# EDGAR Filing Document

**Accession Number:** 0000912900
**File Stem:** 0001752724-23-046577
**Filing Date:** 2023-2
**Character Count:** 219822
**Document Hash:** 8bb04a37f7780ab0af3dd60f858a75e3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046577.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046577

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRAXIS MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0000912900
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08056
- **FILM NUMBER:** 23682641

**BUSINESS ADDRESS:**
- **STREET 1:** 1110 N. MAIN ST.
- **CITY:** GOSHEN
- **STATE:** IN
- **ZIP:** 46527
- **BUSINESS PHONE:** 8009772947

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 483
- **CITY:** GOSHEN
- **STATE:** IN
- **ZIP:** 46527

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MMA PRAXIS MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19931229

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRAXIS MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19931001

## Series and Classes Contracts Data

### Praxis Impact Bond Fund (Series ID: S000003160)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000008547 | Praxis Impact Bond Fund Class A | MIIAX           |
| C000035282 | Praxis Impact Bond Fund Class I | MIIIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Praxis Mutual Funds

- **b. Investment Company Act file number:** 811-08056

- **c. CIK number of Registrant:** 0000912900

- **d. LEI of Registrant:** 5493000A2TZD2B7R2O62

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

  - **Street Address 1:** 1110 N. Main Street

  - **City:** Goshen

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46527

  - **Telephone number:** 800-977-2947

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

- **a. Name of Series:** PRAXIS IMPACT BOND FUND

- **b. EDGAR series identifier (if any):** S000003160

- **c. LEI of Series:** 549300TB7KW4SLKSLR34

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $670811831.41

**Total Liabilities:** $1306737.87

**Net Assets:** $669505093.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 823.56641700 | **1-Year:** 21425.01480500 | **5-Year:** 94871.57510800 | **10-Year:** 157742.69739900 | **30-Year:** 79991.87465800

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

- **3-Month:** 0.00000000 | **1-Year:** 77.34174400 | **5-Year:** 307.13612100 | **10-Year:** 544.66809100 | **30-Year:** 13.79452800

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000035282 | -1.55%               | 3.48%                | -0.31%               |
| Class ID C000008547 | -5.21%               | -0.35%               | -4.19%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-101268.70              | $-11702039.51                              |
| Month 2  | $-713627.57              | $21714055.13                               |
| Month 3  | $-17764.27               | $-4036608.46                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BorgWarner Inc.                                                              | Borgwarner Inc 2.65% DUE 07/1/2027                                       | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    601000 | PA      | $534632.87    | 0.08%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                        | Regency Centers, L.P. 3.75%, Due 06/15/2024                              | CUSIP: 75884RAT0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969817.21    | 0.14%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust                                                   | FIVE CORNERS FUNDING TRUST 4.419%, DUE 11/15/2023                        | CUSIP: 33829TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991386.27    | 0.15%             | 2023-11-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | FHLMC REMIC SERIES K-SG2 20311125 2.091%, DUE 11/15/2031                 | CUSIP: 3137H4S84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2500000 | PA      | $2062949.25   | 0.31%             | 2031-11-25      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                       | NSTAR Electric Company 5.50%, Due 03/15/2040                             | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1271749.28   | 0.19%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #Q18259                      | CUSIP: 3132J9TR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610780 | PA      | $556377.80    | 0.08%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                           | Southern California Edison 4.05%, Due 03/15/2042                         | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $926737.68    | 0.14%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                      | TTX Company 4.60% due 02/01/2049                                         | CUSIP: 87305QCP4<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507610.00    | 0.08%             | 2052-12-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Overseas Private Investment Corporation                                      | Overseas Private Investment 0% Due 6/21/2023                             | CUSIP: 6903536L6<br>LEI: 549300IDY55XMYWXSD28 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $1070750.00   | 0.16%             | 2023-06-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #BM5573                       | CUSIP: 3140JAFS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1327268 | PA      | $1269205.83   | 0.19%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stanford University                                                          | STANFORD UNIV CALIF SR 2.413%, DUE 06/01/2050                            | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $2173354.03   | 0.32%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AL2861                       | CUSIP: 3138EKFB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    627654 | PA      | $587516.77    | 0.09%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Development Association                                        | International Development Association 2.75%, Due 04/24/2023              | CUSIP: 45939EAA8<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |   5000000 | PA      | $4969996.35   | 0.74%             | 2023-04-24      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #BC0830                       | CUSIP: 3140EU4Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    668273 | PA      | $599293.70    | 0.09%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                        | International Bank 0.625% DUE 04/22/2025                                 | CUSIP: 459058JB0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $917350.00    | 0.14%             | 2025-04-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                             | Burlington Northern Santa Fe, LLC 5.75%, Due 05/01/2040                  | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1046200.98   | 0.16%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.                                      | Mass Mutual Life Insurance 3.375%, Due 04/15/2050                        | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1036813.20   | 0.15%             | 2050-04-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association Pool #80799                     | CUSIP: 36225C3H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16855 | PA      | $16525.47     | 0.00%             | 2034-01-20      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                  | BK OF AMERICA CORP FR ADJ%, DUE 12/06/2025                               | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1844600.88   | 0.28%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AE3049                       | CUSIP: 31419DL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97965 | PA      | $96834.48     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                               | Prologis, L.P. 2.125%, Due 10/15/2050                                    | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1454398.10   | 0.22%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                    | TORONTO DOMINION BANK FRN, DUE 09/28/2023                                | CUSIP: 89114QCL0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996497.40   | 0.30%             | 2023-09-28      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Midland Cogeneration Venture L.P.                                            | Midland Cogeneration Venture, L.P. 6.0%, Due 03/15/2025                  | CUSIP: 59748TAA7<br>LEI: A7EF7IZXZY5NPHMMPV49 | Long             | DBT              | CORP              | US        |    194797 | PA      | $196793.81    | 0.03%             | 2025-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #G01217                      | CUSIP: 31283HK61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21467 | PA      | $22268.78     | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress Inc                                                     | DUKE ENERGY PROGRESS NC 2.799%, DUE 07/01/2041                           | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1199856.30   | 0.18%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Calvert Impact Capital Inc                                                   | Calvert Impact Capital, Inc. 1.00%, 6/14/2024                            | CUSIP: 13162EBT2<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |    550000 | PA      | $513780.36    | 0.08%             | 2024-06-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                     | Calvert Social Investment Foundation, Inc. 3.00%, Due 12/15/2023         | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    715000 | PA      | $661362.49    | 0.10%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas  LLC                                                   | Duke Energy Carolinas 3.55% Due 3/15/2052                                | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $757305.30    | 0.11%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                  | NUTRIEN LTD SR NT 1.9%, DUE 05/13/2023                                   | CUSIP: 67077MAV0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | US        |    800000 | PA      | $790858.41    | 0.12%             | 2023-05-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Union Electric Company                                                       | Union Electric Co. 2.625%, DUE 03/15/2051                                | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1260194.04   | 0.19%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #A89870                      | CUSIP: 3129366F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108856 | PA      | $107992.20    | 0.02%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                    | Goldman Sachs Group, Inc. 3.272%, Due 09/29/2025                         | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1445442.48   | 0.22%             | 2025-09-29      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| FINDLAY OHIO CITY SCH DIST                                                   | Findlay City School District 6.25%, Due 12/01/2037                       | CUSIP: 317747DQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $270318.60    | 0.04%             | 2037-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Relx Capital Inc.                                                            | Relx Capital Inc. 3.50%, Due 03/16/2023                                  | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493936.48   | 0.22%             | 2023-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                | Northern States PWR-MINN 2.90%, Due 03/01/2050                           | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $854955.68    | 0.13%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                    | Goldman Sachs Group 3.8% DUE 03/15/2030                                  | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1348461.81   | 0.20%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #G08615                      | CUSIP: 3128MJVH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    318227 | PA      | $296960.69    | 0.04%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                           | National Rural Utilities 1.35%, DUE 03/15/2031                           | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $738938.11    | 0.11%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Rochester Gas and Electric Corporation                                       | Rochester Gas & Electric Corp 1.85%, DUE 12/01/2030                      | CUSIP: 771367CE7<br>LEI: 549300DD8M80WFTQO509 | Long             | DBT              | CORP              | US        |    500000 | PA      | $381152.51    | 0.06%             | 2030-12-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Series 2018-M8 Class A2            | CUSIP: 3136B2GX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1816946 | PA      | $1726003.89   | 0.26%             | 2028-06-25      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| PAX World Fds ST                                                             | Pax World High Yield Bond Fund Institutional Class                       | CUSIP: 704223809<br>LEI: N/A                  | Long             | EC               | RF                | US        |    530984 | NS      | $3031917.38   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Life Global Funding II                                               | Pacific Life Global 1.2% DUE 06/24/2025                                  | CUSIP: 6944PL2B4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    415000 | PA      | $376213.49    | 0.06%             | 2025-06-24      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                      | FEDERAL HOME LOAN BANKS 4.25% Due 12/10/2027                             | CUSIP: 3130ATUS4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5029061.85   | 0.75%             | 2027-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIRST AMERN FDS INC                                                          | FIRST AMERICAN GOVERNMENT OBLIGATIONS FUND CLASS X                       | CUSIP: 31846V336<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |  11303217 | PA      | $11303217.27  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #Q10381                      | CUSIP: 3132HLM67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    411563 | PA      | $385685.24    | 0.06%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AL6847                       | CUSIP: 3138EPTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    843137 | PA      | $784883.37    | 0.12%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties Limited Partnership                                        | Boston Properties LP 4.5%, Due 12/01/2028                                | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1158797.16   | 0.17%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FNMA UMBS 3.0%, DUE 06/01/2050                                           | CUSIP: 31418DQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1898499 | PA      | $1676592.51   | 0.25%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International PLC / Tyco Fire & Security Finance S.C.A.     | JOHNSON CONTROLS 1.75%, DUE 09/15/2030                                   | CUSIP: 47837RAA8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $798776.34    | 0.12%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC                                                         | CLI Funding 2.72% Due 1/18/2047                                          | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1234889 | PA      | $1049897.13   | 0.16%             | 2047-01-18      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress Inc                                                     | Duke Energy, LLC. 3.450%    Due 03/15/2029                               | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1610901.97   | 0.24%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                         | Federal Realty 1.25%, DUE 02/15/2026                                     | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    515000 | PA      | $453573.39    | 0.07%             | 2026-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AP7534                       | CUSIP: 3138MBLQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255303 | PA      | $243838.92    | 0.04%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #Q06065                      | CUSIP: 3132GRCA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    312947 | PA      | $293273.49    | 0.04%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FANNIE MAE REMIC TR 2019-M22 2.522% 8/27/29                              | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   5498601 | PA      | $4870732.19   | 0.73%             | 2029-08-27      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | FNMA  2.412% Due 8/25/2029                                               | CUSIP: 3137FPHR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3670000 | PA      | $3236748.43   | 0.48%             | 2029-08-25      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Calvert Social Investment Foundation/Calvert Community Investment Foundation | Calvert Social Investment Foundation, Inc. 3.00%, Due 12/15/2023         | CUSIP: 13161GS29<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |    950000 | PA      | $924030.90    | 0.14%             | 2023-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | FHLMC Super 30Y Fixed 0.025                                              | CUSIP: 3132DWBJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7900574 | PA      | $6710634.47   | 1.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Calvert Social Investment Foundation/Calvert Community Investment Foundation | Calvert Impact Capital 3.00% Due 06/17/2024                              | CUSIP: 13161GTW2<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |    980000 | PA      | $941700.62    | 0.14%             | 2024-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                          | Honda Motor Co Ltd 2.967%, Due 03/10/2032                                | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | US        |    760000 | PA      | $651071.34    | 0.10%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| HOUSTON TEX INDPT SCH DIST                                                   | Houston Independent School District 6.168%, Due 02/15/2034               | CUSIP: 442403FR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1001480.00   | 0.15%             | 2034-02-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | FHLMC Super 30Y Fixed 3% DUE 07/1/2050                                   | CUSIP: 3132DV6K6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |   2371507 | PA      | $2096033.00   | 0.31%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley 3.125%, Due 07/27/2026                                    | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1865543.68   | 0.28%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                     | AMERICAN EXPRESS COMPANY 3.00%, DUE 10/30/2024                           | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967024.34    | 0.14%             | 2024-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kommuninvest I Sverige AB                                                    | Kommunivest I Sverige AB 0.00375                                         | CUSIP: 50046PBR5<br>LEI: EV2XZWMLLXF2QRX0CD47 | Long             | DBT              | CORP              | SE        |    500000 | PA      | $468763.40    | 0.07%             | 2024-06-19      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Security Benefit Global Funding                                              | Security Benefit 0.0125                                                  | CUSIP: 81412DAA1<br>LEI: 5493003C0JW6BY7YFF93 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1407260.31   | 0.21%             | 2024-05-17      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AB2089                       | CUSIP: 31416XKB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180260 | PA      | $173114.47    | 0.03%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #Q00876                      | CUSIP: 3132GD6M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315906 | PA      | $313519.24    | 0.05%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance and Annuity Association of America                        | Teachers Ins. & Annuity 4.375% DUE 09/15/2054                            | CUSIP: 878091BE6<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   2678000 | PA      | $2561422.19   | 0.38%             | 2054-09-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                        | Alexandria Real Estate 2.95% Due 3/15/2034                               | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $810506.51    | 0.12%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                                              | Estee Lauder Co. 2.6% DUE 04/15/2030                                     | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $859393.38    | 0.13%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                      | FEDERAL HOME LOAN BANK 3.25%, DUE 11/16/2028                             | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2400653.65   | 0.36%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                  | Zoetis, Inc. 3.250% Due 02/01/2023                                       | CUSIP: 98978VAB9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1198249.75   | 0.18%             | 2023-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fibria Overseas Finance Ltd.                                                 | Fibria Overseas Finance Ltd. 5.5%, Due 01/17/2027                        | CUSIP: 31572UAF3<br>LEI: 549300WABWKSHESAMG92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802695.88    | 0.12%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #FN891596                     | CUSIP: 31410MRR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13076 | PA      | $13433.25     | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Small Business Admin Gtd Ln Pool Ctfs                                        | Small Business Administration Floating Rate, Due 02/25/2032              | CUSIP: 83164J3J3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44947 | PA      | $44856.36     | 0.01%             | 2032-02-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                       | HP Inc. 4.0%, Due 04/15/2029                                             | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    915000 | PA      | $835206.98    | 0.12%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corporation                                            | Horace Mann Educators Corporation 4.50%, Due 12/01/2025                  | CUSIP: 440327AK0<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1183511.86   | 0.18%             | 2025-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Florida Power & Light Company                                                | Florida Power & Light Company 3.70%, Due 12/01/2047                      | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1042215.41   | 0.16%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Ltd                                              | Textainer Marine Containers Series 2021-1A Class A                       | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |   1280000 | PA      | $1069478.37   | 0.16%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| TRIBUTE RAIL LLC                                                             | Tribute Rail LLC 2022-1 4.76%, 05/17/2052                                | CUSIP: 89609MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1970379 | PA      | $1861126.85   | 0.28%             | 2052-05-17      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| The Brooklyn Union Gas Company                                               | Brooklyn Union Gas Company 4.504%, Due 03/10/2046                        | CUSIP: 114259AP9<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $996256.75    | 0.15%             | 2046-03-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                  | Bank of America Corporation 2.456%, Due 10/22/2025                       | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944857.09    | 0.14%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #G05535                      | CUSIP: 3128M7PU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119365 | PA      | $118402.55    | 0.02%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                               | Citigroup Inc 2.572% DUE 06/03/2031                                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $808790.14    | 0.12%             | 2030-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                        | International Bank 0.25%, DUE 11/24/2023                                 | CUSIP: 459058JM6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   4500000 | PA      | $4325453.06   | 0.65%             | 2023-11-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corporation                                                   | Avery Dennison Corp 2.65% DUE 04/30/2030                                 | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1029234.43   | 0.15%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                               | Kroger Company 5.00%, Due 04/15/2042                                     | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $907134.86    | 0.14%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll-Rand Company Limited                                               | Ingersoll-Rand Global Holding Company Ltd. 6.391%, DUE 11/15/2027        | CUSIP: 456866AK8<br>LEI: XRCBIIVYC7OYQ5IGZZ62 | Long             | DBT              | CORP              | US        |    655000 | PA      | $678341.42    | 0.10%             | 2027-11-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #917955                       | CUSIP: 31411XZU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2071 | PA      | $2059.69      | 0.00%             | 2037-05-01      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                  | Verizon Communications 3.875%   Due 02/08/2029                           | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $938265.24    | 0.14%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AS3945                       | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5599460 | PA      | $4563915.85   | 0.68%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCL Industries Inc                                                           | CCL Industries 3.05% DUE 06/01/2030                                      | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1439620.95   | 0.22%             | 2030-06-01      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Agree LP                                                                     | Agree LTD Partnership 2.9% Due 10/1/2030                                 | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    650000 | PA      | $527661.41    | 0.08%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FNA 2021-M1G FLOAT                                                       | CUSIP: 3136BFRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3000000 | PA      | $2407416.00   | 0.36%             | 2030-11-25      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association 6.625%, Due 11/15/2030             | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  12750000 | PA      | $14951478.37  | 2.23%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool FN AS8591                     | CUSIP: 3138WJRM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1187807 | PA      | $1080311.24   | 0.16%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                           | Public Service Colorado 3.70%, Due 06/15/2028                            | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1665238.68   | 0.25%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Coca-Cola FEMSA SAB de CV                                                    | Coca-Cola Femsa SAB CV 1.850% Due 09/01/2032                             | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $752810.55    | 0.11%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                               | Citigroup, Inc. 3.7%, Due 01/12/2026                                     | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1683362.26   | 0.25%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Freddie Mac 1.78283%, Due 06/25/2034                                     | CUSIP: 3137FWHZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGA              | US        |   2084061 | PA      | $1595716.74   | 0.24%             | 2034-06-25      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                       | McDonald's Corporation 3.50%, Due 07/01/2027                             | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $948568.75    | 0.14%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RLI Corp                                                                     | RLI Corporation 4.875%, Due 09/15/2023                                   | CUSIP: 749607AC1<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995911.56    | 0.15%             | 2023-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Inc                                                  | Sammons Financial Group 4.45%, Due 05/12/2027                            | CUSIP: 79588TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1119087.84   | 0.17%             | 2027-05-12      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Fannie Mae .75% Due 10/08/2027                                           | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  10000000 | PA      | $8612357.00   | 1.29%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp.                                                           | USAA Capital Corp 2.125% DUE 05/1/2030                                   | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2458182.30   | 0.37%             | 2030-05-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Owens Corning                                                                | Owens Corning 4.2%, Due 12/01/2024                                       | CUSIP: 690742AE1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984385.88    | 0.15%             | 2024-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                       | President & Fellow Harvard College 3.745% 11/15/2052                     | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $416039.11    | 0.06%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                          | General Mills, Inc. 4.00%, Due 04/17/2025                                | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1464919.31   | 0.22%             | 2025-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                 | Avangrid, Inc. 3.15%, Due 12/01/2024                                     | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1720386.94   | 0.26%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley 2.699%, Due 01/22/2031                                    | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1032933.35   | 0.15%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                            | Apple, Inc. 2.65%, Due 05/11/2050                                        | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934960.68    | 0.14%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Comcast Corporation                                                          | Comcast Corp. 3.3% Due 04/01/2027                                        | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471187.96    | 0.07%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                               | John Deere Corp 3.05% DUE 01/06/2028                                     | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1167137.08   | 0.17%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| IOWA STUDENT LN LIQUIDITY CORP                                               | IOWA STUDENT LN LIQUIDITY CORPSTUDENT LN REV 1.73%, DUE 08/25/2070       | CUSIP: 462590MU1<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |   1167456 | PA      | $1005577.90   | 0.15%             | 2070-08-25      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                               | Penske Truck Leasing 3.45% 7/01/2024                                     | CUSIP: 709599BF0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1207063.71   | 0.18%             | 2024-07-01      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                            | Texas Electric Market Stabilization 5.167% 8/1/2046                      | CUSIP: 88240TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2821913.25   | 0.42%             | 2046-08-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                          | Comcast Corporation 4.75%, Due 03/01/2044                                | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    672000 | PA      | $415581.81    | 0.06%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #C91027                      | CUSIP: 3128P7D83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40122 | PA      | $40764.43     | 0.01%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Overseas Private Investment Corporation                                      | Overseas Private Investment Corporation 3.54%, Due 06/15/2030            | CUSIP: 690353XN2<br>LEI: 549300IDY55XMYWXSD28 | Long             | DBT              | USGA              | US        |    441189 | PA      | $420593.32    | 0.06%             | 2030-06-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                           | P&G Wildfire Recovery 4.674% 12/1/2053                                   | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2132512.80   | 0.32%             | 2051-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                              | ENEL Fin Intl NV 2.65% due 09/10/2024                                    | CUSIP: 29278GAL2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1195995.21   | 0.18%             | 2024-09-10      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Illinois Tool Works Inc.                                                     | Illinois Tool Works, Inc. 3.9%, Due 09/01/2042                           | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $849397.77    | 0.13%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                        | Gilead Sciences, Inc. 3.65%, Due 03/01/2026                              | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $723049.69    | 0.11%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Conservation Fund / Sustainable Conservation Inc                             | Conservation Fund 3.474% due 12/15/19                                    | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $455883.13    | 0.07%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                            | Sysco Corporation 2.40%, DUE 02/15/2030                                  | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1454579.84   | 0.22%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                      | TTX Company 4.60% due 02/01/2049                                         | CUSIP: 87305QCN9<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    280000 | PA      | $242158.56    | 0.04%             | 2049-02-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| European Bank For Reconstruction & Development                               | European Bank Reconstruction and Development 1.5% DUE 02/13/2025         | CUSIP: 29874QEE0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $188000.00    | 0.03%             | 2025-02-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                               | John Deere Capital 1.75% DUE 03/09/2027                                  | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222606.09    | 0.03%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                     | AT&T, Inc. 4.75%, Due 05/15/2046                                         | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1268121.18   | 0.19%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AS3945                       | CUSIP: 3138WDL33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    715592 | PA      | $689524.20    | 0.10%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Moodys Corp                                                                  | Moody;s Corporation 3.25%, DUE 05/20/2050                                | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $345236.70    | 0.05%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                                                      | NVR, Inc. 3%, DUE 03/15/2030                                             | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $839492.99    | 0.13%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AT5895                       | CUSIP: 3138WTRR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513151 | PA      | $466910.47    | 0.07%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Calvert Social Investment Foundation/Calvert Community Investment Foundation | Calvert Social Investment Foundation, Inc. 3.00%, Due 6/15/2023          | CUSIP: 13161GQ62<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1629046.32   | 0.24%             | 2023-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                   | Amgen Incorporated 3.00%, Due 02/22/2029                                 | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2213753.35   | 0.33%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                        | Camden Property 2.8% DUE 05/15/2030                                      | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430214.11    | 0.06%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Topaz Solar Farms LLC                                                        | Topaz Solar Farms, LLC 5.750%, Due 09/30/2039                            | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    546943 | PA      | $518228.49    | 0.08%             | 2039-09-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                        | DowDuPont, Inc. 4.493%, due 11/15/2025                                   | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1475027.84   | 0.22%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Indiana Gas Company, Inc.                                                    | Indiana Gas Company, Inc. 6.55%, Due 06/30/2028                          | CUSIP: 45475QAQ6<br>LEI: 5493003YS11LO8YYTJ56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259347.50    | 0.04%             | 2028-06-30      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AN8000                       | CUSIP: 3138LL3J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4500000 | PA      | $4300200.00   | 0.64%             | 2025-01-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FNMA 3.0% DUE 09/01/2049                                                 | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    919655 | PA      | $814003.19    | 0.12%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                  | EcoLab Inc 4.8% DUE 03/24/2030                                           | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138585.51    | 0.02%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #D99701                      | CUSIP: 3128E6X69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    456144 | PA      | $429339.78    | 0.06%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                          | BMW US Capital LLC 3.80%, Due 04/06/2023                                 | CUSIP: 05565EBM6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997643.85    | 0.15%             | 2023-04-06      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| BEACON CONTAINER FINANCE II LLC                                              | BEACON CONTAINER FINANCE 2.25%, DUE 10/22/2046                           | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    918667 | PA      | $778796.91    | 0.12%             | 2046-10-22      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #C43027                      | CUSIP: 31298BLG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51052 | PA      | $53300.85     | 0.01%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                               | Hyundai Capital Services, Inc. 1.25%, Due 02/08/2026                     | CUSIP: 44920UAP3<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $173695.90    | 0.03%             | 2026-02-08      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| European Bank For Reconstruction & Development                               | European Bank reconstruction and devolopment 1.625% Due 9/27/2024        | CUSIP: 29874QAY0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | US        |   1250000 | PA      | $1187178.01   | 0.18%             | 2024-09-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance Co.                                                         | Erac USA Finance, LLC 2.70%, Due 11/01/2023                              | CUSIP: 26884TAT9<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1223938.50   | 0.18%             | 2023-11-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation 6.25%, Due 07/15/2032             | CUSIP: 3132DWDK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5747157 | PA      | $5046722.24   | 0.75%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FNMA #2336 2.91% due 04/01/2026                                          | CUSIP: 3140HTSQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2829755.64   | 0.42%             | 2026-04-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #725554                       | CUSIP: 31402DBX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24487 | PA      | $24751.30     | 0.00%             | 2034-05-01      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | FREMF 2.875% Due 04/25/2026                                              | CUSIP: 3137FMD33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2276873 | PA      | $2137926.02   | 0.32%             | 2029-04-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Local Initiatives Support Corp.                                              | Local Initiatives Support Corporation 4.649%, Due 03/01/2037             | CUSIP: 539565AD3<br>LEI: 549300V1ATNB9BHB6146 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1392385.50   | 0.21%             | 2037-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Low Income Investment Fund                                                   | Low Income Investment 3.386% due 7/1/2026                                | CUSIP: 54750AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $108464.79    | 0.02%             | 2026-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AH9034                       | CUSIP: 3138ABBC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108537 | PA      | $105928.49    | 0.02%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                      | UDR INC. 1.90%, DUE 03/15/2033                                           | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $711942.40    | 0.11%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #C09022                      | CUSIP: 31292SAX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    448044 | PA      | $408146.40    | 0.06%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FN MA3930 MTGE 2.5% DUE 02/01/2035                                       | CUSIP: 31418DLL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1177339 | PA      | $1084736.08   | 0.16%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France S.A. 3.625%, Due 10/13/2025                        | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1204832.73   | 0.18%             | 2025-10-13      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AJ8480                       | CUSIP: 3138E1M61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270138 | PA      | $259426.12    | 0.04%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FNA 2021-M2G A2 (FANNIEMAE-ACES) 1.37556% Due 03/25/2031                 | CUSIP: 3136BHB73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $792760.00    | 0.12%             | 2031-03-25      | Floating      | 1.38%                 | No            |                  2 | On Loan: No      |
| Central American Bank for Economic Integration (CABEI)                       | Central American Bank 0.0114                                             | CUSIP: 15238PAG1<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | US        |   1200000 | PA      | $1063440.00   | 0.16%             | 2026-02-09      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| European Investment Bank                                                     | European Investment Bank 2.375%, Due 05/24/2027                          | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   4000000 | PA      | $3714162.16   | 0.55%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                  | Verizion Communications Inc 1.50%, Due 09/18/2030                        | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $777434.11    | 0.12%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                | Consolidated Edison Co 3.35% DUE 04/01/2030                              | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $899363.34    | 0.13%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                                   | MidAmerican Energy Company 3.95%, Due 08/01/2047                         | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1424618.69   | 0.21%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Wendys Funding Llc                                                           | Wendy's Funding LLC 0.03783                                              | CUSIP: 95058XAG3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    682500 | PA      | $623553.16    | 0.09%             | 2049-06-15      | Fixed         | 3.78%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corporation                                                        | Microsoft Corporation 2.525%, Due 06/01/50                               | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $707500.71    | 0.11%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AE0395                       | CUSIP: 31419ANM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97238 | PA      | $96394.82     | 0.01%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corporation                                            | International Finance Corporation 0.02125                                | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | GB        |   3000000 | PA      | $2801466.60   | 0.42%             | 2026-04-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR OHIO INC                                                    | American Municipal Power Ohio, Inc., Rev. Taxable-Hydroelectric Projects | CUSIP: 02765UEP5<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1066071.20   | 0.16%             | 2028-02-15      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                                     | State Street Corporation 4.164%, Due 08/04/2033                          | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    195000 | PA      | $180127.71    | 0.03%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association Pool #3010                      | CUSIP: 36202DKX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8708 | PA      | $8902.75      | 0.00%             | 2030-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                              | Magallanes Inc. 3.428%, Due 03/15/2024                                   | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1297683.11   | 0.19%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #C03517                      | CUSIP: 31292K4A2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161423 | PA      | $160204.17    | 0.02%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                 | Marriott International, Inc. 3.6%, Due 04/15/2024                        | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    727000 | PA      | $712439.63    | 0.11%             | 2024-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #255808                       | CUSIP: 31371MDM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14017 | PA      | $13952.70     | 0.00%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                            | Intel Corporation 3.734%, Due 12/08/2047                                 | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1361000 | PA      | $1019965.78   | 0.15%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Tenaska Virginia Partners L.P.                                               | Tenaska Virginia Partners, L.P. 6.119% Due 03/30/2024                    | CUSIP: 88031QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197345 | PA      | $194839.69    | 0.03%             | 2024-03-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| State Street Corporation                                                     | State Street Corporation 7.350%, Due 06/15/2026                          | CUSIP: 857473AE2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1078436.34   | 0.16%             | 2026-06-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ing Groep N V / Ing Bank N V                                                 | ING Groep NV 4.625%, Due 01/06/2026                                      | CUSIP: 45685NAA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1220686.69   | 0.18%             | 2026-01-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TRIUMPH RAIL LLC                                                             | Triumph Rail 0.0215                                                      | CUSIP: 89683LAA8<br>LEI: 5493004VSVYOZVEYVJ29 | Long             | ABS-O            | CORP              | US        |   1916561 | PA      | $1634630.92   | 0.24%             | 2051-06-19      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AE0828                       | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263418 | PA      | $246538.94    | 0.04%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | FHLMC REMIC SERIES 1.297% Due 6/25/2030                                  | CUSIP: 3137FVED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2185000 | PA      | $1746668.68   | 0.26%             | 2030-06-25      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #G02254                      | CUSIP: 3128LXQF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19702 | PA      | $20436.80     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | FHLMC Super 30Y Fixed 2% DUE 08/01/2050                                  | CUSIP: 3132DV7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3277143 | PA      | $2680643.98   | 0.40%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                        | Lowe's Compaies Inc. 3.0%, DUE 10/15/2050                                | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    500000 | PA      | $318069.60    | 0.05%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                      | Magna International Inc 2.45% DUE 06/15/2030                             | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1032909.24   | 0.15%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| U.S. International Development Finance Corporation                           | International Development Finance Corp 0.0165                            | CUSIP: 90376PCZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3500000 | PA      | $3092698.00   | 0.46%             | 2028-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN                              | City of San Francisco, CA, Public Utilities Comm. on Water Revenue       | CUSIP: 79765R5A3<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2015600.00   | 0.30%             | 2039-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                               | CAPITAL IMPACT PARTNERS INVESTMENT 4.8% 12/15/23                         | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249897.49    | 0.04%             | 2023-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                    | Mexico City Airport Trust 4.25%, Due 10/31/2026                          | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    497000 | PA      | $474013.75    | 0.07%             | 2026-10-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                  | Bank of America Corporation 4.271%, Due 07/23/2029                       | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $932500.28    | 0.14%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII LLC                                            | Triton Container Finance 0.0186                                          | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1489687 | PA      | $1242047.65   | 0.19%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| Topaz Solar Farms LLC                                                        | Topaz Solar Farms, LLC 4.875%, Due 09/30/2039                            | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226455 | PA      | $199846.54    | 0.03%             | 2039-09-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Legrand SA                                                                   | Legrand 8.50%, Due 02/15/2025                                            | CUSIP: 524671AA2<br>LEI: 969500TJLHIZLFRWEQ48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1081276.09   | 0.16%             | 2025-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                        | Lowe's Cos., Inc. 4.65%, Due 04/15/2042                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $957295.27    | 0.14%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Georgia Power Company                                                        | Georgia Power Company 3.25%, Due 04/01/2026                              | CUSIP: 373334KE0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945430.04    | 0.14%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Avista Corporation                                                           | Avista Corp 4% Due 4/1/2052                                              | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $787976.90    | 0.12%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Calvert Social Investment Foundation/Calvert Community Investment Foundation | CALVERT 2.5% DUE 06/13/2025                                              | CUSIP: 13161GZL9<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |    650000 | PA      | $600531.23    | 0.09%             | 2025-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FN MA4306 Mortgage 2.50%, Due 04/01/2051                                 | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16334736 | PA      | $13876125.42  | 2.07%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #Q04096                      | CUSIP: 3132GKGD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192686 | PA      | $185249.72    | 0.03%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JP MORGAN CHASE 0.00563                                                  | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471539.73    | 0.07%             | 2025-02-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Rockefeller Foundation                                                       | Rockefeller Foundation 2.492% 10/1/2050                                  | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1140429.02   | 0.17%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                            | Fedelity National Information Services 3.40%, due 06/15/2030             | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    500000 | PA      | $422038.96    | 0.06%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Company                                                 | Northern Natural Gas Company 4.10%, Due 09/15/2042                       | CUSIP: 665501AK8<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $756526.80    | 0.11%             | 2042-09-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Carlisle Companies Incorporated                                              | Carlisle Cos Inc 3.5%, Due 12/01/2024                                    | CUSIP: 142339AG5<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1207901.53   | 0.18%             | 2024-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #G04913                      | CUSIP: 3128M6YJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119175 | PA      | $121842.21    | 0.02%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                       | Asian Development Bank 2.125%, Due 03/19/2025                            | CUSIP: 045167CY7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $950532.33    | 0.14%             | 2025-03-19      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                         | Jackson National Life 1.75% Due 1/12/2025                                | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    385000 | PA      | $357313.09    | 0.05%             | 2025-01-12      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| KeyBank National Association                                                 | Key Bank NA 1.25%, Due 03/10/2023                                        | CUSIP: 49327M2Z6<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1739168.60   | 0.26%             | 2023-03-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                | Owens Corning 3.95%, 08/15/2029                                          | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272656.80    | 0.04%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AM7511                       | CUSIP: 3138L8KZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2119585 | PA      | $2049760.33   | 0.31%             | 2024-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| British Airways plc                                                          | British Airways 4.625% Due 06/20/2024                                    | CUSIP: 11042AAA2<br>LEI: 375X9PSJLLOV7F21O626 | Long             | ABS-O            | CORP              | US        |    293431 | PA      | $284875.83    | 0.04%             | 2025-12-20      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Cargill Inc.                                                                 | Cargill, Inc. 4.76%, Due 11/23/2045                                      | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1363721.79   | 0.20%             | 2045-11-23      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                   | Prudential Financial, Inc. 1.50%, Due 03/10/2026                         | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    644000 | PA      | $579843.82    | 0.09%             | 2026-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kommunalbanken AS                                                            | Kommunalbanken A/S 2.125%, Due 02/11/2025                                | CUSIP: 50048MBX7<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $951836.00    | 0.14%             | 2025-02-11      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| The Coca-Cola Company                                                        | Coca-Cola Company 3.45% Due 03/25/2030                                   | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464971.89    | 0.07%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | FHLMC 2.25%, DUE 10/22/2046                                              | CUSIP: 3137H8TZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2000000 | PA      | $1783620.00   | 0.27%             | 2032-08-25      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| Primerica, Inc.                                                              | PRIMERICA INC 2.8%, DUE 11/19/2031                                       | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $813952.77    | 0.12%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                      | Brookfield Finance, Inc. 4.25%, Due 06/02/2026                           | CUSIP: 11271LAA0<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1511676.49   | 0.23%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                  | Nutrien Ltd 5.875%, Due 12/01/2036                                       | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | US        |    840000 | PA      | $854706.25    | 0.13%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                           | F&G GLOBAL FUNDING 2.3%, DUE 04/11/2027                                  | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    535000 | PA      | $470266.56    | 0.07%             | 2027-04-11      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Sonoco Products Company                                                      | Sonoco Products Company 5.750% Due 11/01/2040                            | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958238.10    | 0.14%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Experian Finance plc                                                         | Experian Financial PLC 2.750%, DUE 03/08/2030                            | CUSIP: 30217AAC7<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | US        |    635000 | PA      | $525165.42    | 0.08%             | 2030-03-08      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Regions Financial Corporation                                                | Regions Financial 2.25%, DUE 05/18/2025                                  | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934510.86    | 0.14%             | 2025-05-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                     | European Investment Bank 2.125%, Due 04/13/2026                          | CUSIP: 298785HD1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $932970.80    | 0.14%             | 2026-04-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| Apple Inc.                                                                   | Apple, Inc. 3.0%, Due 06/20/2017                                         | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941717.79    | 0.14%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FN MA3495 4.0% due 10/1/2048                                             | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    521680 | PA      | $497417.62    | 0.07%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                  | Verizon Communications, Inc. 2.987%, Due 10/30/2056                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1799000 | PA      | $1097570.13   | 0.16%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                     | European Investment Bank 2.50% Due 10/15/2024                            | CUSIP: 298785GQ3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $964983.45    | 0.14%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                                          | TOYOTA AUTO REC OWN 2021-B A3  0.260% DUE 11/17/2025                     | CUSIP: 89190GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2880633.00   | 0.43%             | 2025-11-17      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FNMA 4812 Mortgage 2.00% Due 11/01/2050                                  | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5419909 | PA      | $4432278.05   | 0.66%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Overseas Private Investment Corporation                                      | Overseas Private Investment Corporation 3.82%, Due 06/01/2033            | CUSIP: 690353YX9<br>LEI: 549300IDY55XMYWXSD28 | Long             | DBT              | USGA              | US        |    780794 | PA      | $751426.35    | 0.11%             | 2033-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                       | NSTAR Electric Company 3.95%, Due 04/01/2030                             | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564026.12    | 0.08%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #G07504                      | CUSIP: 3128M9U59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    369602 | PA      | $366812.67    | 0.05%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                               | Citigroup Inc 1.678% DUE 05/15/2024                                      | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1232290.20   | 0.18%             | 2024-05-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #FH781632                    | CUSIP: 31349SY56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25286 | PA      | $25523.93     | 0.00%             | 2034-05-01      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #G60989                      | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1694283 | PA      | $1519134.55   | 0.23%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Calvert Social Investment Foundation/Calvert Community Investment Foundation | Calvert Impact Capital 3.00%, DUE 12/15/2024                             | CUSIP: 13161GVT6<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380776.20    | 0.06%             | 2024-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Company                                               | Potomac Electric Power Company 6.5%, Due 11/15/2037                      | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1095004.38   | 0.16%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #Q09005                      | CUSIP: 3132GUKS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    360147 | PA      | $337628.82    | 0.05%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AB6812                       | CUSIP: 31417DSA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403335 | PA      | $384614.87    | 0.06%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                             | Marsh & McLennan Cos., Inc. 3.75%, Due 03/14/2026                        | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969820.58    | 0.14%             | 2026-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Solarcity LMC Series I LLC                                                   | SolarCity LMC Series I, LLC Series 2013-1 Class A                        | CUSIP: 83417BAA6<br>LEI: 54930080F5ME65CO1C91 | Long             | ABS-O            | CORP              | US        |    291324 | PA      | $287560.76    | 0.04%             | 2026-12-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #357486                       | CUSIP: 31376KCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20701 | PA      | $21362.09     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #G02194                      | CUSIP: 3128LXNK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28697 | PA      | $29753.41     | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                             | Puget Sound Energy Inc. 4.223%, due 06/15/2048                           | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $810098.51    | 0.12%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                  | Abbvie Inc. 2.95%, Due 11/21/2026                                        | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464992.08    | 0.07%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Zeneca Wilmington Inc.                                                       | AstraZeneca Wilmington 7.00%, Due 11/15/2023                             | CUSIP: 98934KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1114519.16   | 0.17%             | 2023-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                             | Canadian Pacific Railway 2.05% DUE 03/05/2030                            | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1434121.99   | 0.21%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #C42981                      | CUSIP: 31298BJ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13155 | PA      | $13136.82     | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #735060                       | CUSIP: 31402QTR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53366 | PA      | $55189.86     | 0.01%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #G08348                      | CUSIP: 3128MJL65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185651 | PA      | $188401.64    | 0.03%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                          | Nextera Energy Capital Holdings, Inc. 0.0065                             | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397261.00    | 0.06%             | 2023-03-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Ingredion Incorporated                                                       | Ingredion Inc. 2.9% DUE 06/01/2030                                       | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $847147.98    | 0.13%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                    | PG&E RECOVERY FDG 5.536% Due 7/15/2047                                   | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1528429.62   | 0.23%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JP MORGAN CHASE 0.653%, DUE 09/16/2024                                   | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $964347.58    | 0.14%             | 2024-09-16      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Kemper Corporation                                                           | Kemper Corporation 4.35%, Due 02/15/2025                                 | CUSIP: 488401AB6<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1212507.65   | 0.18%             | 2025-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FNA 2021-M3G A2 (FANNIEMAE-ACES) 1.25043% Due 01/25/2031                 | CUSIP: 3136BG3C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   3000000 | PA      | $2364600.00   | 0.35%             | 2031-01-25      | Floating      | 1.29%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | FHLMC MULTIFAMILY FHMS KG06 A2                                           | CUSIP: 3137H4C65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5000000 | PA      | $4047626.00   | 0.60%             | 2031-10-25      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association 5.625%, Due 07/15/2037             | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  11750000 | PA      | $13133939.56  | 1.96%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University                                            | LELAND STANFORD JR UNIV CALIF 3.46%, DUE 05/01/2047                      | CUSIP: 09659DAB2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1129862.78   | 0.17%             | 2047-05-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Solar Star Funding, LLC                                                      | Solar Star Funding, LLC 3.950% Due 06/30/2035                            | CUSIP: 83416WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    251772 | PA      | $216177.00    | 0.03%             | 2035-06-30      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #FH781631                    | CUSIP: 31349SY49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2043 | PA      | $2011.89      | 0.00%             | 2034-05-01      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| Reliance Standard Life Global Funding II                                     | Reliance STD Life Insurance 2.75% DUE 05/07/2025                         | CUSIP: 75951AAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1201458.36   | 0.18%             | 2025-05-07      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AJ4050                       | CUSIP: 3138AVQC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141431 | PA      | $135824.09    | 0.02%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating Limited Partnership                                            | ERP Operating L.P. 4.15%, due 12/01/2028                                 | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1165617.70   | 0.17%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                                             | Massachusetts St. 3.277%, Due 06/01/2046                                 | CUSIP: 57582RJN7<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3100000 | PA      | $2357581.00   | 0.35%             | 2046-06-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                        | International Bank for Reconstruction & Develop 2.456%, Due 10/22/2025   | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   4000000 | PA      | $3821767.52   | 0.57%             | 2027-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #MA0546                       | CUSIP: 31417YTC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24020 | PA      | $23495.36     | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                              | SBA TOWER TRUST 2022-1 6.599% 11/15/52                                   | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    880000 | PA      | $886104.56    | 0.13%             | 2052-11-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | FHLMC GOLD 3.50%  Due 03/01/2049                                         | CUSIP: 3128MJ6B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    519020 | PA      | $479086.18    | 0.07%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L P                                                | Rexford Industrial Realty 2.15% 9/1/2031                                 | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1340956.31   | 0.20%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                       | Roper Technologies Inc 2% DUE 06/30/2030                                 | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    440000 | PA      | $352614.08    | 0.05%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Company                                                      | AMEREN ILL CO 5.9% Due 12/01/2052                                        | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1085859.68   | 0.16%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #C03744                      | CUSIP: 31292LER2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83568 | PA      | $80344.19     | 0.01%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Overseas Private Investment Corporation                                      | Overseas Private Investment Corporation 3.28%, Due 09/15/2029            | CUSIP: 690353C21<br>LEI: 549300IDY55XMYWXSD28 | Long             | DBT              | USGA              | US        |    785678 | PA      | $785678.31    | 0.12%             | 2029-09-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                  | Ecolab, Inc. 2.75%, DUE 08/18/2055                                       | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $877207.27    | 0.13%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #FN836283                     | CUSIP: 31407PCU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44492 | PA      | $45436.79     | 0.01%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                      | Federal Home Loan Bank 5.50%, Due 07/15/2036                             | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  18620000 | PA      | $20450173.02  | 3.05%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                    | Commercial Mortgage Pass Through Certificates Series 2012-CR4 Class A3   | CUSIP: 12624QAR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90695 | PA      | $90190.57     | 0.01%             | 2045-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JP Morgan Chase & Company 2.739%, Due 10/15/2030                         | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1677232.10   | 0.25%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #G02408                      | CUSIP: 3128M4AH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23429 | PA      | $24321.10     | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Andrew W. Mellon Foundation                                                  | ANDREW W MELLON FNDTN .947% DUE 08/01/2027                               | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $894745.15    | 0.13%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FNMA 3.50% Due 05/01/2049                                                | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429126 | PA      | $395162.05    | 0.06%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #255899                       | CUSIP: 31371MGG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58726 | PA      | $60775.92     | 0.01%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNG Bank N.V.                                                                | BNG Bank NV 0.5%, DUE 11/24/2025                                         | CUSIP: 05591F2J8<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | US        |   2000000 | PA      | $1787480.32   | 0.27%             | 2025-11-24      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: —       |
| Steelcase Inc                                                                | Steelcase, Inc. 5.125%,  Due 01/18/2029                                  | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $871210.00    | 0.13%             | 2029-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Bank of Montreal                                                             | Bank of Montreal 3.3% Due 02/05/2024                                     | CUSIP: 06367WHH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981256.37    | 0.15%             | 2024-02-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                  | Bank of America 0.981%, DUE 09/25/2025                                   | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1174803.53   | 0.18%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association Pool #4259                      | CUSIP: 36202EWU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5097 | PA      | $5051.80      | 0.00%             | 2038-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #745002                       | CUSIP: 31403CU33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29215 | PA      | $30213.56     | 0.00%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                        | Massachusetts Institute of Technology 3.959%, Due 07/01/2038             | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1371276.05   | 0.20%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| International Development Association                                        | International Development Association 0.375%, DUE 09/23/2025             | CUSIP: 45939EAB6<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |   2000000 | PA      | $1792610.42   | 0.27%             | 2025-09-23      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Kilroy Realty L.P.                                                           | Kilroy Realty Corporation 2.5% DUE 11/15/2032                            | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1242570.37   | 0.19%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                              | Inter-American Development Bank 4.375%, Due 01/24/2044                   | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   3000000 | PA      | $2937497.37   | 0.44%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association .875% DUE 08/5/2030                | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  17000000 | PA      | $13494448.36  | 2.02%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #738252                       | CUSIP: 31402UEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18316 | PA      | $18941.79     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AN3999                       | CUSIP: 3138LGNR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2223448 | PA      | $2169521.04   | 0.32%             | 2023-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals/Health Plan, Inc.                                | Kaiser Foundation Hospital 3.15%, Due 05/01/2027                         | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1403777.51   | 0.21%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #G13908                      | CUSIP: 3128MCR56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21470 | PA      | $21216.64     | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                             | San Diego Gas & Electric 4.5%, Due 08/15/40                              | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    841000 | PA      | $756400.08    | 0.11%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation 6.25%, Due 07/15/2032             | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   7050000 | PA      | $8222637.36   | 1.23%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AP1949                       | CUSIP: 3138M5EX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    420960 | PA      | $383069.52    | 0.06%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association 2.00%, DUE 01/01/2051              | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9703107 | PA      | $7931462.58   | 1.18%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Company                                                         | DTE Electric Co. 4.05%, Due 05/15/2048                                   | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1454316.03   | 0.22%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Spectrum Management Holding Company LLC                                      | Time Warner Cable, Inc. 4.500%, Due 09/15/2042                           | CUSIP: 88732JBD9<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    500000 | PA      | $366052.28    | 0.05%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FNMA UMBS LNG 30 YEAR 2.5% DUE 08/01/2050                                | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2159004 | PA      | $1841782.74   | 0.28%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                     | AT&T, Inc. 5.25%, Due 03/01/2037                                         | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481753.21    | 0.07%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #255701                       | CUSIP: 31371MAA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15453 | PA      | $15382.11     | 0.00%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Solvay Finance America, LLC                                                  | Solvay Finance (America) 4.45% DUE 12/03/2025                            | CUSIP: 834423AB1<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1209470.85   | 0.18%             | 2025-12-03      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Alcon Finance Corp                                                           | Alcon Finance Corp. 2.60% DUE 05/27/2030                                 | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1061643.33   | 0.16%             | 2030-05-27      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| GATX Corporation                                                             | GATX Corporation 4.35%, Due 02/15/2024                                   | CUSIP: 361448BD4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295560.59    | 0.04%             | 2024-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association Pool #3151                      | CUSIP: 36202DQC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6000 | PA      | $6192.96      | 0.00%             | 2031-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BNG Bank N.V.                                                                | BNG Bank NV 1.5% DUE 10/16/2024                                          | CUSIP: 05591F2F6<br>LEI: 529900GGYMNGRQTDOO93 | Long             | DBT              | NUSS              | US        |   1500000 | PA      | $1418568.00   | 0.21%             | 2024-10-16      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: —       |
| Bluehub Loan Fund, Inc.                                                      | Bluehub Loan Fund 3.099% DUE 01/01/2030                                  | CUSIP: 095623AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1030000 | PA      | $893086.02    | 0.13%             | 2030-01-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | FANNIE MAE REMIC TR 2019-M22 2.522% 8/27/29                              | CUSIP: 3137FXLX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4000000 | PA      | $3235526.00   | 0.48%             | 2030-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                                               | Prudential PLC 3.125% DUE 04/14/2030                                     | CUSIP: 74435KAA3<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $653186.54    | 0.10%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Trustage Financial Group Inc                                                 | Trustage Financial Group 4.625% 4/15/2032                                | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |    400000 | PA      | $344839.30    | 0.05%             | 2032-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Yale University                                                              | YALE UNIV MTN BE 2.402%, DUE 04/15/2050                                  | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |   4165000 | PA      | $2643913.43   | 0.39%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                       | HP Inc. 4.0%, Due 04/15/2029                                             | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1067256.54   | 0.16%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LG Chem Ltd                                                                  | LG Chemical 3.25%, Due 10/15/2024                                        | CUSIP: 501955AA6<br>LEI: 988400IES4EIG7O06940 | Long             | DBT              | CORP              | US        |    290000 | PA      | $278145.25    | 0.04%             | 2024-10-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| U.S. International Development Finance Corporation                           | INT DEVELOPMENT FIN CORP 1.59%, DUE 04/15/2028                           | CUSIP: 90376PEE7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2000000 | PA      | $1748122.34   | 0.26%             | 2028-04-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                          | Sumitomo Mitsui Financial Group 0.508%, DUE 01/12/2024                   | CUSIP: 86562MCC2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1903961.32   | 0.28%             | 2024-01-12      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Limited New York Branch                              | National Australia Bank, New York Branch 3.625%, Due 06/20/2023          | CUSIP: 63254ABA5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1740707.50   | 0.26%             | 2023-06-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                              | Inter American Dev Bank .875% DUE 04/01/2025                             | CUSIP: 4581X0DL9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | US        |   3000000 | PA      | $2773980.00   | 0.41%             | 2025-04-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation 0.375%, Due 09/23/2025            | CUSIP: 3137EAEX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   3500000 | PA      | $3149583.75   | 0.47%             | 2025-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                   | Apple, Inc. 2.65%, Due 02/08/2051                                        | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1318954.60   | 0.20%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ford Foundation                                                              | The Ford Foundation 3.859%, Due 06/01/2047                               | CUSIP: 34531XAA2<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2069175.95   | 0.31%             | 2047-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #G67709                      | CUSIP: 3132XCR64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1899912 | PA      | $1775164.82   | 0.27%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association 2.125%, Due 04/24/2026             | CUSIP: 3135G0K36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1874212.88   | 0.28%             | 2026-04-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #Q08998                      | CUSIP: 3132GUKK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    352712 | PA      | $330536.17    | 0.05%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc                                                            | Domino's Pizza Master Issuer, LLC 4.474%, Due 10/25/2045                 | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2115000 | PA      | $2015478.68   | 0.30%             | 2045-10-25      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #G08636                      | CUSIP: 3128MJV64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    395183 | PA      | $368035.54    | 0.05%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Moodys Corp                                                                  | Moodys Corporation 3.75% Due 2/25/2052                                   | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $761392.84    | 0.11%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Westar Energy Inc.                                                           | Westar Energy, Inc. 2.55%, Due 07/01/2026                                | CUSIP: 95709TAN0<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1190032.05   | 0.18%             | 2026-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY                                              | New Jersey St. Housing and Mortgage Finance 2.60%, Due 07/01/2023        | CUSIP: 646127AS9<br>LEI: 5493002ONULJL0FIGU24 | Long             | DBT              | MUN               | US        |     55000 | PA      | $54833.94     | 0.01%             | 2023-07-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | FHLMC Series KG04 Class A2 1.487%, DUE 11/25/2030                        | CUSIP: 3137F84S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5500000 | PA      | $4417637.95   | 0.66%             | 2030-11-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Series 2017-M10 Class AV2          | CUSIP: 3136AXVB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2434486 | PA      | $2353676.48   | 0.35%             | 2024-07-25      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #G03158                      | CUSIP: 3128M4ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12436 | PA      | $12997.90     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OSCEOLA CNTY FLA HSG FIN AUTH                                                | Osceola County Housing Finance Authority Rev. 3.35%, Due 07/01/2023      | CUSIP: 687904CR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $44999.55     | 0.01%             | 2023-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #A02977                       | CUSIP: 3138LTJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    305108 | PA      | $285597.81    | 0.04%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                 | Norfolk Southern Corporation 4.837%, Due 10/01/2041                      | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $918433.01    | 0.14%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #A86951                      | CUSIP: 312933WL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128324 | PA      | $127305.15    | 0.02%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association 0.5%, DUE 11/07/2025               | CUSIP: 3135G06G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  13934000 | PA      | $12530200.78  | 1.87%             | 2025-11-07      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Wendys Funding Llc                                                           | SolarCity LMC Series I, LLC Series 2013-1 Class A                        | CUSIP: 95058XAM0<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   1243750 | PA      | $1112365.23   | 0.17%             | 2052-03-15      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FNMA UMBS LNG 30 YEAR 3.5% Due 05/01/2052                                | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5781905 | PA      | $5252985.79   | 0.78%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp.                                                           | USAA Capital Corp 1.5% DUE 05/1/2023                                     | CUSIP: 90327QD48<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989769.39    | 0.15%             | 2023-05-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: —       |
| Overseas Private Investment Corporation                                      | Overseas Private Investor Core Float Due 09/15/2026                      | CUSIP: 6903538B6<br>LEI: 549300IDY55XMYWXSD28 | Long             | DBT              | USGA              | US        |    625000 | PA      | $625000.00    | 0.09%             | 2026-09-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Company                                                         | DTE Electric Company 3.65% Due 3/1/2052                                  | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $387972.55    | 0.06%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #G06766                      | CUSIP: 3128M8Z72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153781 | PA      | $155899.39    | 0.02%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating Limited Partnership                                | SUN COMMUNITIES REITS 2.7% DUE 07/15/2031                                | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    500000 | PA      | $394660.12    | 0.06%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #J11210                      | CUSIP: 3128PQKX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30078 | PA      | $29771.20     | 0.00%             | 2024-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corp 2.5% Due 9/1/2051                        | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3166352 | PA      | $2682039.86   | 0.40%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                 | Norfolk Southern Corporation 3.05%, Due 05/15/2050                       | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1004673.74   | 0.15%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corporation                                                     | KIMCO REALTY CORP 2.7% DUE 10/1/2030                                     | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1426359.55   | 0.21%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Reliance Steel & Aluminum Co.                                                | Reliance Steel & Aluminum Company 4.50%, Due 4/15/2023                   | CUSIP: 759509AE2<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1104807.01   | 0.17%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #Q40598                      | CUSIP: 3132WDUY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    686610 | PA      | $615435.19    | 0.09%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | FHLMC K-1520 FLOATER                                                     | CUSIP: 3137FYTX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4000000 | PA      | $3068157.20   | 0.46%             | 2036-02-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #G01890                      | CUSIP: 3128LXC32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70661 | PA      | $69758.09     | 0.01%             | 2035-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                               | CITIGROUP INC SR NT ADJ%, DUE 01/25/2026                                 | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $926766.90    | 0.14%             | 2026-01-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                                                  | XYLEM Inc 1.95% DUE 01/30/2028                                           | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1526440.50   | 0.23%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FNMA-ACES 1.38345% Due 12/25/2030 1.38345% Due 12/25/2030                | CUSIP: 3136BDXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   5000000 | PA      | $3999085.00   | 0.60%             | 2030-12-25      | Floating      | 1.38%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group                                                    | Principal Financial Group 3.70% 05/15/2029                               | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1158202.13   | 0.17%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                       | President & Fellows of Harvard College 3.15%, Due 07/15/2046             | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   3961000 | PA      | $3057155.25   | 0.46%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kellogg Company                                                              | Kellogg Co. 2.650%, Due 12/01/2023                                       | CUSIP: 487836BS6<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1223250.43   | 0.18%             | 2023-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #G18446                      | CUSIP: 3128MMP80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215877 | PA      | $206125.46    | 0.03%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC                                                           | TIF 2021-1A A 1.65% Due 02/20/2046                                       | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425729 | PA      | $353076.55    | 0.05%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association Pool #3216                      | CUSIP: 36202DSD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25667 | PA      | $26580.92     | 0.00%             | 2032-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| California Endowment                                                         | CALIFORNIA ENDOWMENT SR BD 2.498%, DUE 04/01/2051                        | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $2767556.84   | 0.41%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co.                                                    | Narragansett Electric Co. 3.395% DUE 04/09/2030                          | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1340204.25   | 0.20%             | 2030-04-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                        | Lowe's Cos., Inc. 4.65%, Due 04/15/2042                                  | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $876848.08    | 0.13%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Texas Electric Market Stabilization Funding N LLC                            | Avangrid, Inc. 3.15%, Due 12/01/2024                                     | CUSIP: 88240TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $595773.37    | 0.09%             | 2044-02-01      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Company                                                | FLORIDA PWR & LT CO 2.875%, DUE 12/04/2051                               | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1341288.26   | 0.20%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #G06784                      | CUSIP: 3128M82R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176318 | PA      | $165217.40    | 0.02%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Company                                                        | Campbell Soup Company 3.95%, Due 03/15/2025                              | CUSIP: 134429BF5<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1464837.66   | 0.22%             | 2025-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers Cadillac Fairview Properties Trust                          | ONTARIO TEACHERS CADILLAC FAIR SR 144A 2.50%, DUE 10/15/2031             | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $857573.82    | 0.13%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #255894                       | CUSIP: 31371MGB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19502 | PA      | $19412.61     | 0.00%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                        | DNKN 2021-1A A2II Mortgage 2.493% Due 11/20/2051                         | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   2004750 | PA      | $1657637.56   | 0.25%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corporation                                                        | Starbucks Corporation 2.45%, Due 06/15/2026                              | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $926135.90    | 0.14%             | 2026-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| U.S. International Development Finance Corporation                           | U.S International Development Finance Corp 3.13% 4/15/2028               | CUSIP: 90376PEX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1000000 | PA      | $936261.04    | 0.14%             | 2028-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | FNMA 3.0% DUE 09/01/2049                                                 | CUSIP: 3132DV3T0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |    964807 | PA      | $852404.04    | 0.13%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                              | VANTAGE DATA CENTERS LLC 2.165%, DUE 10/15/2046                          | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1723762.00   | 0.26%             | 2046-10-15      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #G08609                      | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    353928 | PA      | $330349.18    | 0.05%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                 | NVIDIA Corporation 2.85%, Due 04/01/30                                   | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436153.08    | 0.07%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Jordan (Kingdom Of)                                                          | Hashemite Kingdom of Jordan AID Bond 3.00%, Due 06/30/2025               | CUSIP: 418097AF8<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | US        |   1450000 | PA      | $1398211.18   | 0.21%             | 2025-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bunge Limited Finance Corp.                                                  | Bunge LTD Finance Corporation 1.63%, due 08/17/2025                      | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    395000 | PA      | $359698.98    | 0.05%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Calvert Social Investment Foundation/Calvert Community Investment Foundation | CALVERT 2.5% DUE 06/13/2025                                              | CUSIP: 13161GXP2<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1305637.76   | 0.20%             | 2025-06-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #FN831544                     | CUSIP: 31407HZH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13425 | PA      | $13982.73     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Solar Star Funding, LLC                                                      | Solar Star Funding, LLC 5.375% Due 06/30/2035                            | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    393332 | PA      | $383930.77    | 0.06%             | 2035-06-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                  | Bank of America 0.981%, DUE 09/25/2025                                   | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1380563.54   | 0.21%             | 2025-09-25      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University                                             | Trustees of Princeton University 2.516%, Due 07/01/2050                  | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $3426696.60   | 0.51%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: —       |
| John D & Catherine T Macarthur Foundation                                    | John D & Catherine MaCathur 1.299% DUE 12/1/2030                         | CUSIP: 477854AA1<br>LEI: UJ37UD5B4O5WRVV6NV96 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1132366.50   | 0.17%             | 2030-12-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Caledonia Generating LLC                                                     | CALEDONIA GENERA - NEWCAL 1.95%, DUE 02/28/2034                          | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1769708 | PA      | $1502809.57   | 0.22%             | 2034-02-28      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FNMA UMBS 0.02                                                           | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5734629 | PA      | $4680689.15   | 0.70%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ahold Lease Usa                                                              | Ahold Finance U.S.A., LLC 8.62%, Due 01/02/2025                          | CUSIP: 00868PAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154073 | PA      | $155820.22    | 0.02%             | 2025-01-02      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                            | Nucor Corp 2% DUE 06/01/2025                                             | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    460000 | PA      | $428093.02    | 0.06%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                    | Union Pacific Corp. 5.750% Due 11/01/2040                                | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1917183.82   | 0.29%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding 2015-1                                                 | Anthene Global Funding 2.8%, due 05/26/2023                              | CUSIP: 04685A2M2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1485998.97   | 0.22%             | 2023-05-26      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | FHLMC REMIC K-G05                                                        | CUSIP: 3137FFXL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3000000 | PA      | $2509107.00   | 0.37%             | 2031-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                                             | Interstate Power & Light Co 3.6% Due 4/1/2029                            | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1142886.98   | 0.17%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #C04306                      | CUSIP: 31292LYB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    796108 | PA      | $725217.65    | 0.11%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                 | New York Life Global Funding 2.900%, Due 01/17/2024                      | CUSIP: 64952WCN1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2933744.70   | 0.44%             | 2024-01-17      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #FN902370                     | CUSIP: 31411AQX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16579 | PA      | $17191.43     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #BE5067                       | CUSIP: 3140FQTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1124454 | PA      | $1046069.86   | 0.16%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #255994                       | CUSIP: 31371MKF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5 | PA      | $5.50         | 0.00%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                       | President & Fellows of Harvard College 2.517%, Due 10/15/2050            | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $843931.74    | 0.13%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                    | PG&E ENERGY RECOVERY FND 2.822%, DUE 07/15/2046                          | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $697317.92    | 0.10%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | FHLMC Super 30Y Fixed 3% DUE 07/1/2050                                   | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8087630 | PA      | $6611775.18   | 0.99%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | FHMR 2021-P0009 A2 1.878%, DUE 01/25/31                                  | CUSIP: 3137H13V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGA              | US        |   1500000 | PA      | $1245192.45   | 0.19%             | 2031-01-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                        | Microsoft Corporation 2.525%, Due 06/01/50                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $1974146.91   | 0.29%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AJ5303                       | CUSIP: 3138AW3M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149270 | PA      | $143351.74    | 0.02%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                        | International Bank for Reconstruction & Development                      | CUSIP: 45905U6L3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $966080.24    | 0.14%             | 2025-11-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                              | SBA Tower Trust 2.836% DUE 01/15/2025                                    | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    282000 | PA      | $265939.73    | 0.04%             | 2050-01-15      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Overseas Private Investment Corporation                                      | Overseas Private Investment Corporation 3.52%, Due 09/20/2032            | CUSIP: 6903534C8<br>LEI: 549300IDY55XMYWXSD28 | Long             | DBT              | USGA              | US        |    696429 | PA      | $661231.72    | 0.10%             | 2032-09-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                    | Goldman Sachs Group Inc 4.223% DUE 05/01/2029                            | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $931617.94    | 0.14%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Mars Inc. (Del)                                                              | Mars, Inc. 3.60%, Due 04/01/2034                                         | CUSIP: 571676AC9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1299012.78   | 0.19%             | 2034-04-01      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                        | Massachusetts Institue of Tech 3.067% Due 4/1/2052                       | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $2928737.68   | 0.44%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AE8289                       | CUSIP: 31419KF75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249772 | PA      | $239867.99    | 0.04%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FNMA UMBS 30 YR 2.5% DUE 07/01/2020                                      | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3059552 | PA      | $2608532.42   | 0.39%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                       | Asian Development Bank 3.125%, Due 09/26/2028                            | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | US        |   1000000 | PA      | $944740.00    | 0.14%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                         | JP Morgan Chase & Company 3.20%, Due 06/15/2026                          | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2557000 | PA      | $2414099.57   | 0.36%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AJ9332                       | CUSIP: 3138E2LN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    596456 | PA      | $575792.86    | 0.09%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio Lp                                                           | ESSEX Portfolio LP 2.65% DUE 03/15/2032                                  | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1182075.47   | 0.18%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust, L.P.                                                   | Digitial Realty Trust L.P. 2.65%, Due 02/08/2051                         | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2264876.10   | 0.34%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corporation                                             | Niagara Mohawk Power Corporation 1.96% 6/27/2030                         | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1185729.41   | 0.18%             | 2030-06-27      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| V.F. Corp                                                                    | VF Corporation 2.4% DUE 04/23/2025                                       | CUSIP: 918204BA5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    536000 | PA      | $503140.93    | 0.08%             | 2025-04-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #C91581                      | CUSIP: 3128P7XJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347200 | PA      | $326797.57    | 0.05%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Development Association                                        | International Development Association 0.00875                            | CUSIP: 45939EAD2<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | US        |   2000000 | PA      | $1789914.32   | 0.27%             | 2026-04-28      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #FN807967                     | CUSIP: 31406ETY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28606 | PA      | $29262.37     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust                                                     | Mastercard Credit Trust Floating Rate, DUE 09/21/2024                    | CUSIP: 576339CF0<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3975405.60   | 0.59%             | 2024-09-21      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AP2465                       | CUSIP: 3138M5W39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455912 | PA      | $414877.41    | 0.06%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                         | Lexington Realty Trust 2.7% DUE 09/15/2030                               | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1194826.67   | 0.18%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                  | Walmart, Inc. 1.8% DUE 09/22/2031                                        | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $406908.77    | 0.06%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                                     | Skyworks Solutions Inc. 0.009                                            | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490109.12    | 0.07%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                               | Comcast Corp. 3.3% Due 04/01/2027                                        | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1305099.71   | 0.19%             | 2029-10-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                                  | IBM Corporation 3.30 5/15/2026                                           | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951469.43    | 0.14%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                      | FEDERAL HOME LOAN BANKS 1.25% Due 12/21/2026                             | CUSIP: 3130AQF65<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4000000 | PA      | $3580672.44   | 0.53%             | 2026-12-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                         | Mitsubishi UFJ Financial Group 2.527%, Due 09/13/2023                    | CUSIP: 606822AH7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1226252.21   | 0.18%             | 2023-09-13      | Fixed         | 2.53%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                        | FN MA3687 4.0% due 06/01/2049                                            | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3621391 | PA      | $2955293.16   | 0.44%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                    | DUKE ENERGY PROGRESS NC 2.799%, DUE 07/01/2041                           | CUSIP: 26444BAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1401612.84   | 0.21%             | 2041-07-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #A49813                      | CUSIP: 3128KA3W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21492 | PA      | $21875.11     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                       | TESLA AUTO LEASE TR 2021-B 0.6%, DUE 09/22/2025                          | CUSIP: 88161KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1130708.16   | 0.17%             | 2025-09-22      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #A16232                      | CUSIP: 31296Q4R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27891 | PA      | $28804.22     | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AQ9362                       | CUSIP: 3138MRML2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263538 | PA      | $251074.84    | 0.04%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AJ7689                       | CUSIP: 3138E0RK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188615 | PA      | $181136.99    | 0.03%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FNMA  2.412% Due 8/25/2029                                               | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5826690 | PA      | $4935286.55   | 0.74%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                 | Mid-America Apartments 3.950% Due 03/15/2029                             | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1642535.07   | 0.25%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                      | GA GLOBAL FUNDING TRUST 144A 2.25%, DUE 01/06/2027                       | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1760453.82   | 0.26%             | 2027-01-06      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #MA1275                       | CUSIP: 31418AMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    504877 | PA      | $474665.12    | 0.07%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc                                                               | Home Depot Inc 3.625% Due 4/15/2052                                      | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $771919.02    | 0.12%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                               | Pacific Life Global Fund II 1.45%, Due 01/20/2028                        | CUSIP: 6944PL2D0<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $819638.78    | 0.12%             | 2028-01-20      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | FREMF 2.875% Due 04/25/2026                                              | CUSIP: 3137FMD25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3000000 | PA      | $2841994.50   | 0.42%             | 2026-04-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Community Preservation Corporation                                           | Community Preservation 2.867% DUE 02/01/2030                             | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1465924.25   | 0.22%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | FHLMC 3.5% Due 07/01/2049                                                | CUSIP: 3132DV3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    849722 | PA      | $781676.86    | 0.12%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #491075                       | CUSIP: 31382SQ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3279 | PA      | $3274.05      | 0.00%             | 2026-09-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                            | HORMEL FOODS CORP 1.8% DUE 06/11/2030                                    | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1830708.36   | 0.27%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Lp                                                            | Vornado Realty LP 3.50%, Due 01/15/2025                                  | CUSIP: 929043AJ6<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    567000 | PA      | $528958.59    | 0.08%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                   | Apple, Inc. 2.65%, Due 05/11/2050                                        | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $661604.55    | 0.10%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                           | Met Life Global Funding 3.60%  Due 01/11/2024                            | CUSIP: 59217GCT4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1723374.10   | 0.26%             | 2024-01-11      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Cards Ii Trust                                                               | Cards II Trust 0.00602                                                   | CUSIP: 14161GBY5<br>LEI: 549300GWPYLNK6X47W76 | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2121775.65   | 0.32%             | 2027-04-15      | Fixed         | 0.60%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                       | Federal Home Loan Mortgage Corporation Pool #A35795                      | CUSIP: 31297RNL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50670 | PA      | $51621.22     | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Foundation                                                              | Ford Foundation 2.415% Due 6/1/2050                                      | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    235000 | PA      | $147834.57    | 0.02%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                  | American Water Capital Corporation 2.8%, DUE 05/01/2030                  | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1296951.93   | 0.19%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Finance GP1                                                | Liberty Utilities 2.05%, DUE 09/15/2030                                  | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $266687.04    | 0.04%             | 2030-09-15      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool #AB5463                       | CUSIP: 31417CB95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    565251 | PA      | $514318.46    | 0.08%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                           | National Securities Clearing Corporation 1.50%, Due 04/23/2025           | CUSIP: 637639AB1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $926954.94    | 0.14%             | 2025-04-23      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| First American Financial Corporation                                         | First American Financial 2.4% Due 8/15/2021                              | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1096100.72   | 0.16%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| University Notre Dame du Lac                                                 | University of Notre Dame 3.394%, Due 02/15/2048                          | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $1895312.87   | 0.28%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FN MA3687 4.0% due 06/01/2049                                            | CUSIP: 31418DCZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    666340 | PA      | $634221.93    | 0.09%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                     | Government National Mortgage Association Pool #4286                      | CUSIP: 36202EXP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3252 | PA      | $3311.38      | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association Pool FN AN7863                     | CUSIP: 3138LLWZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $3840000.00   | 0.57%             | 2024-12-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                           | Met Life Global Funding I 1.95%, Due 01/13/2023                          | CUSIP: 59217GEE5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499623.30    | 0.07%             | 2023-01-13      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                   | Ameriprise Financial, Inc. 3.0%, Due 04/02/2025                          | CUSIP: 03076CAK2<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    730000 | PA      | $699236.27    | 0.10%             | 2025-04-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc.                                                             | Hanesbrands, Inc. 4.625%, Due 05/15/2024                                 | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484263.81    | 0.07%             | 2024-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association 3.00%, DUE 08/01/2050              | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3353197 | PA      | $2959126.53   | 0.44%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                        | International Bank 0.00875                                               | CUSIP: 459058JX2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | US        |   3000000 | PA      | $2667739.83   | 0.40%             | 2026-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | Federal National Mortgage Association 3.50%, Due 08/01/2049              | CUSIP: 3140JQRY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1761591 | PA      | $1619321.95   | 0.24%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aflac Incorporated                                                           | Aflac Inc 4.00%, Due 10/15/2046                                          | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $818292.08    | 0.12%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| W. P. Carey Inc                                                              | WP CAREY INC SR NT 2.45%, DUE 02/01/2032                                 | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    985000 | PA      | $769688.15    | 0.11%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Susan McLauchlan

**Signature:** Susan McLauchlan

**Name of Signer:** Susan McLauchlan

**Title:** AVP Fund Accounting