TAMPA ELECTRIC CO                                                               | CUSIP: 875127BK7<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98207.77     | 0.01%             | 2024-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810EX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    215000 | PA      | $236046.48    | 0.04%             | 2026-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WG28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    407510 | OU      | $354187.86    | 0.05%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133B0QP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    385909 | OU      | $325658.72    | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    380440 | OU      | $340550.88    | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                        | M&T BANK CORP                                                                   | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199856.19    | 0.03%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QHJT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    439347 | OU      | $371061.70    | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    382059 | OU      | $341179.28    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    337417 | OU      | $284911.06    | 0.04%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133AQXM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    412918 | OU      | $362972.96    | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP             | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191792.18    | 0.03%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    382444 | OU      | $347974.34    | 0.05%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    100904 | OU      | $85134.94     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS DRYROCK ISSUANCE TRUS       | BARCLAYS DRYROCK ISSUANCE TRUST                                                 | CUSIP: 06742LAV5<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-MBS          | CORP              | US        |    200000 | OU      | $194238.12    | 0.03%             | 2028-02-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    383965 | OU      | $350312.98    | 0.05%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    438642 | OU      | $386453.95    | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA DEVELOPMENT FINANCE A       | OKLAHOMA DEVELOPMENT FINANCE AUTHORITY                                          | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | ABS-MBS          | CORP              | US        |    200000 | OU      | $195164.72    | 0.03%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL               | NEXTERA ENERGY CAPITAL HOLDINGS INC                                             | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198350.24    | 0.03%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TR       | BA CREDIT CARD TRUST                                                            | CUSIP: 05522RDE5<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-MBS          | CORP              | US        |    200000 | OU      | $195794.38    | 0.03%             | 2027-11-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KKVH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    380473 | OU      | $336250.19    | 0.05%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE              | SHERWIN-WILLIAMS CO/THE                                                         | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296676.19    | 0.04%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    239335 | OU      | $220088.11    | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                 | WESTPAC BANKING CORP                                                            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $199138.47    | 0.03%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| APPLE INC                            | APPLE INC                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67218.53     | 0.01%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XGPM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    376300 | OU      | $334118.38    | 0.05%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC             | LLOYDS BANKING GROUP PLC                                                        | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $293354.65    | 0.04%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK               | FEDERAL HOME LOAN BANKS                                                         | CUSIP: 3130A0XE5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | UST               | US        |    750000 | PA      | $737790.93    | 0.11%             | 2024-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $2054759.76   | 0.31%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    196371 | OU      | $184511.01    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                           | INTEL CORP                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $61002.64     | 0.01%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                         | BARCLAYS PLC                                                                    | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200076.23    | 0.03%             | 2026-08-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DWBY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    388641 | OU      | $328305.36    | 0.05%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1909781.25   | 0.29%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| APPLE INC                            | APPLE INC                                                                       | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42079.49     | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1170000 | PA      | $1149090.82   | 0.17%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| COMERICA BANK                        | COMERICA BANK                                                                   | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199160.29    | 0.03%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133AYLJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    389029 | OU      | $328212.59    | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $495643.75    | 0.08%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                     | DUKE ENERGY CORP                                                                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194953.68    | 0.03%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KPYZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     96682 | OU      | $95735.37     | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KMJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    436718 | OU      | $368679.84    | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200068.48    | 0.03%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1325000 | PA      | $1335222.16   | 0.20%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                | WELLS FARGO & CO                                                                | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148596.86    | 0.02%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133BFXB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    194030 | OU      | $187559.58    | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KNVE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    440605 | OU      | $371742.83    | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    585000 | PA      | $553236.33    | 0.08%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                          | EQUIFAX INC                                                                     | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203149.35    | 0.03%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2970000 | PA      | $2794816.39   | 0.42%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK               | ASIAN DEVELOPMENT BANK                                                          | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | XX        |    100000 | PA      | $101544.53    | 0.02%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                    | INTERNATIONAL FINANCE CORP                                                      | CUSIP: 45950KDA5<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | XX        |    100000 | PA      | $98976.27     | 0.02%             | 2025-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI             | JOHNSON CONTROLS INTERNATIONAL PLC / TYCO FIRE & SECURITY FINANCE SCA           | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205921.19    | 0.03%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC   | MITSUBISHI UFJ FINANCIAL GROUP INC                                              | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $304632.29    | 0.05%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QPAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    244709 | OU      | $229930.68    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    193613 | OU      | $183667.65    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES              | PHILIPPINE GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | USGSE             | PH        |    200000 | PA      | $213247.61    | 0.03%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV             | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE                                        | CUSIP: 04522KAH9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | XX        |    100000 | PA      | $99113.59     | 0.02%             | 2027-09-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP              | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                             | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |    100000 | PA      | $99674.70     | 0.02%             | 2029-09-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA   | BANCO BILBAO VIZCAYA ARGENTARIA SA                                              | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $201164.32    | 0.03%             | 2026-09-14      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    394292 | OU      | $315636.88    | 0.05%             | 2052-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK               | NORDIC INVESTMENT BANK                                                          | CUSIP: 65562QBV6<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | XX        |    200000 | PA      | $196880.85    | 0.03%             | 2027-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                 | WEC ENERGY GROUP INC                                                            | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204561.91    | 0.03%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WALMART INC                          | WALMART INC                                                                     | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150995.81    | 0.02%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP              | JOHN DEERE CAPITAL CORP                                                         | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199352.32    | 0.03%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD             | AON CORP / AON GLOBAL HOLDINGS PLC                                              | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204511.71    | 0.03%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XHY50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    391916 | OU      | $330424.87    | 0.05%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                       | LOWE'S COS INC                                                                  | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156114.52    | 0.02%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK              | INTER-AMERICAN DEVELOPMENT BANK                                                 | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | XX        |    100000 | PA      | $98850.70     | 0.01%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER             | WISCONSIN ELECTRIC POWER CO                                                     | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204256.25    | 0.03%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XBGS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    779216 | OU      | $684336.77    | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK               | ASIAN DEVELOPMENT BANK                                                          | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | XX        |    200000 | PA      | $169987.36    | 0.03%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XGQ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     98958 | OU      | $90110.18     | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    218402 | OU      | $201513.14    | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    384475 | OU      | $324025.85    | 0.05%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-MOBILE USA INC                                                                | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105183.79    | 0.02%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC               | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117129.74    | 0.02%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES              | PHILIPPINE GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | USGSE             | PH        |    200000 | PA      | $206265.11    | 0.03%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                    | HSBC HOLDINGS PLC                                                               | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $299877.38    | 0.05%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE              | GSK CONSUMER HEALTHCARE CAPITAL US LLC                                          | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229024.40    | 0.03%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC               | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156441.44    | 0.02%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    685000 | PA      | $702178.51    | 0.11%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK             | FEDERAL FARM CREDIT BANKS FUNDING CORP                                          | CUSIP: 3133ENJ84<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | UST               | US        |    400000 | PA      | $393170.05    | 0.06%             | 2024-08-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1605000 | PA      | $1638385.25   | 0.25%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1580000 | PA      | $1580771.48   | 0.24%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                         | CENTENE CORP                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    190000 | PA      | $155893.37    | 0.02%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197885 | OU      | $187260.25    | 0.03%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY               | CONOCOPHILLIPS CO                                                               | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177368.33    | 0.03%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XHHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    485287 | OU      | $430703.64    | 0.07%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC               | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157792.53    | 0.02%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC               | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114656.58    | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    239972 | OU      | $214356.79    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC               | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106653.70    | 0.02%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SE       | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2022-A                         | CUSIP: 98163NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | OU      | $98005.58     | 0.01%             | 2025-02-18      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    965000 | PA      | $984658.10    | 0.15%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                         | CENTENE CORP                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    230000 | PA      | $199524.64    | 0.03%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER        | TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST                                      | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | OU      | $246260.48    | 0.04%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QNDH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    395847 | OU      | $333854.68    | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-MOBILE USA INC                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208891.76    | 0.03%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASIN       | GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-2                                    | CUSIP: 36266FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | OU      | $98134.89     | 0.01%             | 2025-06-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XH4X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    393742 | OU      | $346912.40    | 0.05%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE              | PROCTER & GAMBLE CO/THE                                                         | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172786.75    | 0.03%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    775000 | PA      | $766417.48    | 0.12%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133L8SB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    287511 | OU      | $263116.91    | 0.04%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE              | PROCTER & GAMBLE CO/THE                                                         | CUSIP: 742718FP9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90630.59     | 0.01%             | 2026-04-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                       | LOWE'S COS INC                                                                  | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101383.23    | 0.02%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                       | MORGAN STANLEY                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110026.57    | 0.02%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140KSRJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    487813 | OU      | $411727.26    | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133BFB74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    243674 | OU      | $235623.24    | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418D5C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    480870 | OU      | $438732.27    | 0.07%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WFF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    385642 | OU      | $335284.25    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    191872 | OU      | $166563.61    | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    860000 | PA      | $874848.43    | 0.13%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DNP64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    393838 | OU      | $345864.72    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA   | BANCO BILBAO VIZCAYA ARGENTARIA SA                                              | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $206030.07    | 0.03%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140MAVR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    438484 | OU      | $411683.84    | 0.06%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QMFW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    240098 | OU      | $219060.04    | 0.03%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1145000 | PA      | $1142540.04   | 0.17%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140KSVF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    391511 | OU      | $330384.35    | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133BKFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    383205 | OU      | $378845.64    | 0.06%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC             | WARNERMEDIA HOLDINGS INC                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89081.26     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    195099 | OU      | $177515.83    | 0.03%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    193397 | OU      | $177843.62    | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QFNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    392900 | OU      | $331959.77    | 0.05%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                   | PANAMA GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | USGSE             | PA        |    300000 | PA      | $317216.73    | 0.05%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WALMART INC                          | WALMART INC                                                                     | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100258.68    | 0.02%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QGYP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    395393 | OU      | $334226.39    | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    122601 | OU      | $116246.21    | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QLRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    395671 | OU      | $347542.10    | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KL2U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    389317 | OU      | $329537.22    | 0.05%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179W5A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    196648 | OU      | $170138.08    | 0.03%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                   | META PLATFORMS INC                                                              | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93027.57     | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    198146 | OU      | $192539.99    | 0.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    520000 | PA      | $520040.62    | 0.08%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1578281.25   | 0.24%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    560000 | PA      | $598937.50    | 0.09%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316561.65    | 0.05%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BARCLAYS COMMERCIAL MORTGAGE S       | BBCMS MORTGAGE TRUST 2022-C15                                                   | CUSIP: 05552FBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | OU      | $279019.71    | 0.04%             | 2055-04-01      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QLGW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    391547 | OU      | $330470.73    | 0.05%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    239500 | OU      | $207848.56    | 0.03%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                           | ZOETIS INC                                                                      | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204564.66    | 0.03%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1145000 | PA      | $1158239.06   | 0.18%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE                                                                      | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1100000 | OU      | $1068203.13   | 0.16%             | 2053-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST             | BENCHMARK 2022-B35 MORTGAGE TRUST                                               | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | OU      | $148661.90    | 0.02%             | 2055-05-01      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY              | ONCOR ELECTRIC DELIVERY CO LLC                                                  | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204022.21    | 0.03%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    198464 | OU      | $171778.30    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2225000 | OU      | $2233865.22   | 0.34%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F032427<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    150000 | OU      | $146281.68    | 0.02%             | 2038-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                          | ORACLE CORP                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $75299.16     | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE                                                                      | CUSIP: 21H030625<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50000 | OU      | $45953.13     | 0.01%             | 2053-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                 | WESTPAC BANKING CORP                                                            | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $208530.38    | 0.03%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE                                                                      | CUSIP: 21H032621<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75000 | OU      | $70932.02     | 0.01%             | 2053-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200813.57    | 0.03%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP              | DELL INTERNATIONAL LLC / EMC CORP                                               | CUSIP: 24703DBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199984.89    | 0.03%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 9128284F4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    295000 | PA      | $286132.72    | 0.04%             | 2025-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                 | ROYAL BANK OF CANADA                                                            | CUSIP: 78016FZT4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $251649.91    | 0.04%             | 2026-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP             | TOYOTA MOTOR CREDIT CORP                                                        | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202126.91    | 0.03%             | 2028-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR       | WORLD OMNI AUTO RECEIVABLES TRUST 2022-A                                        | CUSIP: 98164GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | OU      | $191322.02    | 0.03%             | 2027-05-17      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                    | NATWEST GROUP PLC                                                               | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $317451.37    | 0.05%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F012429<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2000000 | OU      | $1773046.88   | 0.27%             | 2038-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    650000 | OU      | $660714.84    | 0.10%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                           | ZOETIS INC                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215504.51    | 0.03%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $752373.05    | 0.11%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13550000 | OU      | $11394703.13  | 1.73%             | 2053-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS NC              | DUKE ENERGY PROGRESS NC STORM FUNDING LLC                                       | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $124050.55    | 0.02%             | 2037-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| KFW                                  | KREDITANSTALT FUER WIEDERAUFBAU                                                 | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    105000 | PA      | $105332.38    | 0.02%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE                                                                      | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    700000 | OU      | $695187.50    | 0.11%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                          | ORACLE CORP                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $163178.03    | 0.02%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | MORGAN STANLEY                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202331.86    | 0.03%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK               | ASIAN DEVELOPMENT BANK                                                          | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | XX        |     55000 | PA      | $55540.08     | 0.01%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE                                                                      | CUSIP: 21H022622<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2300000 | OU      | $2051020.01   | 0.31%             | 2053-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1065000 | PA      | $1080975.00   | 0.16%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC  | SUMITOMO MITSUI FINANCIAL GROUP INC                                             | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206462.00    | 0.03%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE                                                                      | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    675000 | OU      | $679798.82    | 0.10%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $413437.50    | 0.06%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE                                                                      | CUSIP: 21H020626<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3975000 | OU      | $3436666.98   | 0.52%             | 2053-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F020422<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2600000 | OU      | $2363460.94   | 0.36%             | 2038-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                   | META PLATFORMS INC                                                              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96597.95     | 0.01%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                  | SOUTHERN CALIFORNIA EDISON CO                                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217949.96    | 0.03%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $2293242.19   | 0.35%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                   | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | USGSE             | PL        |    300000 | PA      | $311426.70    | 0.05%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F040420<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     75000 | OU      | $74501.95     | 0.01%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER             | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208048.91    | 0.03%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1115000 | PA      | $1118789.26   | 0.17%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F030421<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    175000 | OU      | $167878.46    | 0.03%             | 2038-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC  | SUMITOMO MITSUI FINANCIAL GROUP INC                                             | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $312441.18    | 0.05%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F042426<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     75000 | OU      | $75593.37     | 0.01%             | 2038-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F022428<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        |   -125000 | OU      | $-116761.50   | -0.02%            | 2038-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES                       | FANNIE MAE-ACES                                                                 | CUSIP: 3136BKX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    200000 | OU      | $164627.72    | 0.02%             | 2031-10-01      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1135000 | PA      | $1147946.09   | 0.17%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                         | QUALCOMM INC                                                                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215082.60    | 0.03%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| EUROPEAN INVESTMENT BANK             | EUROPEAN INVESTMENT BANK                                                        | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | XX        |    130000 | PA      | $131197.01    | 0.02%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE                                                                      | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75000 | OU      | $76236.33     | 0.01%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $327008.04    | 0.05%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132D53M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     66487 | OU      | $62567.05     | 0.01%             | 2034-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WHMG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     88081 | OU      | $86760.70     | 0.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    277256 | OU      | $241613.52    | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31404JTX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2843 | OU      | $2892.55      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RZT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72647 | OU      | $69754.27     | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128E4YG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     18610 | OU      | $18895.33     | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132XWY88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     40813 | OU      | $39077.63     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QG3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    383847 | OU      | $338247.97    | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9611 | OU      | $9660.73      | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18256 | OU      | $17473.20     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WF5Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     57505 | OU      | $55112.46     | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     63175 | OU      | $60435.47     | 0.01%             | 2048-02-01      | 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        |    158709 | OU      | $153875.59    | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31417Y2J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3008 | OU      | $3061.86      | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                        | BOEING CO/THE                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $96312.24     | 0.01%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QBF60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38622 | OU      | $35545.21     | 0.01%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 3620AQM26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     60750 | OU      | $62473.40     | 0.01%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KH3B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    165921 | OU      | $152206.20    | 0.02%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     77864 | OU      | $75945.87     | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    376312 | OU      | $318449.45    | 0.05%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DGK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28186 | OU      | $24972.84     | 0.00%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CXF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     89339 | OU      | $82401.63     | 0.01%             | 2048-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                        | BOEING CO/THE                                                                   | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110613.87    | 0.02%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31385XD95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4350 | OU      | $4554.42      | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    207437 | OU      | $195391.58    | 0.03%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128M5DC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     21551 | OU      | $22668.14     | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJVJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    104587 | OU      | $103274.64    | 0.02%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140FLCM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    114542 | OU      | $108930.26    | 0.02%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES                       | FANNIE MAE-ACES                                                                 | CUSIP: 3136AY7L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    285291 | OU      | $273270.12    | 0.04%             | 2027-12-01      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3131XCLE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    271879 | OU      | $258556.75    | 0.04%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5010 | OU      | $4914.15      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31292GY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1445 | OU      | $1513.82      | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140HBJA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    100861 | OU      | $98866.77     | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107455 | OU      | $103269.88    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X8A98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    156980 | OU      | $144274.93    | 0.02%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJVL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     99331 | OU      | $98084.69     | 0.01%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    208249 | OU      | $195191.74    | 0.03%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138X3XH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    203510 | OU      | $191611.56    | 0.03%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    131742 | OU      | $124092.33    | 0.02%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TT96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109136 | OU      | $101493.34    | 0.02%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36202EZG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14186 | OU      | $14921.13     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJW97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     47867 | OU      | $45958.10     | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RVA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40651 | OU      | $38043.05     | 0.01%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5JY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    106678 | OU      | $98388.36     | 0.01%             | 2048-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CU69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     86550 | OU      | $80005.80     | 0.01%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED P       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES                    | CUSIP: 3137FQKN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    400000 | OU      | $367784.84    | 0.06%             | 2029-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140J9GM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     83880 | OU      | $80054.37     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132Y2LC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    108886 | OU      | $104154.61    | 0.02%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148455 | OU      | $142514.41    | 0.02%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35430 | OU      | $37067.73     | 0.01%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140KVXP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    343098 | OU      | $290210.16    | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95975 | OU      | $94882.06     | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KYV71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    183391 | OU      | $159707.28    | 0.02%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40981 | OU      | $39380.64     | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    140183 | OU      | $138118.77    | 0.02%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QEAE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    221933 | OU      | $196212.66    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132AEBH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22124 | OU      | $21715.10     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     21481 | OU      | $20082.03     | 0.00%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 3617A2VW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     49187 | OU      | $45497.96     | 0.01%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140Q7HL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     35639 | OU      | $34115.15     | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST            | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C20                     | CUSIP: 61764RBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725000 | OU      | $699064.58    | 0.11%             | 2048-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140JQRZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     86996 | OU      | $80157.30     | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE-ACES                       | FANNIE MAE-ACES                                                                 | CUSIP: 3136B5NV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    250000 | OU      | $234716.88    | 0.04%             | 2029-06-01      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115660 | OU      | $115242.57    | 0.02%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140Q9C84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     54986 | OU      | $53968.91     | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65866 | OU      | $65018.34     | 0.01%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5546 | OU      | $5802.20      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJXW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     30116 | OU      | $28069.56     | 0.00%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJ4X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22567 | OU      | $22674.68     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CP99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34714 | OU      | $32083.07     | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65671 | OU      | $64680.11     | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XGYY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    382209 | OU      | $337127.69    | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF              | CALIFORNIA INSTITUTE OF TECHNOLOGY                                              | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103207.85    | 0.02%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19433 | OU      | $19314.82     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X4WD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     89239 | OU      | $85396.32     | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X3AX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     54015 | OU      | $53016.05     | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31414C6Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     16104 | OU      | $16566.14     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153609 | OU      | $151631.33    | 0.02%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WKTU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     10664 | OU      | $9869.99      | 0.00%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X5LN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     85209 | OU      | $78380.36     | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TNQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77782 | OU      | $72367.75     | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140HJXG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     19514 | OU      | $17998.67     | 0.00%             | 2048-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3131XYNZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     83049 | OU      | $79453.61     | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179R4D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27164 | OU      | $25461.03     | 0.00%             | 2046-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52877 | OU      | $49760.70     | 0.01%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3131XLUN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    202974 | OU      | $191103.37    | 0.03%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124987 | OU      | $116240.47    | 0.02%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST        | UBS COMMERCIAL MORTGAGE TRUST 2018-C12                                          | CUSIP: 90353DAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | OU      | $483931.60    | 0.07%             | 2051-08-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 31329NTH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     71625 | OU      | $68462.66     | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31416RRB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    215592 | OU      | $218530.70    | 0.03%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5GE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    145774 | OU      | $135114.73    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3131XVRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    143313 | OU      | $133114.82    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 312944PJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     65166 | OU      | $64510.63     | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    146348 | OU      | $134844.31    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X4SD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     61435 | OU      | $60298.50     | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJ4W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     30298 | OU      | $29706.58     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST             | BENCHMARK 2019-B10 MORTGAGE TRUST                                               | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | OU      | $284560.83    | 0.04%             | 2062-03-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31402DMP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2055 | OU      | $2080.62      | 0.00%             | 2034-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DHK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    117093 | OU      | $103961.95    | 0.02%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TQN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97983 | OU      | $91468.12     | 0.01%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QBPL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7740 | OU      | $7383.42      | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    371879 | OU      | $332270.85    | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     22298 | OU      | $22935.34     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    196393 | OU      | $174003.99    | 0.03%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU       | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C24                             | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | OU      | $217989.27    | 0.03%             | 2047-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    129407 | OU      | $127741.56    | 0.02%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140MAXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    385760 | OU      | $351848.79    | 0.05%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X4XP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     75713 | OU      | $69761.95     | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    153974 | OU      | $147042.53    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418BZP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     43927 | OU      | $42065.69     | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51929 | OU      | $49818.76     | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126207 | OU      | $118191.33    | 0.02%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5DN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     87594 | OU      | $81717.73     | 0.01%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     98701 | OU      | $87449.22     | 0.01%             | 2049-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A47F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    253000 | OU      | $240775.75    | 0.04%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJV72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    132172 | OU      | $130513.44    | 0.02%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5EN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    197909 | OU      | $184263.51    | 0.03%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140HEDV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12271 | OU      | $11810.67     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     99256 | OU      | $91300.60     | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    345732 | OU      | $292600.98    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UGD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4140 | OU      | $4162.84      | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140HA2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     62509 | OU      | $57596.26     | 0.01%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    352457 | OU      | $315001.04    | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140FVWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    273077 | OU      | $261978.09    | 0.04%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138A7NS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28460 | OU      | $27861.39     | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XBS68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    393318 | OU      | $345543.02    | 0.05%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WFZB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     49038 | OU      | $47036.01     | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    391461 | OU      | $331297.87    | 0.05%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DAR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     38256 | OU      | $37548.35     | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    362404 | OU      | $336437.19    | 0.05%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31413BWG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28489 | OU      | $30026.78     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31385HSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3052 | OU      | $3202.16      | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140HBK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14740 | OU      | $14797.77     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MMUF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     10372 | OU      | $9888.13      | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TXW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42580 | OU      | $42890.81     | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QKN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    351420 | OU      | $309242.73    | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DGF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     57710 | OU      | $54308.24     | 0.01%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163011 | OU      | $151325.81    | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WH5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     36535 | OU      | $34745.35     | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CPN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17733 | OU      | $17396.27     | 0.00%             | 2037-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    326365 | OU      | $276731.87    | 0.04%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179RNW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55802 | OU      | $53519.94     | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CZJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18759 | OU      | $18830.03     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CVZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     86224 | OU      | $79528.13     | 0.01%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    194185 | OU      | $188272.16    | 0.03%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36225BLL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3522 | OU      | $3691.24      | 0.00%             | 2030-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36241K4Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43763 | OU      | $44432.69     | 0.01%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5EB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    128034 | OU      | $122868.40    | 0.02%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X4WN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    149517 | OU      | $138802.27    | 0.02%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                  | COMM 2016-CR28 MORTGAGE TRUST                                                   | CUSIP: 12593YBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535000 | OU      | $515392.52    | 0.08%             | 2049-02-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 31287NDD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2947 | OU      | $3033.65      | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 36290N4D1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10301 | OU      | $10564.45     | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3128MJ3X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8123 | OU      | $7768.64      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140JXRN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    107540 | OU      | $99086.88     | 0.02%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE I POOL                                                               | CUSIP: 3617A2QK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11131 | OU      | $10803.45     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371NV36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       482 | OU      | $490.57       | 0.00%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31371GKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       273 | OU      | $283.38       | 0.00%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TV44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62976 | OU      | $58593.04     | 0.01%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138926 | OU      | $128969.90    | 0.02%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22324 | OU      | $21911.06     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WFY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15196 | OU      | $14989.68     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    390000 | PA      | $355814.06    | 0.05%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                  | AMERICAN TOWER CORP                                                             | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169362.23    | 0.03%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2745000 | PA      | $2390830.66   | 0.36%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1740000 | PA      | $1702787.11   | 0.26%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER             | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274213.23    | 0.04%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    305000 | PA      | $265415.53    | 0.04%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 9128282N9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1345000 | PA      | $1299291.01   | 0.20%             | 2024-07-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    905000 | PA      | $871256.93    | 0.13%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER             | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $75277.54     | 0.01%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828Y87<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2340000 | PA      | $2247816.80   | 0.34%             | 2024-07-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828Y79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1631000 | PA      | $1588441.09   | 0.24%             | 2025-07-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    255000 | PA      | $229798.83    | 0.03%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1595000 | PA      | $1431824.02   | 0.22%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1440000 | PA      | $1299487.51   | 0.20%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 9128283V0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1745000 | PA      | $1688969.13   | 0.26%             | 2025-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1535000 | PA      | $1440921.29   | 0.22%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    425000 | PA      | $390394.04    | 0.06%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1280000 | PA      | $1108000.00   | 0.17%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1280000 | PA      | $1209750.00   | 0.18%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828V80<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    345000 | PA      | $336660.84    | 0.05%             | 2024-01-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC            | FANNIE MAE OR FREDDIE MAC                                                       | CUSIP: 01F040628<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1800000 | OU      | $1738687.50   | 0.26%             | 2052-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2665000 | PA      | $2374140.25   | 0.36%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP              | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                             | CUSIP: 459058JE4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |    300000 | PA      | $274041.84    | 0.04%             | 2025-07-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE       | Dreyfus Institutional Preferred Government Plus Money Market Fund               | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |  40445932 | OU      | $40445932.48  | 6.13%             | 2099-12-01      | Variable      | 4.40%                 | No            |                  1 | On Loan: No      |
| 99VVB9HH4                            | DREYFUS INST PREF GOVT PLUS-SL #4134                                            | CUSIP: 99VVB9HH4<br>LEI: N/A                  | Long             |  | RF                | US        |   7736472 | OU      | $7736471.55   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-23

**Name of Applicant:** BNY Mellon Advantage Funds, Inc.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer