# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001193125-26-071051
**Filing Date:** 2026-2
**Character Count:** 280122
**Document Hash:** 2da1aa87ed9c567e8edebac2e7be8411
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-071051.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001193125-26-071051

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 26677617

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/WMC BALANCED FUND (Series ID: S000001744)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000004651 | JNL/WMC BALANCED FUND (A) |  |
| C000067982 | JNL/WMC BALANCED FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/WMC Balanced Fund

- **b. EDGAR series identifier (if any):** S000001744

- **c. LEI of Series:** RYL8JLXZ5W4W31LUBY59

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $9606061705.83

**Total Liabilities:** $274553191.83

**Net Assets:** $9331508514.00

**Delayed Delivery Securities:** $104659353.40

**Cash Not Reported:** $1643868.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -329.302932380988 | **1-Year:** -35591.287142822690 | **5-Year:** -197233.958786017094 | **10-Year:** -269762.711393125495 | **30-Year:** -363067.549130645562

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

- **3-Month:** -82.503764091405 | **1-Year:** -2305.571862349106 | **5-Year:** -2726.065654121533 | **10-Year:** -10.810781470175 | **30-Year:** -21756.653441130702

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000004651 | 2.01%                | 1.12%                | -0.07%               |
| Class ID C000067982 | 2.04%                | 1.13%                | -0.04%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $114988373.12            | $40926915.61                               |
| Month 2  | $99011385.34             | $-7868795.54                               |
| Month 3  | $230187404.28            | $-235737317.62                             |

**Designated Index Information**

- **Index Name:** 65% S&P 500 Index, 35% Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** SPX/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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                   | JNL Government Money Market Fund - Class SL                              | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  17348704 | NS      | $17348704.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                            | UNITED STATES DOLLAR                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |    463613 | PA      | $550.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3137AYRG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    264014 | PA      | $262242.53    | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XH4D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1059780 | PA      | $1065141.60   | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5642445 | PA      | $4949665.23   | 0.05%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp.                                                   | US Foods Holding Corp.                                                   | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |    236996 | NS      | $17850538.72  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10675400 | PA      | $10656217.37  | 0.11%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8095020 | PA      | $6603158.08   | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132DWJM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5878557 | PA      | $6053163.61   | 0.06%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140FBL32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    260605 | PA      | $252519.89    | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140Q0T93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14655000 | PA      | $14717868.48  | 0.16%             | 2030-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139633 | PA      | $135105.73    | 0.00%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140W1XS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5932491 | PA      | $5935434.88   | 0.06%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31418CFJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    156588 | PA      | $151595.83    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                            | Ginnie Mae II                                                            | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3559165 | PA      | $3072314.95   | 0.03%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36241KP77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       744 | PA      | $779.50       | 0.00%             | 2037-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36290T3T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    101125 | PA      | $105938.68    | 0.00%             | 2037-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NLG Global Funding                                                       | NLG Global Funding                                                       | CUSIP: 62915W2B8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5395000 | PA      | $5325841.50   | 0.06%             | 2030-09-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9281100 | PA      | $9362309.63   | 0.10%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12040500 | PA      | $12311411.25  | 0.13%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-B                                       | Volkswagen Auto Lease Trust 2025-B                                       | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8640000 | PA      | $8675614.94   | 0.09%             | 2027-12-20      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                    | Charter Communications Operating, LLC                                    | CUSIP: 161175BR4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   7442000 | PA      | $7529169.63   | 0.08%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3136ANUU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    479499 | PA      | $473455.11    | 0.01%             | 2044-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3138ARAT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3511 | PA      | $3502.48      | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31403AVS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7591 | PA      | $8021.22      | 0.00%             | 2033-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XHC62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    131252 | PA      | $127548.02    | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31416H5B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13313 | PA      | $13338.83     | 0.00%             | 2039-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31418WPM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1174 | PA      | $1175.59      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36176ANJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3031 | PA      | $2955.44      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36296AQH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80170 | PA      | $83850.05     | 0.00%             | 2038-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Class B Pass Through Certificates, Series 2018-1         | United Airlines Class B Pass Through Certificates, Series 2018-1         | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    214952 | PA      | $213768.97    | 0.00%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        | -11932000 | PA      | $-11652810.29 | -0.12%            | 2056-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2390000 | PA      | $2361245.43   | 0.03%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132DWJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7425955 | PA      | $7637240.04   | 0.08%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140Q0HG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14427000 | PA      | $14627138.56  | 0.16%             | 2030-08-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                             | JBS USA Holding Lux S.a r.l.                                             | CUSIP: 472140AA0<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |    989000 | PA      | $1041375.46   | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| PRET 2025-RPL6 Trust                                                     | PRET 2025-RPL6 Trust                                                     | CUSIP: 74143YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15902235 | PA      | $15291488.88  | 0.16%             | 2069-09-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SBA Towers, LLC                                                          | SBA Towers, LLC                                                          | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2570000 | PA      | $2509755.09   | 0.03%             | 2051-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                           | Citigroup Inc.                                                           | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2226014.09   | 0.02%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                 | Columbia Pipelines Operating Company LLC                                 | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1694000 | PA      | $1791639.79   | 0.02%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132CXWT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10666589 | PA      | $10985682.59  | 0.12%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                    | Foundry JV Holdco LLC                                                    | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2668000 | PA      | $2798386.23   | 0.03%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II                                                            | Ginnie Mae II                                                            | CUSIP: 36179W2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3385582 | PA      | $3233045.52   | 0.03%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Oklahoma                                       | Public Service Company of Oklahoma                                       | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   7605000 | PA      | $7796323.55   | 0.08%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RFR Trust 2025-SGRM                                                      | RFR Trust 2025-SGRM                                                      | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16885443 | PA      | $17283787.49  | 0.19%             | 2029-03-13      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Corning Incorporated                                                     | Corning Incorporated                                                     | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    333991 | NS      | $29244251.96  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Florida, LLC                                                 | Duke Energy Florida, LLC                                                 | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1880389.72   | 0.02%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31406EZV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       189 | PA      | $189.66       | 0.00%             | 2035-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140NYEL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12759000 | PA      | $12935841.02  | 0.14%             | 2030-05-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36176ATV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    105617 | PA      | $102559.80    | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                            | Ginnie Mae II                                                            | CUSIP: 36179XAA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5864438 | PA      | $5756743.24   | 0.06%             | 2052-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2023-2                                         | Kubota Credit Owner Trust 2023-2                                         | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4671617 | PA      | $4708235.95   | 0.05%             | 2027-05-17      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21794000 | PA      | $22649584.49  | 0.24%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                | AT&T Inc.                                                                | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7160000 | PA      | $7115497.74   | 0.08%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                           | Arizona Public Service Company                                           | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $3026581.15   | 0.03%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                    | Delta Air Lines, Inc.                                                    | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |    605491 | NS      | $42021075.40  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3138ATL40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5360 | PA      | $5347.19      | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3138YBSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4003146 | PA      | $3657821.54   | 0.04%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                            | Ginnie Mae II                                                            | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8123500 | PA      | $7009766.34   | 0.08%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mars, Incorporated                                                       | Mars, Incorporated                                                       | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   8352000 | PA      | $8584024.41   | 0.09%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                           | Protective Life Global Funding                                           | CUSIP: 74368CCB8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   7640000 | PA      | $7945829.96   | 0.09%             | 2032-01-14      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2018-1                                         | Towd Point Mortgage Trust 2018-1                                         | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65733 | PA      | $65313.03     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28515200 | PA      | $19813609.93  | 0.21%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14079400 | PA      | $11418613.04  | 0.12%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                            | Williams Companies, Inc., The                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    883719 | NS      | $53120349.09  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                                                  | Duke Energy Corporation                                                  | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1876343.62   | 0.02%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3133KMFR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6656504 | PA      | $5721402.79   | 0.06%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31414CCT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42210 | PA      | $43875.75     | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31416CCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4820 | PA      | $4829.70      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2163109 | PA      | $2003289.30   | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL2 Trust                                                     | PRET 2025-RPL2 Trust                                                     | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10190662 | PA      | $10010041.57  | 0.11%             | 2064-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                         | Pacific Gas and Electric Company                                         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   8685182 | PA      | $7348714.88   | 0.08%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        |  -3975000 | PA      | $-3878885.69  | -0.04%            | 2056-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        | -21707000 | PA      | $-22291224.37 | -0.24%            | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                      | CBRE Services, Inc.                                                      | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |  11460000 | PA      | $11508431.11  | 0.12%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                      | Comcast Corporation                                                      | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    770000 | PA      | $447529.78    | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 31292HGC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5656 | PA      | $5944.48      | 0.00%             | 2030-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 312938JJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    168248 | PA      | $178323.74    | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132D6DJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2408846 | PA      | $2419391.42   | 0.03%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140LKJE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15263000 | PA      | $15559428.83  | 0.17%             | 2030-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31417CRL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5342 | PA      | $5299.82      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                | Arthur J. Gallagher & Co.                                                | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |    130759 | NS      | $33839121.61  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Lux S.A.                                                         | JBS USA Lux S.A.                                                         | CUSIP: 47214BAC2<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |  13790000 | PA      | $15210372.76  | 0.16%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Edison Company                                              | Metropolitan Edison Company                                              | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $398159.93    | 0.00%             | 2028-04-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Company                                           | Performance Food Group Company                                           | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    163619 | NS      | $14712620.48  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9383800 | PA      | $9457110.94   | 0.10%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2019-1                              | Castlelake Aircraft Structured Trust 2019-1                              | CUSIP: 14855MAA6<br>LEI: 5493003ADMTNWVTVWM43 | Long             | ABS-CBDO         | CORP              | US        |    713138 | PA      | $691102.07    | 0.01%             | 2026-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                   | Columbia Pipelines Holding Company LLC                                   | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3433325.40   | 0.04%             | 2031-10-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JPMorgan Chase & Co.                                                     | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7381000 | PA      | $7624986.34   | 0.08%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                             | Nasdaq, Inc.                                                             | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |   1185765 | NS      | $115173354.50 | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Protective Life Global Funding                                           | Protective Life Global Funding                                           | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2830173.26   | 0.03%             | 2030-06-05      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                                | B.A.T Capital Corporation                                                | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1183323.76   | 0.01%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                              | Bank of America Corporation                                              | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2522000 | PA      | $2573853.58   | 0.03%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2021-1                              | Castlelake Aircraft Structured Trust 2021-1                              | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85102 | PA      | $83911.01     | 0.00%             | 2028-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                             | Connecticut Avenue Securities Trust 2021-R01                             | CUSIP: 20754RAB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    719283 | PA      | $721914.08    | 0.01%             | 2041-10-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XMDB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    393231 | PA      | $382295.26    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31416KGP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1352 | PA      | $1357.28      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36296QN54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1450 | PA      | $1517.33      | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                        | Intel Corporation                                                        | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   7403000 | PA      | $6599177.08   | 0.07%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Providence St. Joseph Health                                             | Providence St. Joseph Health                                             | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4785000 | PA      | $4930360.17   | 0.05%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6825000 | PA      | $4884140.63   | 0.05%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6513000 | PA      | $6569480.08   | 0.07%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3416900 | PA      | $3382330.54   | 0.04%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                    | Wells Fargo & Company                                                    | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7471000 | PA      | $7625624.30   | 0.08%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                           | Citizens Financial Group, Inc.                                           | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  12600000 | PA      | $13857704.28  | 0.15%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18040300 | PA      | $15272241.47  | 0.16%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                         | Amazon.com, Inc.                                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |   1262358 | NS      | $291377473.60 | 3.12%             |  |  |  | No            |                  1 | On Loan: No      |
| B.A.T Capital Corporation                                                | B.A.T Capital Corporation                                                | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1771668.40   | 0.02%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                       | Energy Transfer LP                                                       | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2354000 | PA      | $2309888.63   | 0.02%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31418D5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2348401 | PA      | $2055060.50   | 0.02%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                           | Goldman Sachs Group, Inc., The                                           | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     62552 | NS      | $54983208.00  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64337900 | PA      | $64883266.64  | 0.70%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Linde Public Limited Company                                             | Linde Public Limited Company                                             | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |     52933 | NS      | $22570101.87  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                      | Abbott Laboratories                                                      | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    477525 | NS      | $59829107.25  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3137AX6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2310482 | PA      | $2197358.93   | 0.02%             | 2042-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XJ6L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1003583 | PA      | $992710.90    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31412UZA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      5733 | PA      | $5744.84      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                            | Ginnie Mae II                                                            | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13639493 | PA      | $12274132.96  | 0.13%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36225BWZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6167 | PA      | $6421.37      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36294RBZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       456 | PA      | $476.90       | 0.00%             | 2037-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                     | Glencore Funding LLC                                                     | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1460407.07   | 0.02%             | 2055-04-01      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a r.l.                                       | GreenSaif Pipelines Bidco S.a r.l.                                       | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | US        |   5145000 | PA      | $5384206.49   | 0.06%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                                                  | Kite Realty Group, L.P.                                                  | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1076582.66   | 0.01%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Electric Company                                            | Pennsylvania Electric Company                                            | CUSIP: 708696CA5<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305617.66    | 0.00%             | 2026-03-30      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                         | ServiceNow, Inc.                                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |    211483 | NS      | $32397080.77  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                  | CF Hippolyta Issuer LLC                                                  | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1727612 | PA      | $1391480.00   | 0.01%             | 2026-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                   | Columbia Pipelines Holding Company LLC                                   | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1905549.40   | 0.02%             | 2032-11-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Company                                       | Southern California Edison Company                                       | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322060.80    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6463800 | PA      | $5858828.40   | 0.06%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    998889 | PA      | $1017506.60   | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14697352 | PA      | $14962096.87  | 0.16%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12592100 | PA      | $12164165.04  | 0.13%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22728400 | PA      | $22997411.07  | 0.25%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3133KQWQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1210854 | PA      | $1233422.47   | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140QQJ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    976618 | PA      | $983694.96    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38276800 | PA      | $38646109.88  | 0.41%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 35563PUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9792778 | PA      | $8136543.78   | 0.09%             | 2060-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36295QLF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111325 | PA      | $116495.45    | 0.00%             | 2038-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39138200 | PA      | $39260506.88  | 0.42%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15807700 | PA      | $15889207.66  | 0.17%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-R2                                       | Verus Securitization Trust 2025-R2                                       | CUSIP: 92541EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13580000 | PA      | $13606707.79  | 0.15%             | 2067-07-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                    | Wells Fargo & Company                                                    | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7430000 | PA      | $7689408.05   | 0.08%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132DPVV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6691177 | PA      | $6739663.61   | 0.07%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3031272 | PA      | $3083980.18   | 0.03%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140Q0CR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6642000 | PA      | $6711797.46   | 0.07%             | 2030-08-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140Q0CU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5896000 | PA      | $5957958.12   | 0.06%             | 2030-08-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140QG4T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4199919 | PA      | $3448211.74   | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XD7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2009561 | PA      | $1719095.68   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140Y62E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12285526 | PA      | $12677237.30  | 0.14%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3142GQLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11292936 | PA      | $11764131.53  | 0.13%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36296QPV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13623 | PA      | $14261.11     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                         | Philip Morris International Inc.                                         | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1727566.07   | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14546400 | PA      | $14664589.50  | 0.16%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                     | Amphenol Corporation                                                     | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    340711 | NS      | $46043684.54  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                            | Consolidated Edison Company of New York, Inc.                            | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3643494.61   | 0.04%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                  | Duke Energy Corporation                                                  | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    412787 | NS      | $48382764.27  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3128PWMC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6329 | PA      | $6320.68      | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132DNF73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  17321739 | PA      | $14243123.92  | 0.15%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3137HHJF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4300000 | PA      | $4409395.01   | 0.05%             | 2031-10-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36201TVE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       987 | PA      | $1027.77      | 0.00%             | 2036-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36241KDJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28672 | PA      | $29179.37     | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a r.l.                                       | GreenSaif Pipelines Bidco S.a r.l.                                       | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | US        |   8390000 | PA      | $8763819.81   | 0.09%             | 2042-08-23      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20937000 | PA      | $20854397.25  | 0.22%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27244100 | PA      | $26886521.19  | 0.29%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                    | Dominion Energy, Inc.                                                    | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    769557 | NS      | $45088344.63  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3137H73P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8300000 | PA      | $7497014.01   | 0.08%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3138WGHD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1583491 | PA      | $1536494.83   | 0.02%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                            | Ginnie Mae II                                                            | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7478597 | PA      | $7129965.40   | 0.08%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36202DXT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5546 | PA      | $5697.00      | 0.00%             | 2033-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corporation                          | Golden State Tobacco Securitization Corporation                          | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    590000 | PA      | $535734.57    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline, LLC                                                   | Gray Oak Pipeline, LLC                                                   | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $459900.81    | 0.00%             | 2027-10-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                          | Regeneron Pharmaceuticals, Inc.                                          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     42880 | NS      | $33097785.60  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Towers, LLC                                                          | SBA Towers, LLC                                                          | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1520000 | PA      | $1518669.54   | 0.02%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12022500 | PA      | $11804592.19  | 0.13%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15002900 | PA      | $15256073.94  | 0.16%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1270100 | PA      | $1266676.70   | 0.01%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5652771 | PA      | $5663702.62   | 0.06%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31412QBG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       468 | PA      | $468.66       | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36292LGX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       917 | PA      | $960.77       | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3137FHQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4775000 | PA      | $4757130.52   | 0.05%             | 2033-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31418XSK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     57106 | PA      | $58229.14     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JPMorgan Chase & Co.                                                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    175718 | NS      | $56619853.96  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SCE Recovery Funding LLC                                                 | SCE Recovery Funding LLC                                                 | CUSIP: 78433LAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1050000 | PA      | $819896.28    | 0.01%             | 2038-05-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XKME7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    221585 | PA      | $219946.19    | 0.00%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                      | Boeing Company, The                                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   8576000 | PA      | $9647993.14   | 0.10%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18113621 | PA      | $14792374.57  | 0.16%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36241KZ68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    254505 | PA      | $259272.49    | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                           | Citigroup Inc.                                                           | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6534000 | PA      | $6673872.68   | 0.07%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132GFLS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8624 | PA      | $8538.79      | 0.00%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36241LEG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22586 | PA      | $23638.29     | 0.00%             | 2039-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                            | Thermo Fisher Scientific Inc.                                            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     94449 | NS      | $54728473.05  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13433400 | PA      | $12969528.58  | 0.14%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140EWEW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     61612 | PA      | $59775.57     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140Q9HX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    986221 | PA      | $983857.92    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XFMM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3277313 | PA      | $2808725.14   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36241KJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       590 | PA      | $602.31       | 0.00%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36296R2J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       169 | PA      | $177.29       | 0.00%             | 2038-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Food Company                                                     | JBS USA Food Company                                                     | CUSIP: 46590XAY2<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |   7394000 | PA      | $7716830.91   | 0.08%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, National Association                        | Morgan Stanley Private Bank, National Association                        | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  10905000 | PA      | $10936696.47  | 0.12%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1826000 | PA      | $1525779.85   | 0.02%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19791100 | PA      | $19874594.69  | 0.21%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39449300 | PA      | $39070215.90  | 0.42%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-3, LLC                                   | Enterprise Fleet Financing 2023-3, LLC                                   | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4296621 | PA      | $4350201.00   | 0.05%             | 2027-02-22      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3138YTVU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6223 | PA      | $6082.42      | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140QST43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1221206 | PA      | $1243585.17   | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JPMorgan Chase & Co.                                                     | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5055000 | PA      | $5152901.20   | 0.06%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3128M7YJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      9541 | PA      | $10096.23     | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140QQCC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1045706 | PA      | $1050995.95   | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                    | Foundry JV Holdco LLC                                                    | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $747011.93    | 0.01%             | 2038-01-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II                                                            | Ginnie Mae II                                                            | CUSIP: 36179W5E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9720627 | PA      | $9270515.72   | 0.10%             | 2052-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36296QPU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80429 | PA      | $84245.29     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                                     | HCA Healthcare, Inc.                                                     | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |    100868 | NS      | $47091234.48  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Incorporated                                                       | Mars, Incorporated                                                       | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4017000 | PA      | $4008918.60   | 0.04%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                         | Philip Morris International Inc.                                         | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4742997.61   | 0.05%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital, The                                                     | Toledo Hospital, The                                                     | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    710000 | PA      | $716491.60    | 0.01%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12287000 | PA      | $11757603.55  | 0.13%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        | -10081000 | PA      | $-9566711.74  | -0.10%            | 2056-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                    | Athene Global Funding                                                    | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  11485000 | PA      | $11866117.09  | 0.13%             | 2029-01-09      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XFU58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12826572 | PA      | $10518830.34  | 0.11%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 3620ARV32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10341 | PA      | $10056.43     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                        | HSBC Holdings PLC                                                        | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $4209240.27   | 0.05%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. , The                                                   | Home Depot, Inc. , The                                                   | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    200888 | NS      | $69125560.80  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| RGA Global Funding                                                       | RGA Global Funding                                                       | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2059324.20   | 0.02%             | 2032-08-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US, Inc.                                                        | T-Mobile US, Inc.                                                        | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |    284978 | NS      | $57861933.12  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3494500 | PA      | $3539273.28   | 0.04%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                          | UnitedHealth Group Incorporated                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |    121628 | NS      | $40150619.08  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                                                 | American Express Company                                                 | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   7330000 | PA      | $7460204.99   | 0.08%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                          | AstraZeneca PLC                                                          | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    401050 | NS      | $36868526.50  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                      | Comcast Corporation                                                      | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1696000 | PA      | $995081.87    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3128MMVU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    772312 | PA      | $748191.33    | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31371HVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       888 | PA      | $923.79       | 0.00%             | 2029-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3138M0CZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8334 | PA      | $8271.60      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140FPXK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11921 | PA      | $11566.92     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140Q0FB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14758599 | PA      | $14836751.69  | 0.16%             | 2030-09-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36296LQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89822 | PA      | $93957.42     | 0.00%             | 2038-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                                         | JNL Government Money Market Fund                                         | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  54217803 | NS      | $54217803.22  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                 | Lloyds Banking Group PLC                                                 | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |   6335000 | PA      | $6313321.00   | 0.07%             | 2031-11-04      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, National Association                        | Morgan Stanley Private Bank, National Association                        | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   6695000 | PA      | $6705770.92   | 0.07%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7209400 | PA      | $7210808.00   | 0.08%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6918300 | PA      | $7065043.37   | 0.08%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24548000 | PA      | $24653480.30  | 0.26%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                              | AbbVie Inc.                                                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    273278 | NS      | $62441290.22  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                                             | Airbnb, Inc.                                                             | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |    122606 | NS      | $16640086.32  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglo American Capital PLC                                               | Anglo American Capital PLC                                               | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | US        |   3266000 | PA      | $3285980.41   | 0.04%             | 2028-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                    | Charter Communications Operating, LLC                                    | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    445000 | PA      | $444390.08    | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 312938JG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     24301 | PA      | $25745.43     | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6444852 | PA      | $6469398.76   | 0.07%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XJED1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    310711 | PA      | $301902.69    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31412Q2Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11817 | PA      | $11838.80     | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31414KJ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15649 | PA      | $16668.40     | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31417YW78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       310 | PA      | $309.31       | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36200M7A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1773 | PA      | $1845.86      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36206GUC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4341 | PA      | $4550.82      | 0.00%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36241LMU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10267 | PA      | $10745.07     | 0.00%             | 2040-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                        | State of Illinois                                                        | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |  23929657 | PA      | $24524780.26  | 0.26%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                       | American International Group, Inc.                                       | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    444286 | NS      | $38008667.30  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE                                                                     | BPCE                                                                     | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |   8045000 | PA      | $8396976.80   | 0.09%             | 2031-01-14      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                 | BX Trust                                                                 | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2190000 | PA      | $2204094.62   | 0.02%             | 2030-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3132DQM52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3628069 | PA      | $3697956.93   | 0.04%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XQRW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9243236 | PA      | $9558364.38   | 0.10%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 3620AEQH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5356 | PA      | $5620.68      | 0.00%             | 2040-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36225B5F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2607 | PA      | $2651.89      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36230NZR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37423 | PA      | $37472.96     | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                        | Merck & Co., Inc.                                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    890045 | NS      | $93686136.70  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                                            | NiSource Inc.                                                            | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4102000 | PA      | $4197024.88   | 0.04%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36295B5W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7253 | PA      | $7595.29      | 0.00%             | 2038-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36295RM39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    227955 | PA      | $238541.56    | 0.00%             | 2038-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc.                                               | Palantir Technologies Inc.                                               | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |    223554 | NS      | $39736723.50  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Roche Holding AG                                                         | Roche Holding AG                                                         | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EP               | CORP              | CH        |     91930 | NS      | $37763038.24  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co., The                                                          | Kroger Co., The                                                          | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |    518320 | NS      | $32384633.60  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                                               | PACCAR Inc                                                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |    386748 | NS      | $42352773.48  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                   | Sempra                                                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    838629 | NS      | $74042554.41  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14669000 | PA      | $10468279.54  | 0.11%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                 | American Express Company                                                 | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4785000 | PA      | $5052368.10   | 0.05%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: —       |
| Athene Global Funding                                                    | Athene Global Funding                                                    | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  15711000 | PA      | $16072646.80  | 0.17%             | 2030-01-07      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CFMT 2021-AL1 Trust                                                      | CFMT 2021-AL1 Trust                                                      | CUSIP: 12529UAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    632525 | PA      | $630295.82    | 0.01%             | 2031-09-22      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3132DQAM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    693027 | PA      | $688984.75    | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XJ3A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2565296 | PA      | $2576526.18   | 0.03%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                    | Targa Resources Corp.                                                    | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |    391971 | NS      | $72318649.50  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1733300 | PA      | $1760992.24   | 0.02%             | 2031-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20015800 | PA      | $20366076.50  | 0.22%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16033200 | PA      | $16127144.93  | 0.17%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76291600 | PA      | $76005506.50  | 0.81%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                    | Whistler Pipeline LLC                                                    | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   7826000 | PA      | $8060474.79   | 0.09%             | 2029-09-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Advanced Micro Devices, Inc.                                             | Advanced Micro Devices, Inc.                                             | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    279811 | NS      | $59924323.76  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco P.L.C.                                          | British American Tobacco P.L.C.                                          | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |   1177522 | NS      | $66759400.97  | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                              | Bank of America Corporation                                              | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7648000 | PA      | $7755454.40   | 0.08%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31368HNV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4559 | PA      | $4565.47      | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140Q0ED0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11483911 | PA      | $11546015.99  | 0.12%             | 2030-09-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                            | Ginnie Mae II                                                            | CUSIP: 36179WZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9135248 | PA      | $8414453.07   | 0.09%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36201TKU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       446 | PA      | $454.48       | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                | O'Reilly Automotive, Inc.                                                | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |    378214 | NS      | $34496898.94  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc.                                                          | S&P Global Inc.                                                          | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1122556.50   | 0.01%             | 2035-12-04      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14705300 | PA      | $14468635.84  | 0.16%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13532400 | PA      | $13490111.25  | 0.14%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5414800 | PA      | $5485446.35   | 0.06%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    271900 | PA      | $279228.55    | 0.00%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28569800 | PA      | $28727156.74  | 0.31%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Welltower Inc.                                                           | Welltower Inc.                                                           | CUSIP: 95040Q104<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | EC               | CORP              | US        |    339115 | NS      | $62943135.15  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XDDV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2765279 | PA      | $2418372.32   | 0.03%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust 2017-1                                      | Metlife Securitization Trust 2017-1                                      | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    401972 | PA      | $388703.06    | 0.00%             | 2026-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                         | Oregon School Boards Association                                         | CUSIP: 686053GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    172982 | PA      | $174454.40    | 0.00%             | 2028-06-30      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, Inc.                                               | Simon Property Group, Inc.                                               | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |    372186 | NS      | $68895350.46  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9682700 | PA      | $8702326.63   | 0.09%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14633100 | PA      | $14716554.03  | 0.16%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1442100 | PA      | $1428636.70   | 0.02%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45350800 | PA      | $45451778.09  | 0.49%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3128MMVQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    152710 | PA      | $148004.92    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132DPZS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    521893 | PA      | $506174.54    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3133KPUU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7017148 | PA      | $7052646.17   | 0.08%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                            | Ginnie Mae II                                                            | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13661850 | PA      | $11788807.68  | 0.13%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36295KHD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15645 | PA      | $16381.62     | 0.00%             | 2038-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP, LLC                                                       | Healthpeak OP, LLC                                                       | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   8785000 | PA      | $8727878.17   | 0.09%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                | Liberty Mutual Group Inc.                                                | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   4478000 | PA      | $4500428.51   | 0.05%             | 2029-02-01      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                         | Philip Morris International Inc.                                         | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |    127834 | NS      | $20504573.60  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6742400 | PA      | $6782959.58   | 0.07%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                               | Apple Inc.                                                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |   1593349 | NS      | $433167859.10 | 4.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3132DQTB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4268271 | PA      | $4077570.42   | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3133KPUH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11712755 | PA      | $11490700.87  | 0.12%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31418BZD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1775014 | PA      | $1722334.34   | 0.02%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                  | Republic Services, Inc.                                                  | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |    294107 | NS      | $62330096.51  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8510500 | PA      | $5374579.90   | 0.06%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13725000 | PA      | $12374481.96  | 0.13%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31418ERL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9058106 | PA      | $9092099.73   | 0.10%             | 2038-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3815304 | PA      | $3159985.98   | 0.03%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                            | Ginnie Mae II                                                            | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    107245 | PA      | $96458.97     | 0.00%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4349900 | PA      | $4216684.31   | 0.05%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10849500 | PA      | $10260830.00  | 0.11%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                             | UBS Group AG                                                             | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |   1640046 | NS      | $75813514.67  | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson Controls International Public Limited Company                    | Johnson Controls International Public Limited Company                    | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |    513364 | NS      | $61475339.00  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XFU33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  17368820 | PA      | $14923433.00  | 0.16%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                    | Freeport-McMoRan Inc.                                                    | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    900267 | NS      | $45724560.93  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12497300 | PA      | $12294707.52  | 0.13%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                 | Columbia Pipelines Operating Company LLC                                 | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1975000 | PA      | $2091080.23   | 0.02%             | 2030-08-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132DMY41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1910720 | PA      | $1568736.49   | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3138LTX60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15832 | PA      | $15713.67     | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XAXV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3436334 | PA      | $2820220.40   | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36292LAV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    168899 | PA      | $176396.68    | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley                                                           | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7095000 | PA      | $7176952.22   | 0.08%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Qualcomm Incorporated                                                    | Qualcomm Incorporated                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    356567 | NS      | $60990785.35  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        | -34626000 | PA      | $-34550255.63 | -0.37%            | 2056-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority                                                | Chicago Transit Authority                                                | CUSIP: 167725AF7<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    592523 | PA      | $665097.62    | 0.01%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Dallas-Fort Worth International Airport Facility Improvement Corporation | Dallas-Fort Worth International Airport Facility Improvement Corporation | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $246025.68    | 0.00%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3138WUR21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     70249 | PA      | $70207.18     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140QEAC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5484609 | PA      | $4731274.68   | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14501052 | PA      | $12009212.99  | 0.13%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Partners of America 2021-2 Trust                                    | Home Partners of America 2021-2 Trust                                    | CUSIP: 43732VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6716470 | PA      | $6588263.56   | 0.07%             | 2026-12-17      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corporation                     | Texas Natural Gas Securitization Finance Corporation                     | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3977210 | PA      | $4082792.03   | 0.04%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47239100 | PA      | $47252015.17  | 0.51%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                      | Virginia Electric and Power Company                                      | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3687000 | PA      | $3584951.58   | 0.04%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                    | Wells Fargo & Company                                                    | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8770000 | PA      | $9267348.45   | 0.10%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31419AP50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18672 | PA      | $19938.45     | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corporation                                 | Grand Parkway Transportation Corporation                                 | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $222743.60    | 0.00%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11036300 | PA      | $11273408.28  | 0.12%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                               | Anglo American Capital PLC                                               | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | US        |   6124000 | PA      | $5648988.88   | 0.06%             | 2030-09-10      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corporation                                                      | Comcast Corporation                                                      | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    284000 | PA      | $209900.88    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3138Y23H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      4018 | PA      | $4027.60      | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6046006 | PA      | $5937052.44   | 0.06%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6093210 | PA      | $6211480.85   | 0.07%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                               | Jabil Inc.                                                               | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |    126906 | NS      | $28937106.12  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| City of Philadelphia                                                     | City of Philadelphia                                                     | CUSIP: 71781LBH1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |   5225000 | PA      | $5555575.30   | 0.06%             | 2028-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8492800 | PA      | $8373370.00   | 0.09%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                   | Extra Space Storage LP                                                   | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1843142.33   | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31374CSR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3589484 | PA      | $3290109.43   | 0.04%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6529986 | PA      | $5504847.64   | 0.06%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36294SG35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58602 | PA      | $61402.31     | 0.00%             | 2036-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                    | Georgia Power Company                                                    | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   3871000 | PA      | $3609302.59   | 0.04%             | 2052-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Horizon Aircraft Finance II Limited                                      | Horizon Aircraft Finance II Limited                                      | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-CBDO         | CORP              | US        |    232952 | PA      | $227536.20    | 0.00%             | 2026-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Intuit Inc.                                                              | Intuit Inc.                                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     52834 | NS      | $34998298.28  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Lease Owner Trust 2025-B                                          | Toyota Lease Owner Trust 2025-B                                          | CUSIP: 89240NAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6720000 | PA      | $6739662.72   | 0.07%             | 2028-11-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1670000 | PA      | $1580628.95   | 0.02%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                              | Bank of America Corporation                                              | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3858000 | PA      | $4024576.87   | 0.04%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JPMorgan Chase & Co.                                                     | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7675000 | PA      | $7754471.56   | 0.08%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4910100 | PA      | $4942706.01   | 0.05%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                            | Consolidated Edison Company of New York, Inc.                            | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3546236.71   | 0.04%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7982000 | PA      | $7174432.32   | 0.08%             | 2056-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132E0N32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    633477 | PA      | $616436.64    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3133KYVL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1136731 | PA      | $1021905.79   | 0.01%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3137B8MS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    211670 | PA      | $209329.97    | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                 | SCE Recovery Funding LLC                                                 | CUSIP: 78433LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    605000 | PA      | $407725.90    | 0.00%             | 2043-11-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                        | Texas Electric Market Stabilization Funding N LLC                        | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6375018 | PA      | $6331097.48   | 0.07%             | 2034-08-01      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Company                                                    | Alabama Power Company                                                    | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1013663.57   | 0.01%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140FAQK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    218557 | PA      | $211594.62    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 3620C0ZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    126316 | PA      | $126509.53    | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance III Limited                                     | Horizon Aircraft Finance III Limited                                     | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    758873 | PA      | $728365.92    | 0.01%             | 2026-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2024-A                                       | Volkswagen Auto Lease Trust 2024-A                                       | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5090000 | PA      | $5124219.56   | 0.05%             | 2026-10-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                      | Boeing Company, The                                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5053000 | PA      | $5163970.45   | 0.06%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                            | Broadcom Inc.                                                            | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |    479043 | NS      | $165796782.30 | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3138XWV47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     26301 | PA      | $26277.59     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XJ6M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    444329 | PA      | $438265.43    | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31417QK52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     12483 | PA      | $12501.54     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 38374L5Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       731 | PA      | $759.69       | 0.00%             | 2035-09-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31419CQN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    355427 | PA      | $355721.70    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36202DX71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2406 | PA      | $2443.32      | 0.00%             | 2033-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                              | Kenvue Inc.                                                              | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   6104000 | PA      | $6229346.86   | 0.07%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corporation                                           | Marathon Petroleum Corporation                                           | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |    159441 | NS      | $25929889.83  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7939600 | PA      | $7046084.56   | 0.08%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11122100 | PA      | $10743688.34  | 0.12%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Anglo American PLC                                                       | Anglo American PLC                                                       | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |    931741 | NS      | $38769083.47  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-6                                          | Angel Oak Mortgage Trust 2019-6                                          | CUSIP: 03464VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72297 | PA      | $71609.70     | 0.00%             | 2059-11-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                              | Bank of America Corporation                                              | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5706000 | PA      | $5957507.36   | 0.06%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9350000 | PA      | $7738507.87   | 0.08%             | 2056-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company, The                                                 | Walt Disney Company, The                                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    485411 | NS      | $55225209.47  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                                                  | Exxon Mobil Corporation                                                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    405294 | NS      | $48773079.96  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 31298T4F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       187 | PA      | $196.52       | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3136B9VP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3512933 | PA      | $2815430.28   | 0.03%             | 2049-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36202DZZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5926 | PA      | $6158.57      | 0.00%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                     | Glencore Funding LLC                                                     | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  18674000 | PA      | $20101302.37  | 0.22%             | 2030-10-06      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Israel, State of                                                         | Israel, State of                                                         | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | US        |   8850000 | PA      | $9087542.85   | 0.10%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                            | NiSource Inc.                                                            | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2076276.18   | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                            | Sammons Financial Group, Inc.                                            | CUSIP: 79587J2C6<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |  18890000 | PA      | $19139075.98  | 0.21%             | 2030-06-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Company                                  | Trans-Allegheny Interstate Line Company                                  | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $923970.96    | 0.01%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20912800 | PA      | $20821306.50  | 0.22%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                               | Anglo American Capital PLC                                               | CUSIP: 034863AR1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4382576.72   | 0.05%             | 2027-04-10      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                                   | Extra Space Storage LP                                                   | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   8678000 | PA      | $8899389.66   | 0.10%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140KYAU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2471119 | PA      | $2172565.49   | 0.02%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36200MTF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       972 | PA      | $987.50       | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSK PLC                                                                  | GSK PLC                                                                  | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    835939 | NS      | $40994448.56  | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC Holdings PLC                                                        | HSBC Holdings PLC                                                        | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2547454.14   | 0.03%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, National Association                        | Morgan Stanley Private Bank, National Association                        | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   5035000 | PA      | $5102051.10   | 0.05%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Southern Company Gas Capital Corporation                                 | Southern Company Gas Capital Corporation                                 | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2524474.37   | 0.03%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TJX Companies, Inc., The                                                 | TJX Companies, Inc., The                                                 | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |    238023 | NS      | $36562713.03  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17593400 | PA      | $17899910.46  | 0.19%             | 2029-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3587000 | PA      | $3548747.87   | 0.04%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                         | Caterpillar Inc.                                                         | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     94960 | NS      | $54399735.20  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                                     | Meta Platforms, Inc.                                                     | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1838159.16   | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4189996 | PA      | $4265470.47   | 0.05%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140MHSX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4211351 | PA      | $3577629.99   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36294TYF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       575 | PA      | $600.46       | 0.00%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36295KVA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40694 | PA      | $42532.76     | 0.00%             | 2038-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                 | SCE Recovery Funding LLC                                                 | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1428597 | PA      | $1277472.93   | 0.01%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                               | Government of Saudi Arabia                                               | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |  11210000 | PA      | $11694821.29  | 0.13%             | 2031-01-13      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16957400 | PA      | $14743002.66  | 0.16%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Haleon PLC                                                               | Haleon PLC                                                               | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |  11073572 | NS      | $55883291.36  | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                  | CF Hippolyta Issuer LLC                                                  | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2444423 | PA      | $2415303.70   | 0.03%             | 2027-02-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                   | Columbia Pipelines Holding Company LLC                                   | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7084000 | PA      | $7363550.93   | 0.08%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10704000 | PA      | $10807318.22  | 0.12%             | 2056-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                 | Darden Restaurants, Inc.                                                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |    238559 | NS      | $43899627.18  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132WJTH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1818127 | PA      | $1658872.01   | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XFPU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11731836 | PA      | $10193742.11  | 0.11%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36295M5Y1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64713 | PA      | $67656.56     | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                     | Glencore Funding LLC                                                     | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4385000 | PA      | $4523325.70   | 0.05%             | 2029-04-04      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 38383DY69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9217123 | PA      | $8274014.13   | 0.09%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hubbell Incorporated                                                     | Hubbell Incorporated                                                     | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |    101885 | NS      | $45248147.35  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                             | JBS USA Holding Lux S.a r.l.                                             | CUSIP: 472140AG7<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2953797.32   | 0.03%             | 2056-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132D6EA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    526300 | PA      | $528275.07    | 0.01%             | 2038-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3138XLYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    114518 | PA      | $114118.99    | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KKR & Co. Inc.                                                           | KKR & Co. Inc.                                                           | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |    308401 | NS      | $39314959.48  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Navan, Inc.                                                              | Navan, Inc.                                                              | CUSIP: 639193101<br>LEI: 254900RHRK35UPHTGY05 | Long             | EC               | CORP              | US        |    173281 | NS      | $2959639.48   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140QQLG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7290355 | PA      | $6957796.83   | 0.07%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XA4Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2773015 | PA      | $2436496.56   | 0.03%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Company                                                      | Ohio Edison Company                                                      | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $905017.11    | 0.01%             | 2029-12-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18468600 | PA      | $12939562.88  | 0.14%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31416NRD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1879 | PA      | $1884.54      | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                  | Micron Technology, Inc.                                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |    129848 | NS      | $37059917.68  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29328300 | PA      | $29671992.48  | 0.32%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                  | Municipal Electric Authority of Georgia                                  | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   4777000 | PA      | $5166079.48   | 0.06%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Tesla Inc.                                                               | Tesla Inc.                                                               | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |    240989 | NS      | $108377573.10 | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust 2017-4                                         | Towd Point Mortgage Trust 2017-4                                         | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400859 | PA      | $394477.60    | 0.00%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16620100 | PA      | $17094681.97  | 0.18%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21314800 | PA      | $21319796.19  | 0.23%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                    | Whistler Pipeline LLC                                                    | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   5415000 | PA      | $5624901.65   | 0.06%             | 2031-09-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 01F042418<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGA              | US        | -12759000 | PA      | $-12771460.44 | -0.14%            | 2041-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida, LLC                                                 | Duke Energy Florida, LLC                                                 | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2371903.24   | 0.03%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132AEUX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    300247 | PA      | $298120.66    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XDBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  21687555 | PA      | $19486489.81  | 0.21%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31416S6B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8592 | PA      | $8607.92      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31416VBD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     17888 | PA      | $17925.82     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    528338 | PA      | $476714.07    | 0.01%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36176EXK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4119 | PA      | $3990.53      | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36176R6Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42136 | PA      | $40840.97     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Financing, LLC                                                       | GLP Financing, LLC                                                       | CUSIP: 361841AV1<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $4375928.78   | 0.05%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36295NYP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1286 | PA      | $1342.41      | 0.00%             | 2038-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                       | Southern California Edison Company                                       | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   6103000 | PA      | $4586556.46   | 0.05%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2868500 | PA      | $2916905.94   | 0.03%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                    | Wells Fargo & Company                                                    | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |   2014060 | NS      | $187710392.00 | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                                     | Meta Platforms, Inc.                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    205447 | NS      | $135613510.20 | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3132DQLJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    143565 | PA      | $139612.20    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132DWCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  27062244 | PA      | $23023764.09  | 0.25%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 31335AZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7142528 | PA      | $6516893.69   | 0.07%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3133KL2U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  29150802 | PA      | $23842257.11  | 0.26%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140JJNG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     40136 | PA      | $38694.42     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140Q0E57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14741927 | PA      | $14822560.92  | 0.16%             | 2030-08-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                     | Glencore Funding LLC                                                     | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2456000 | PA      | $2448158.24   | 0.03%             | 2054-04-04      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: —       |
| Liberty Mutual Insurance Company                                         | Liberty Mutual Insurance Company                                         | CUSIP: 53079QAC1<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |    475000 | PA      | $487079.54    | 0.01%             | 2026-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Mars, Incorporated                                                       | Mars, Incorporated                                                       | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4679000 | PA      | $4717007.05   | 0.05%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                             | Marriott International, Inc.                                             | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |    227959 | NS      | $70722000.16  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Transportation Authority                                    | Metropolitan Transportation Authority                                    | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    100000 | PA      | $92328.07     | 0.00%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                       | NVIDIA Corporation                                                       | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |   2854131 | NS      | $532295431.50 | 5.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                                       | Oracle Corporation                                                       | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8100000 | PA      | $5069151.72   | 0.05%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                           | Texas Instruments Incorporated                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    310195 | NS      | $53815730.55  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7608900 | PA      | $7688258.54   | 0.08%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2192200 | PA      | $2283142.10   | 0.02%             | 2031-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XGK99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6623274 | PA      | $6183592.34   | 0.07%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36177QXR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1946 | PA      | $1892.86      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                    | Microsoft Corporation                                                    | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    866332 | NS      | $418975481.80 | 4.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26760700 | PA      | $26674982.80  | 0.29%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                    | Charter Communications Operating, LLC                                    | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $3187614.62   | 0.03%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140QS4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  27197939 | PA      | $28041901.96  | 0.30%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 35563PLH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1216741 | PA      | $1175568.87   | 0.01%             | 2026-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                       | Southern California Edison Company                                       | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5325000 | PA      | $4533165.05   | 0.05%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Start II Ltd                                                             | Start II Ltd                                                             | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    482644 | PA      | $480423.91    | 0.01%             | 2026-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10885000 | PA      | $8180757.81   | 0.09%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5074000 | PA      | $5254761.25   | 0.06%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11594800 | PA      | $11582570.96  | 0.12%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                                          | BlackRock, Inc.                                                          | CUSIP: 09290D101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |     60041 | NS      | $64264283.94  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3363618 | PA      | $2785356.12   | 0.03%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2023-A                         | Navient Private Education Refi Loan Trust 2023-A                         | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5389845 | PA      | $5535852.74   | 0.06%             | 2071-09-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                         | Pacific Gas and Electric Company                                         | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2174680.10   | 0.02%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14706900 | PA      | $11935568.53  | 0.13%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17885800 | PA      | $17921432.09  | 0.19%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15189200 | PA      | $15388558.25  | 0.16%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15640100 | PA      | $15762288.28  | 0.17%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                | AT&T Inc.                                                                | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7285000 | PA      | $7021411.22   | 0.08%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140LLUW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14900000 | PA      | $15337017.00  | 0.16%             | 2030-10-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36200KKJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1809 | PA      | $1878.88      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36291AVT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3843 | PA      | $3981.21      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16168200 | PA      | $16496616.56  | 0.18%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                             | Unilever PLC                                                             | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |    650242 | NS      | $42484473.23  | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 01F050411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  41579000 | PA      | $42114978.26  | 0.45%             | 2041-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                              | Bank of America Corporation                                              | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6833000 | PA      | $7057371.12   | 0.08%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: —       |
| The Cleveland Electric Illuminating Company                              | The Cleveland Electric Illuminating Company                              | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9247787.68   | 0.10%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc.                                                        | Crown Castle Inc.                                                        | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   7635000 | PA      | $7756918.73   | 0.08%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                     | Meta Platforms, Inc.                                                     | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4505000 | PA      | $4377693.21   | 0.05%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3008725 | PA      | $3013603.51   | 0.03%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2078540 | PA      | $1765763.02   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31416SD40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      8531 | PA      | $8548.95      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31417M2V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6472 | PA      | $6484.52      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                    | Foundry JV Holdco LLC                                                    | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   9099000 | PA      | $9570827.74   | 0.10%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II                                                            | Ginnie Mae II                                                            | CUSIP: 36179XNA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6435637 | PA      | $5573421.22   | 0.06%             | 2052-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                    | Georgia Power Company                                                    | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1030283.67   | 0.01%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                    | Metropolitan Transportation Authority                                    | CUSIP: 59261A6J1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1835000 | PA      | $2047960.19   | 0.02%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corporation                                              | Parker-Hannifin Corporation                                              | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |     48753 | NS      | $42851936.88  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 30711XCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    155350 | PA      | $157498.56    | 0.00%             | 2028-10-25      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140J9M81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    435253 | PA      | $434073.72    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Illinois Municipal Electric Agency                                       | Illinois Municipal Electric Agency                                       | CUSIP: 452024GT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1315000 | PA      | $1383968.46   | 0.01%             | 2035-02-01      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28079800 | PA      | $28188390.20  | 0.30%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                           | Citigroup Inc.                                                           | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3520000 | PA      | $3531004.93   | 0.04%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3138EJE38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       515 | PA      | $514.34       | 0.00%             | 2027-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36241K2R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32065 | PA      | $32707.01     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36296R3Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       710 | PA      | $744.26       | 0.00%             | 2038-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                        | HSBC Holdings PLC                                                        | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $4078747.88   | 0.04%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                                                        | HSBC Holdings PLC                                                        | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |   5065000 | PA      | $5217164.25   | 0.06%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JPMorgan Chase & Co.                                                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5180000 | PA      | $5346893.90   | 0.06%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                       | RGA Global Funding                                                       | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   9075000 | PA      | $9115413.70   | 0.10%             | 2028-08-25      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                | Saudi Arabian Oil Company                                                | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |   5910000 | PA      | $6183245.90   | 0.07%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5470000 | PA      | $4114679.50   | 0.04%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7062600 | PA      | $7292686.09   | 0.08%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18171800 | PA      | $18410304.88  | 0.20%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                         | Wheels Fleet Lease Funding 1 LLC                                         | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   2687672 | PA      | $2719421.30   | 0.03%             | 2027-01-19      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2495000 | PA      | $1686951.34   | 0.02%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19054300 | PA      | $19606577.45  | 0.21%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    770000 | PA      | $791957.01    | 0.01%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                      | Virginia Electric and Power Company                                      | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   7762000 | PA      | $7729472.56   | 0.08%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                     | Westlake Corporation                                                     | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |    133957 | NS      | $9904780.58   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24494000 | PA      | $21123214.10  | 0.23%             | 2056-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                    | Foundry JV Holdco LLC                                                    | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1722657.00   | 0.02%             | 2030-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| GLP Financing, LLC                                                       | GLP Financing, LLC                                                       | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |  12225000 | PA      | $11061380.49  | 0.12%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty, L.P.                                                      | Kilroy Realty, L.P.                                                      | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   4197000 | PA      | $3443108.00   | 0.04%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15785000 | PA      | $16005126.56  | 0.17%             | 2056-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty, L.P.                                                      | Kilroy Realty, L.P.                                                      | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3541326.39   | 0.04%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                           | Morgan Stanley                                                           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    228804 | NS      | $40619574.12  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                            | Alphabet Inc.                                                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |   1236502 | NS      | $387025126.00 | 4.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corporation                                                     | AppLovin Corporation                                                     | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |     22065 | NS      | $14867838.30  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132D9HT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10649724 | PA      | $9573161.62   | 0.10%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8910157 | PA      | $9092932.42   | 0.10%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3138WJKV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    141500 | PA      | $136991.34    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                     | JPMorgan Chase & Co.                                                     | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5917000 | PA      | $6209919.31   | 0.07%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| American Tower Trust #1                                                  | American Tower Trust #1                                                  | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | ABS-MBS          | CORP              | US        |  12460000 | PA      | $12650681.61  | 0.14%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31416Q6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1251 | PA      | $1253.64      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7547338 | PA      | $7188344.48   | 0.08%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36241KJT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1140 | PA      | $1165.83      | 0.00%             | 2033-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                  | Equitable Financial Life Global Funding                                  | CUSIP: 29446Q2C6<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2221279.36   | 0.02%             | 2027-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-9INV                                        | Flagstar Mortgage Trust 2021-9INV                                        | CUSIP: 33851MAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2396434 | PA      | $2114315.28   | 0.02%             | 2036-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36296TWH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2735 | PA      | $2866.54      | 0.00%             | 2038-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                    | Eli Lilly and Company                                                    | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |    110317 | NS      | $118555473.60 | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Mach 1 Cayman Limited                                                    | Mach 1 Cayman Limited                                                    | CUSIP: 55446MAA5<br>LEI: 549300ODEK8HY3445C77 | Long             | ABS-CBDO         | CORP              | KY        |    164587 | PA      | $162101.91    | 0.00%             | 2026-08-17      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Teck Resources Limited                                                   | Teck Resources Limited                                                   | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |    278781 | NS      | $13350822.09  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9439100 | PA      | $9421032.62   | 0.10%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Company, The                                                   | Coca-Cola Company, The                                                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    608781 | NS      | $42559879.71  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31374CSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3955111 | PA      | $3759470.31   | 0.04%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3138A4DU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |        11 | PA      | $10.48        | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XMW51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    385400 | PA      | $374927.58    | 0.00%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2018-3                                           | Flagstar Mortgage Trust 2018-3                                           | CUSIP: 33851JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1111047 | PA      | $1029533.93   | 0.01%             | 2038-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36296QV48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    321269 | PA      | $327708.63    | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                  | MasterCard Incorporated                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |    189238 | NS      | $108032189.40 | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Company                                                   | Tractor Supply Company                                                   | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |    711957 | NS      | $35604969.57  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15221200 | PA      | $10797538.75  | 0.12%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5577200 | PA      | $5655193.80   | 0.06%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19459200 | PA      | $19714602.00  | 0.21%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                           | Arizona Public Service Company                                           | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2082491.13   | 0.02%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                              | Bank of America Corporation                                              | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2135469.08   | 0.02%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                            | Broadcom Inc.                                                            | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7805000 | PA      | $7934280.46   | 0.09%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -14356000 | PA      | $-13555245.29 | -0.15%            | 2056-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140QPXT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    551198 | PA      | $540748.63    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31412PXF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14791 | PA      | $14827.09     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36296RD53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1791 | PA      | $1871.47      | 0.00%             | 2038-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Food Company                                                     | JBS USA Food Company                                                     | CUSIP: 46590XAP1<br>LEI: 549300O7SUM086E3RD66 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1690107.78   | 0.02%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                             | JBS USA Holding Lux S.a r.l.                                             | CUSIP: 472140AJ1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2511481.40   | 0.03%             | 2066-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Snowflake Inc.                                                           | Snowflake Inc.                                                           | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |    115761 | NS      | $25393332.96  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12430200 | PA      | $11412963.40  | 0.12%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                     | BPCE                                                                     | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |   6120000 | PA      | $6286489.70   | 0.07%             | 2031-05-28      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corporation                                                  | Duke Energy Corporation                                                  | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2302576.58   | 0.02%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust 2025-151                                 | DURST Commercial Mortgage Trust 2025-151                                 | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1820000 | PA      | $1852813.87   | 0.02%             | 2030-08-12      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3133KK3X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4778490 | PA      | $4102731.40   | 0.04%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3138AS5E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     37941 | PA      | $37850.67     | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3138YPUR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     24509 | PA      | $23994.84     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140XJN58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    489660 | PA      | $493820.32    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31412N6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      3906 | PA      | $3916.82      | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortitude Global Funding                                                 | Fortitude Global Funding                                                 | CUSIP: 34967GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5565000 | PA      | $5569830.98   | 0.06%             | 2028-10-06      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                    | Foundry JV Holdco LLC                                                    | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    775000 | PA      | $823361.94    | 0.01%             | 2035-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| W.W. Grainger, Inc.                                                      | W.W. Grainger, Inc.                                                      | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |     66220 | NS      | $66819291.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                   | Sempra                                                                   | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   6298000 | PA      | $6176192.90   | 0.07%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10498800 | PA      | $10278570.87  | 0.11%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9649800 | PA      | $9789269.52   | 0.10%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Via Transportation, Inc.                                                 | Via Transportation, Inc.                                                 | CUSIP: 92556W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135271 | NS      | $3924211.71   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE                                                                     | BPCE                                                                     | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |   2803000 | PA      | $2855626.33   | 0.03%             | 2027-10-19      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II                                                            | Ginnie Mae II                                                            | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17758267 | PA      | $16357093.85  | 0.18%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                           | Commonwealth Bank of Australia                                           | CUSIP: 20271AAL1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | US        |  13220000 | PA      | $13654904.95  | 0.15%             | 2028-09-14      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132D9HB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4678262 | PA      | $4101586.39   | 0.04%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                   | Federal Home Loan Mortgage Corporation                                   | CUSIP: 3132E0K27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1176972 | PA      | $1202586.13   | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 3140H65P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     98838 | PA      | $95101.12     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                              | Federal National Mortgage Association, Inc.                              | CUSIP: 31419BW76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    250683 | PA      | $250942.80    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 36206VD46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        30 | PA      | $29.63        | 0.00%             | 2026-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                 | CUSIP: 3620A5A90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8483 | PA      | $8493.48      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                                       | Horizon Aircraft Finance I Limited                                       | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     79954 | PA      | $78802.28     | 0.00%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                            | Sutter Health                                                            | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    820000 | PA      | $754382.04    | 0.01%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: —       |
| Texas Natural Gas Securitization Finance Corporation                     | Texas Natural Gas Securitization Finance Corporation                     | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1274812.75   | 0.01%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27344600 | PA      | $26947250.15  | 0.29%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    625000 | PA      | $614990.25    | 0.01%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                    | Treasury, United States Department of                                    | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36564600 | PA      | $37104498.26  | 0.40%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                          | UnitedHealth Group Incorporated                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1723388.94   | 0.02%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                         | Wheels Fleet Lease Funding 1 LLC                                         | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   5434804 | PA      | $5489280.78   | 0.06%             | 2028-02-18      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer