# EDGAR Filing Document

**Accession Number:** 0000742212
**File Stem:** 0001752724-23-042304
**Filing Date:** 2023-2
**Character Count:** 395064
**Document Hash:** f2ec99bd67a7f928a966dc3f25ca9e64
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-042304.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-042304

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHWESTERN MUTUAL SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000742212
- **IRS NUMBER:** 391603401
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03990
- **FILM NUMBER:** 23672562

**BUSINESS ADDRESS:**
- **STREET 1:** 720 E WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 4142992508

**MAIL ADDRESS:**
- **STREET 1:** 720 EAST WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NORTHWESTERN MUTUAL VARIABLE LIFE SERIES FUND INC
- **DATE OF NAME CHANGE:** 19940830

## Series and Classes Contracts Data

### Select Bond Portfolio (Series ID: S000000047)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000000082 | Select Bond Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NORTHWESTERN MUTUAL SERIES FUND INC

- **b. Investment Company Act file number:** 811-03990

- **c. CIK number of Registrant:** 0000742212

- **d. LEI of Registrant:** 549300T1UBX7MDSNZA55

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

  - **Street Address 1:** 720 E WISCONSIN AVE

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-271-1444

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

- **a. Name of Series:** Select Bond Portfolio

- **b. EDGAR series identifier (if any):** S000000047

- **c. LEI of Series:** 03DZ35VFRGD62UKLL347

**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:** $2912855016.30

**Total Liabilities:** $109950554.98

**Net Assets:** $2802904461.32

**Delayed Delivery Securities:** $27782635.43

**Cash Not Reported:** $36929778.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2617.69000000 | **1-Year:** -73145.52000000 | **5-Year:** -199185.34000000 | **10-Year:** -237134.24000000 | **30-Year:** -154647.50000000

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

- **3-Month:** -29.22000000 | **1-Year:** -1010.57000000 | **5-Year:** -2478.31000000 | **10-Year:** -4213.35000000 | **30-Year:** -1374.19000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000082 | -1.33%               | 3.67%                | -0.47%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-29876845.93            | $-14677349.30                              |
| Month 2  | $-25540034.82            | $119361524.86                              |
| Month 3  | $-8037918.71             | $-14242336.06                              |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ford Credit Auto Owner Trust/Ford Credit           | Ford Credit Auto Owner Trust 2020-REV2                                          | CUSIP: 34532JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1575000 | PA      | $1410271.22   | 0.05%             | 2033-04-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9199000 | PA      | $9211936.09   | 0.33%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31417DVE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1253408 | PA      | $1173250.57   | 0.04%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2013-GCJ14                                         | CUSIP: 36198FAE2<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-MBS          | CORP              | US        |   1372000 | PA      | $1358405.68   | 0.05%             | 2046-08-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $999684.48    | 0.04%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                            | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    998000 | PA      | $1025299.35   | 0.04%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21780000 | PA      | $20045256.98  | 0.72%             | 2026-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2436000 | PA      | $2140421.75   | 0.08%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136B1FM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2572799 | PA      | $2395962.82   | 0.09%             | 2048-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11532286 | PA      | $9720816.74   | 0.35%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MWS72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4321029 | PA      | $4263393.83   | 0.15%             | 2052-08-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos                                                             | CUSIP: 71654QBY7<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1925700 | PA      | $1838972.75   | 0.07%             | 2025-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                  | Bunker Hill Loan Depositary Trust 2019-2                                        | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1225510 | PA      | $1126750.42   | 0.04%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $936313.60    | 0.03%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140JMH62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163398 | PA      | $154789.87    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    980000 | PA      | $756480.64    | 0.03%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3622AACB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1296883 | PA      | $1290448.37   | 0.05%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138XZE31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127467 | PA      | $128671.59    | 0.00%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                            | HCA Inc                                                                         | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5044000 | PA      | $3925722.96   | 0.14%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QKT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1050803 | PA      | $905886.24    | 0.03%             | 2046-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4168095 | PA      | $3619460.70   | 0.13%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                 | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    492000 | PA      | $452752.73    | 0.02%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                | Starwood Mortgage Residential Trust 2021-4                                      | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300039 | PA      | $1847086.21   | 0.07%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                | Gilead Sciences Inc                                                             | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    877000 | PA      | $773038.53    | 0.03%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2021-3                                               | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1620480 | PA      | $1294129.62   | 0.05%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    312222 | PA      | $315000.17    | 0.01%             | 2043-08-01      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                   | SMB Private Education Loan Trust 2021-C                                         | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4178577 | PA      | $3982657.94   | 0.14%             | 2053-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   2945000 | PA      | $2544491.19   | 0.09%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1272188.69   | 0.05%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XJAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6544275 | PA      | $5948047.81   | 0.21%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XJV83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2387349 | PA      | $2172426.13   | 0.08%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                              | Mexico Government International Bond                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    665000 | PA      | $610431.34    | 0.02%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8414000 | PA      | $8051803.55   | 0.29%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Loan Trust 2014-A                                     | CUSIP: 63939CAD9<br>LEI: 54930094LU45XF2CP718 | Long             | ABS-O            | CORP              | US        |   1539000 | PA      | $1522972.08   | 0.05%             | 2031-10-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                           | Florida Power & Light Co                                                        | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1066274.63   | 0.04%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140GRAV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68531 | PA      | $65539.42     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QQWU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1308210 | PA      | $1372700.12   | 0.05%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617Y5ME6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1370308 | PA      | $1218911.41   | 0.04%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                         | Fannie Mae Principal Strip                                                      | CUSIP: 31358DDS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  11778000 | PA      | $8459856.97   | 0.30%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6649000 | PA      | $5517906.30   | 0.20%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2021-R1                                              | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    984459 | PA      | $878809.35    | 0.03%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2410000 | PA      | $2212838.74   | 0.08%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7048568 | PA      | $6060629.18   | 0.22%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2020-G                                | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2390705 | PA      | $2120415.50   | 0.08%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust 2019-L2                                          | CUSIP: 61768HAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1651000 | PA      | $1507192.95   | 0.05%             | 2052-03-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2964000 | PA      | $2044962.30   | 0.07%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                              | Athene Global Funding                                                           | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3247000 | PA      | $2480560.23   | 0.09%             | 2031-10-04      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617FSXH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    399144 | PA      | $355039.80    | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust       | American Express Credit Account Master Trust                                    | CUSIP: 02582JJX9<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   3774000 | PA      | $3801857.03   | 0.14%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing III LP                                                  | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2671000 | PA      | $2324719.27   | 0.08%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 2019-B                                               | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2711858 | PA      | $2561847.37   | 0.09%             | 2059-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    125000 | PA      | $77747.00     | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10281000 | PA      | $9520216.08   | 0.34%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                         | Pfizer Inc                                                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   3417000 | PA      | $2470758.55   | 0.09%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                        | Aker BP ASA                                                                     | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2670000 | PA      | $2358439.84   | 0.08%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142BAKE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1734740 | PA      | $1685900.15   | 0.06%             | 2052-07-01      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QQ4K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    874557 | PA      | $923344.54    | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2013-CCRE10 Mortgage Trust                                                 | CUSIP: 12626BAD6<br>LEI: 549300YJIXJB9DCDOI21 | Long             | ABS-MBS          | CORP              | US        |     52000 | PA      | $51647.40     | 0.00%             | 2046-08-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2021-G                                | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2207126 | PA      | $1868914.25   | 0.07%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96652000 | PA      | $66142437.27  | 2.36%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2021-5                                               | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6875635 | PA      | $5488900.14   | 0.20%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5332000 | PA      | $5505139.10   | 0.20%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XHP68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2519491 | PA      | $2288952.30   | 0.08%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                       | QUALCOMM Inc                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1617000 | PA      | $1416112.22   | 0.05%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Loan Trust 2016-A                                     | CUSIP: 63939NAC7<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |    602700 | PA      | $607887.02    | 0.02%             | 2045-12-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28058026 | PA      | $23650818.86  | 0.84%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                            | Hyundai Capital America                                                         | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    867000 | PA      | $824786.06    | 0.03%             | 2024-01-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    448000 | PA      | $370195.03    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                           | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1185950.62   | 0.04%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1478311.44   | 0.05%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC               | SoFi Professional Loan Program 2021-B Trust                                     | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2503240 | PA      | $2058501.75   | 0.07%             | 2047-02-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136BMN38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2202917 | PA      | $1937209.21   | 0.07%             | 2048-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                   | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |   2473000 | PA      | $1805870.69   | 0.06%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                           | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4986000 | PA      | $3624654.57   | 0.13%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                           | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   3246000 | PA      | $3271989.36   | 0.12%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust   | World Omni Automobile Lease Securitization Trust 2022-A                         | CUSIP: 98163NAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1381000 | PA      | $1346270.61   | 0.05%             | 2027-06-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                   | SMB Private Education Loan Trust 2018-C                                         | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-O            | CORP              | US        |   1065982 | PA      | $1001969.28   | 0.04%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                 | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $991408.72    | 0.04%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 31326FM21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    459262 | PA      | $469048.47    | 0.02%             | 2043-03-01      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                   | SMB Private Education Loan Trust 2016-B                                         | CUSIP: 78449GAB5<br>LEI: 5493008SQ2WS8HE83M61 | Long             | ABS-O            | CORP              | US        |    680491 | PA      | $650306.08    | 0.02%             | 2032-02-17      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                        | Aker BP ASA                                                                     | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    326000 | PA      | $286779.83    | 0.01%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                         | VMware Inc                                                                      | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1971000 | PA      | $1833453.90   | 0.07%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                    | DTE Electric Co                                                                 | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1158843.42   | 0.04%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138MFHB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2339257 | PA      | $2128461.41   | 0.08%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1707000 | PA      | $1579573.13   | 0.06%             | 2026-08-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust              | GM Financial Automobile Leasing Trust 2022-2                                    | CUSIP: 36266FAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2426000 | PA      | $2366858.00   | 0.08%             | 2026-05-20      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617FKD38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1030912 | PA      | $917228.91    | 0.03%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138WJYN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1374462 | PA      | $1320870.31   | 0.05%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                     | PECO Energy Co                                                                  | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1766000 | PA      | $1162398.03   | 0.04%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                              | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1818000 | PA      | $1537890.21   | 0.05%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                          | Nelnet Student Loan Trust 2004-3                                                | CUSIP: 64031QBC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    408609 | PA      | $396914.01    | 0.01%             | 2036-10-27      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                | Dominion Energy Inc                                                             | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3229000 | PA      | $3200537.98   | 0.11%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4457000 | PA      | $4054269.94   | 0.14%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                    | DTE Electric Co                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    783000 | PA      | $605006.64    | 0.02%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                              | Canadian National Railway Co                                                    | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   1032000 | PA      | $916511.09    | 0.03%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617FMNZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135541 | PA      | $120562.41    | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15293185 | PA      | $12891082.80  | 0.46%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                         | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    725000 | PA      | $623087.11    | 0.02%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2021-2                                               | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2157992 | PA      | $1792005.92   | 0.06%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                      | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3793000 | PA      | $3659319.13   | 0.13%             | 2028-04-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4376000 | PA      | $3092943.15   | 0.11%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                            | Hyundai Capital America                                                         | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    980000 | PA      | $798257.71    | 0.03%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7360000 | PA      | $6391412.52   | 0.23%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KYWR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1824401 | PA      | $1537823.59   | 0.05%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                             | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1189000 | PA      | $1139529.57   | 0.04%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3378240 | PA      | $2933579.54   | 0.10%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MFRA TRUST                                         | MFA 2021-NQM2 Trust                                                             | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    986509 | PA      | $800816.05    | 0.03%             | 2064-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | Barclays Commercial Mortgage Trust 2019-C3                                      | CUSIP: 05550MAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2545000 | PA      | $2292907.82   | 0.08%             | 2052-05-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2022-4                                   | CUSIP: 80286FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3191000 | PA      | $3124896.52   | 0.11%             | 2027-02-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138EMFE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    897928 | PA      | $905950.79    | 0.03%             | 2043-10-01      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7533000 | PA      | $6029293.35   | 0.22%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10300000 | PA      | $10530846.79  | 0.38%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XJVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4501135 | PA      | $3959283.66   | 0.14%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1698000 | PA      | $1485398.87   | 0.05%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond - WI Reopening                                 | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    417000 | PA      | $408269.06    | 0.01%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 3137H56A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2931320 | PA      | $2512592.67   | 0.09%             | 2049-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                         | VMware Inc                                                                      | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   4803000 | PA      | $4677518.50   | 0.17%             | 2023-08-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2021-VOLT                                          | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6842000 | PA      | $6590697.45   | 0.24%             | 2036-09-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6155000 | PA      | $3898326.98   | 0.14%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133B1BM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    946138 | PA      | $774546.65    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3720582 | PA      | $3638222.92   | 0.13%             | 2052-07-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2744000 | PA      | $2827532.27   | 0.10%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3239000 | PA      | $3372121.86   | 0.12%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                            | Sun Communities Operating LP                                                    | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |   1890000 | PA      | $1664582.55   | 0.06%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3062000 | PA      | $2372561.95   | 0.08%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                   | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    303000 | PA      | $224816.19    | 0.01%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                   | SMB Private Education Loan Trust 2020-PTB                                       | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7795381 | PA      | $6885287.49   | 0.25%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                   | SMB Private Education Loan Trust 2021-D                                         | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4861754 | PA      | $4258842.32   | 0.15%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                 | Diageo Capital PLC                                                              | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   2798000 | PA      | $2927433.13   | 0.10%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4147394 | PA      | $3723761.48   | 0.13%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2014-UBS4 Mortgage Trust                                                   | CUSIP: 12591QAQ5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |   2348000 | PA      | $2270576.81   | 0.08%             | 2047-08-10      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2014-GC18                                          | CUSIP: 36252RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3116000 | PA      | $3048876.37   | 0.11%             | 2047-01-10      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MHUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1892165 | PA      | $1609922.70   | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                           | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2161000 | PA      | $1653342.63   | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1368741.09   | 0.05%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Rohm & Haas Co                                     | Rohm and Haas Co                                                                | CUSIP: 775371AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1441735.83   | 0.05%             | 2029-07-15      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 2022-C                                           | CUSIP: 44933DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2452000 | PA      | $2493571.94   | 0.09%             | 2028-10-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                             | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1075000 | PA      | $750072.07    | 0.03%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    430000 | PA      | $338901.67    | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1038640.35   | 0.04%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138EQKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499190 | PA      | $487238.02    | 0.02%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28945000 | PA      | $26027886.72  | 0.93%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                         | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    713000 | PA      | $642033.37    | 0.02%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 3137H5YN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1185283 | PA      | $1035348.77   | 0.04%             | 2048-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                        | CUSIP: 38382NFF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1628624 | PA      | $1589873.33   | 0.06%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2013-CCRE6 Mortgage Trust                                                  | CUSIP: 12624XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2168063 | PA      | $2161101.29   | 0.08%             | 2046-03-10      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                        | Ally Auto Receivables Trust 2022-3                                              | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1172000 | PA      | $1180218.18   | 0.04%             | 2031-06-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617Y5P86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1080844 | PA      | $961432.71    | 0.03%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QKKA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7206254 | PA      | $5924186.42   | 0.21%             | 2046-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4714000 | PA      | $3347767.83   | 0.12%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140FXTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7307338 | PA      | $6574514.14   | 0.23%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                               | Verizon Master Trust                                                            | CUSIP: 92348KAH6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   2007000 | PA      | $1875831.71   | 0.07%             | 2028-07-20      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2358687.85   | 0.08%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QAMZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2174383 | PA      | $2090121.08   | 0.07%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KYWA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1947294 | PA      | $1641445.72   | 0.06%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3192000 | PA      | $3354633.61   | 0.12%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    698000 | PA      | $441593.51    | 0.02%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XHU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15590874 | PA      | $15216150.98  | 0.54%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                             | Chase Auto Owner Trust 2022-A                                                   | CUSIP: 16144JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1504000 | PA      | $1467505.59   | 0.05%             | 2028-03-27      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                             | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    924969 | PA      | $742655.45    | 0.03%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                 | Roche Holdings Inc                                                              | CUSIP: 771196BX9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   3641000 | PA      | $2962193.33   | 0.11%             | 2031-12-13      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                             | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   2221958 | PA      | $1887803.30   | 0.07%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2021-8                                               | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2184171 | PA      | $1839496.37   | 0.07%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    799000 | PA      | $564653.50    | 0.02%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617FJZW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    693613 | PA      | $616973.10    | 0.02%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6059900 | PA      | $5076494.99   | 0.18%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2668000 | PA      | $2277519.26   | 0.08%             | 2032-05-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                               | Parker-Hannifin Corp                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   2986000 | PA      | $2897000.72   | 0.10%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18075000 | PA      | $18444972.66  | 0.66%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2019-D                                | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3656819 | PA      | $3330376.15   | 0.12%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $996324.94    | 0.04%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142B3VN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1884273 | PA      | $1822137.27   | 0.07%             | 2052-12-01      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                           | Pioneer Natural Resources Co                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1159519.59   | 0.04%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    806000 | PA      | $801875.54    | 0.03%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MBA6<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   2594000 | PA      | $2478098.52   | 0.09%             | 2026-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617FJYQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    227103 | PA      | $202010.78    | 0.01%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT FIN & INS CORP                              | Export Finance & Insurance Corp                                                 | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |   3690000 | PA      | $3727309.44   | 0.13%             | 2027-10-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                | New Residential Mortgage Loan Trust 2019-NQM4                                   | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450713 | PA      | $406051.48    | 0.01%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust           | Americredit Automobile Receivables Trust 2022-1                                 | CUSIP: 03066TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    906000 | PA      | $876924.10    | 0.03%             | 2026-11-18      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                  | NSTAR Electric Co                                                               | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    517000 | PA      | $499440.69    | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61841000 | PA      | $56367105.54  | 2.01%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                               | CUSIP: 3622AB3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7209526 | PA      | $6582187.31   | 0.23%             | 2047-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617GGSL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    510083 | PA      | $485563.70    | 0.02%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4901000 | PA      | $4416766.50   | 0.16%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                              | Mexico Government International Bond                                            | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3288000 | PA      | $2417229.23   | 0.09%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust            | Capital One Multi-Asset Execution Trust                                         | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   2697000 | PA      | $2717582.43   | 0.10%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3054264 | PA      | $2574546.55   | 0.09%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                 | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |   2588000 | PA      | $2172150.71   | 0.08%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1183933 | PA      | $1184999.48   | 0.04%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    812155 | PA      | $691651.99    | 0.02%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12496000 | PA      | $11609565.00  | 0.41%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                   | SBL Holdings Inc                                                                | CUSIP: 78397DAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3406000 | PA      | $2678544.31   | 0.10%             | 2031-02-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1806000 | PA      | $1237219.75   | 0.04%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                             | Mid-America Apartments LP                                                       | CUSIP: 59523UAA5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    968000 | PA      | $962279.72    | 0.03%             | 2023-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust         | JPMBB Commercial Mortgage Securities Trust 2015-C30                             | CUSIP: 46644UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1895000 | PA      | $1805486.07   | 0.06%             | 2048-07-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 3137H6SL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2327493 | PA      | $2116207.11   | 0.08%             | 2049-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                               | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    833000 | PA      | $730987.50    | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2021-7                                               | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3060004 | PA      | $2567591.64   | 0.09%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                             | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1364000 | PA      | $1178692.68   | 0.04%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                           | American Transmission Systems Inc                                               | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    683000 | PA      | $560511.91    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                           | Rogers Communications Inc                                                       | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1219000 | PA      | $945073.71    | 0.03%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3622AAEW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82465 | PA      | $84210.49     | 0.00%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QHP66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 3137FLTS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1965873 | PA      | $1791009.76   | 0.06%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QQGE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2866257 | PA      | $2962927.50   | 0.11%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QKLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.00         | 0.00%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2020-GC47                                          | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1131000 | PA      | $933711.75    | 0.03%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XHDY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18851425 | PA      | $16925800.39  | 0.60%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com Inc                                                                  | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    689000 | PA      | $514002.31    | 0.02%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DVKM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4223015 | PA      | $4076510.34   | 0.15%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63917000 | PA      | $64151695.55  | 2.29%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12941697 | PA      | $10909206.92  | 0.39%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    783000 | PA      | $637325.50    | 0.02%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138WKUZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329272 | PA      | $314637.49    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                            | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1298517.24   | 0.05%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2021-4                                               | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1987290 | PA      | $1528969.97   | 0.05%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                        | Ally Auto Receivables Trust 2022-1                                              | CUSIP: 02008JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2703000 | PA      | $2632569.55   | 0.09%             | 2026-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    492000 | PA      | $376421.37    | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617YXFM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152109 | PA      | $135303.19    | 0.00%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1580488.00   | 0.06%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                            | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    953000 | PA      | $901862.02    | 0.03%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                           | Angel Oak Mortgage Trust 2020-5                                                 | CUSIP: 03464WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301064 | PA      | $267670.58    | 0.01%             | 2065-05-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2374000 | PA      | $2100172.32   | 0.07%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RER1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4820000 | PA      | $4170689.61   | 0.15%             | 2028-02-20      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                   | Antares Holdings LP                                                             | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   2439000 | PA      | $1971680.26   | 0.07%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MBJ7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   5207000 | PA      | $4806717.60   | 0.17%             | 2028-09-25      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2192000 | PA      | $1748629.66   | 0.06%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                        | CUSIP: 38382NLJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2391287 | PA      | $2366740.64   | 0.08%             | 2051-02-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing III LLC                                                 | CUSIP: 42806MAJ8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   5782000 | PA      | $5307308.21   | 0.19%             | 2026-06-25      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1117280.35   | 0.04%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                            | John Deere Capital Corp                                                         | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1806756.36   | 0.06%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                               | Glencore Funding LLC                                                            | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    874000 | PA      | $837656.78    | 0.03%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                      | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3289000 | PA      | $3207427.21   | 0.11%             | 2028-07-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138W9BH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1795465 | PA      | $1631683.30   | 0.06%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1683614.19   | 0.06%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    784000 | PA      | $669560.64    | 0.02%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KYUJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264406 | PA      | $225176.57    | 0.01%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                       | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    784000 | PA      | $518035.98    | 0.02%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage Trust                | STAR 2021-1 Trust                                                               | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    892882 | PA      | $806549.31    | 0.03%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                 | Banco Santander SA                                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1208171.41   | 0.04%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2018-D                                | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2056436 | PA      | $1967284.45   | 0.07%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                            | Public Service Co of Oklahoma                                                   | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    991000 | PA      | $656866.80    | 0.02%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QUY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10187197 | PA      | $9768736.88   | 0.35%             | 2052-10-01      | Floating      | 3.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418D5F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9192539 | PA      | $7520159.38   | 0.27%             | 2041-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2021-c                                | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3637720 | PA      | $3092478.29   | 0.11%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | Comm 2013-CCRE13 Mortgage Trust                                                 | CUSIP: 12630BBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1087000 | PA      | $1067932.72   | 0.04%             | 2046-11-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                             | Anglo American Capital PLC                                                      | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   2878000 | PA      | $2583828.51   | 0.09%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                              | Mexico Government International Bond                                            | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2264000 | PA      | $1405894.31   | 0.05%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                 | Diageo Capital PLC                                                              | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   2695000 | PA      | $2756535.50   | 0.10%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617Y5N88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    492899 | PA      | $438446.90    | 0.02%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 31339WNA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161455 | PA      | $164393.44    | 0.01%             | 2032-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                           | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    481000 | PA      | $362624.92    | 0.01%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS Mortgage Trust 2022-C18                                                   | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1023000 | PA      | $1070358.97   | 0.04%             | 2055-12-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2616000 | PA      | $2824665.24   | 0.10%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133B3ZD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1150764 | PA      | $942067.31    | 0.03%             | 2047-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3620ACVP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64870 | PA      | $65174.52     | 0.00%             | 2039-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1049948.51   | 0.04%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142BAMV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    994246 | PA      | $957775.52    | 0.03%             | 2052-09-01      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                           | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   5943000 | PA      | $5475413.79   | 0.20%             | 2028-04-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                      | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10200000 | PA      | $8836852.21   | 0.32%             | 2053-01-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey            | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   3110000 | PA      | $2698672.96   | 0.10%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                           | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   4303000 | PA      | $4358599.84   | 0.16%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6415738 | PA      | $5579175.18   | 0.20%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2566000 | PA      | $1791683.66   | 0.06%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3105671 | PA      | $2644886.58   | 0.09%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MM3B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3174801 | PA      | $3110013.68   | 0.11%             | 2052-08-01      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS Mortgage Trust 2018-C2                                                    | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    729000 | PA      | $701802.61    | 0.03%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    326000 | PA      | $240913.01    | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22135000 | PA      | $22135864.59  | 0.79%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2159866.64   | 0.08%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KYV71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7952410 | PA      | $6703412.58   | 0.24%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    406000 | PA      | $226229.83    | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2021-XL2                                           | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3149904 | PA      | $3027446.91   | 0.11%             | 2038-10-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                 | Essex Portfolio LP                                                              | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |   2473000 | PA      | $2058592.34   | 0.07%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $880165.10    | 0.03%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                        | CUSIP: 38383RU96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14550561 | PA      | $12322071.36  | 0.44%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                              | Mexico Government International Bond                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2608000 | PA      | $2087100.64   | 0.07%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3428645 | PA      | $3068885.03   | 0.11%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                   | SMB Private Education Loan Trust 2022-D                                         | CUSIP: 78454XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2658447 | PA      | $2635603.89   | 0.09%             | 2058-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVS TRST                           | Federal Realty Investment Trust                                                 | CUSIP: 313747AU1<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |   1307000 | PA      | $1289989.54   | 0.05%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9136000 | PA      | $8426136.82   | 0.30%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 31326FV70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202457 | PA      | $203792.75    | 0.01%             | 2043-07-01      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1654000 | PA      | $1614394.46   | 0.06%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138Y7DK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67806 | PA      | $66636.10     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QFY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1030523 | PA      | $998699.22    | 0.04%             | 2049-05-01      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust      | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                   | CUSIP: 46641BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2999000 | PA      | $2956696.71   | 0.11%             | 2046-12-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                       | QUALCOMM Inc                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   2472000 | PA      | $2625439.26   | 0.09%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136ADY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1222645 | PA      | $1060404.15   | 0.04%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140JBZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3128068 | PA      | $2921521.74   | 0.10%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                           | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1016149.88   | 0.04%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                               | Chase Issuance Trust                                                            | CUSIP: 161571HS6<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    983000 | PA      | $961658.28    | 0.03%             | 2027-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                           | Discovery Communications LLC                                                    | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $691603.36    | 0.02%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                              | Truist Financial Corp                                                           | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1597090.90   | 0.06%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617YNY95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153724 | PA      | $136748.57    | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                              | Canadian National Railway Co                                                    | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   1547000 | PA      | $1437354.38   | 0.05%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10368000 | PA      | $9273689.95   | 0.33%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MD91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159278 | PA      | $160136.79    | 0.01%             | 2043-09-01      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179TUD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2519424 | PA      | $2543072.88   | 0.09%             | 2048-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                    | CVS Health Corp                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    322000 | PA      | $305794.35    | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NewRez Warehouse Securitization Trust              | NewRez Warehouse Securitization Trust 2021-1                                    | CUSIP: 65246PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6429000 | PA      | $6326659.96   | 0.23%             | 2055-05-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4539110 | PA      | $3992039.34   | 0.14%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                               | Entergy Arkansas LLC                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $794693.74    | 0.03%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                             | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1918733 | PA      | $1775030.34   | 0.06%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1      | Starwood Mortgage Residential Trust 2020-INV                                    | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    678136 | PA      | $623919.96    | 0.02%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                            | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2781000 | PA      | $2626495.45   | 0.09%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                           | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    510000 | PA      | $390792.98    | 0.01%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                | Dow Chemical Co/The                                                             | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2782903.22   | 0.10%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MG31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    696208 | PA      | $706560.58    | 0.03%             | 2044-01-01      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136BMEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5821849 | PA      | $5251785.09   | 0.19%             | 2047-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XDJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4817904 | PA      | $4102982.12   | 0.15%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                              | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    486000 | PA      | $461663.54    | 0.02%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1236951 | PA      | $1151264.31   | 0.04%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $745541.92    | 0.03%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1961381.23   | 0.07%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                    | AstraZeneca PLC                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    997000 | PA      | $787656.14    | 0.03%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                           | Public Service Enterprise Group Inc                                             | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $874608.18    | 0.03%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136AVFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1310500 | PA      | $1189256.38   | 0.04%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                            | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5399000 | PA      | $4908097.11   | 0.18%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QKWD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4003532 | PA      | $3673540.99   | 0.13%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KYVK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2599405 | PA      | $2191167.27   | 0.08%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6632000 | PA      | $7025775.00   | 0.25%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140H26A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212055 | PA      | $204670.38    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 3137H62P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2661426 | PA      | $2294897.19   | 0.08%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance LLC                       | Triton Container Finance VIII LLC                                               | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1376492 | PA      | $1177670.13   | 0.04%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                           | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2085814.50   | 0.07%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H8BK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5087000 | PA      | $4500066.01   | 0.16%             | 2032-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MX6C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2159726 | PA      | $2056975.18   | 0.07%             | 2052-08-01      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10630000 | PA      | $10317743.75  | 0.37%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                            | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    631000 | PA      | $386174.25    | 0.01%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418D3R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    932930 | PA      | $786409.40    | 0.03%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust            | Hyundai Auto Lease Securitization Trust 2022-C                                  | CUSIP: 448978AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3093000 | PA      | $3052748.32   | 0.11%             | 2026-08-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                              | MidAmerican Energy Co                                                           | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $813124.31    | 0.03%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QMSH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6052033 | PA      | $5167771.59   | 0.18%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                | Starwood Mortgage Residential Trust 2020-3                                      | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    747154 | PA      | $683811.66    | 0.02%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                       | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $840494.22    | 0.03%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                  | NSTAR Electric Co                                                               | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    904000 | PA      | $620709.67    | 0.02%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2019-INV3                                            | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349236 | PA      | $327834.07    | 0.01%             | 2059-11-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                         | Pfizer Inc                                                                      | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1986000 | PA      | $1594263.51   | 0.06%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140FXLJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1997879 | PA      | $1978781.63   | 0.07%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                            | Honeywell International Inc                                                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   3301000 | PA      | $3362201.89   | 0.12%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                       | UBS Group AG                                                                    | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5160000 | PA      | $4987075.55   | 0.18%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                 | Realty Income Corp                                                              | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1013000 | PA      | $867498.34    | 0.03%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                            | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   3431000 | PA      | $2944987.36   | 0.11%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617G1E38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1288492 | PA      | $1200262.91   | 0.04%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2902039 | PA      | $2478028.22   | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                            | Exxon Mobil Corp                                                                | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3174589.94   | 0.11%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 2022-A                                           | CUSIP: 448977AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1194000 | PA      | $1116705.45   | 0.04%             | 2028-04-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XHG76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9690575 | PA      | $8958059.87   | 0.32%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617FHUH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    924049 | PA      | $821952.34    | 0.03%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XCMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2290459 | PA      | $2001675.83   | 0.07%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KYUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1611544 | PA      | $1368445.25   | 0.05%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                | Nestle Holdings Inc                                                             | CUSIP: 641062BE3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1106000 | PA      | $1040181.32   | 0.04%             | 2053-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                           | Virginia Electric and Power Co                                                  | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $962018.35    | 0.03%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust         | JPMBB Commercial Mortgage Securities Trust 2014-C23                             | CUSIP: 46643ABD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    907854 | PA      | $877546.48    | 0.03%             | 2047-09-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                            | John Deere Capital Corp                                                         | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2456000 | PA      | $2234791.32   | 0.08%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140JB3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7221533 | PA      | $7072353.67   | 0.25%             | 2052-10-01      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XJEJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8448169 | PA      | $8245119.82   | 0.29%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2022-7                                   | CUSIP: 80287FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1780000 | PA      | $1789926.17   | 0.06%             | 2027-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2019-C                                | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430531 | PA      | $1350616.38   | 0.05%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    492000 | PA      | $469195.14    | 0.02%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136AQQT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4225396 | PA      | $3819947.28   | 0.14%             | 2033-08-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1864000 | PA      | $1665950.00   | 0.06%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                        | CUSIP: 38378GPE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    443427 | PA      | $435184.84    | 0.02%             | 2041-11-16      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DMW43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1069301 | PA      | $911715.07    | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2013-CCRE11 Mortgage Trust                                                 | CUSIP: 12626LAE2<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   7994000 | PA      | $7905812.59   | 0.28%             | 2050-08-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| United Mexican States                              | Mexico Government International Bond                                            | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    576000 | PA      | $444197.15    | 0.02%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $829770.71    | 0.03%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7810000 | PA      | $6909534.80   | 0.25%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912828D56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3385000 | PA      | $3265996.09   | 0.12%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                            | Sun Communities Operating LP                                                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    945000 | PA      | $786689.12    | 0.03%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                               | CUSIP: 3622A23F7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212507 | PA      | $211004.63    | 0.01%             | 2047-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                | Consumers Energy Co                                                             | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    838000 | PA      | $469041.92    | 0.02%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1661365 | PA      | $1484981.21   | 0.05%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617YLEN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    166405 | PA      | $148193.95    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                | Starwood Mortgage Residential Trust 2020-1                                      | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165501 | PA      | $158420.21    | 0.01%             | 2050-02-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XG2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7956879 | PA      | $6518780.59   | 0.23%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                        | CUSIP: 38383HAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2813000 | PA      | $2247083.47   | 0.08%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QMT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8815185 | PA      | $7527217.28   | 0.27%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                   | SMB Private Education Loan Trust 2022-C                                         | CUSIP: 78449CAA6<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |   1956323 | PA      | $1870814.35   | 0.07%             | 2050-05-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QGJT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7020027 | PA      | $6441604.54   | 0.23%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                            | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   2447000 | PA      | $2278048.84   | 0.08%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                           | Agree LP                                                                        | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    468000 | PA      | $352250.90    | 0.01%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D9JA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1866268 | PA      | $1573122.75   | 0.06%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617FMXA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    533680 | PA      | $474711.82    | 0.02%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2488000 | PA      | $2340870.25   | 0.08%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XFHB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1344773 | PA      | $1102552.19   | 0.04%             | 2047-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1907000 | PA      | $1350247.02   | 0.05%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1421000 | PA      | $1412784.84   | 0.05%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                                     | EDP Finance BV                                                                  | CUSIP: 26835PAJ9<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |   1185000 | PA      | $1217062.12   | 0.04%             | 2027-10-11      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    780772 | PA      | $781547.30    | 0.03%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    567000 | PA      | $369454.11    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3743035 | PA      | $3781018.38   | 0.13%             | 2045-09-01      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 3137B26P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    967531 | PA      | $816273.74    | 0.03%             | 2043-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XJKU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1230376 | PA      | $1047834.12   | 0.04%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140JAGG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13271230 | PA      | $12046731.62  | 0.43%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4659000 | PA      | $4422956.14   | 0.16%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220854 | PA      | $220801.49    | 0.01%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132AEQG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1488170 | PA      | $1376768.72   | 0.05%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XGVF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4428131 | PA      | $3732640.28   | 0.13%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                           | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   2438000 | PA      | $2272462.58   | 0.08%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                          | Nelnet Student Loan Trust 2005-3                                                | CUSIP: 64031QCD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4361007 | PA      | $4225351.12   | 0.15%             | 2035-12-24      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust         | JPMBB Commercial Mortgage Securities Trust 2013-C12                             | CUSIP: 46639NAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2231000 | PA      | $2212143.36   | 0.08%             | 2045-07-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                  | Kimco Realty Corp                                                               | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |   1547000 | PA      | $1414755.83   | 0.05%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42969800 | PA      | $43130936.75  | 1.54%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                              | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   2711000 | PA      | $2212851.96   | 0.08%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XCW38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3241601 | PA      | $2768393.88   | 0.10%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140J7PZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    554674 | PA      | $536878.97    | 0.02%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2022-5                                   | CUSIP: 80287HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2649000 | PA      | $2599928.07   | 0.09%             | 2026-08-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                               | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5454000 | PA      | $4938757.18   | 0.18%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                  | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17307GQA9<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     83113 | PA      | $79523.45     | 0.00%             | 2035-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140X54C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1252919 | PA      | $1204071.25   | 0.04%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617YNXE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179210 | PA      | $159410.01    | 0.01%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                   | Peruvian Government International Bond                                          | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    579000 | PA      | $375947.40    | 0.01%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3622AACC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1506124 | PA      | $1442129.14   | 0.05%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust 2022-C                                             | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3779000 | PA      | $3739414.22   | 0.13%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                    | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2359000 | PA      | $2117308.40   | 0.08%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                           | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2456000 | PA      | $1792913.75   | 0.06%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136BJVY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3567608 | PA      | $2919855.05   | 0.10%             | 2051-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                        | Hertz Vehicle Financing LLC                                                     | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   5129000 | PA      | $4495707.50   | 0.16%             | 2028-06-26      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138ELMB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124410 | PA      | $127529.48    | 0.00%             | 2043-03-01      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST               | Mercedes-Benz Auto Receivables Trust 2022-1                                     | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2454000 | PA      | $2466251.60   | 0.09%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                         | Cigna Corp                                                                      | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    458000 | PA      | $324598.72    | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3476889.97   | 0.12%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $880692.01    | 0.03%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17800000 | PA      | $18226751.62  | 0.65%             | 2053-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                           | Benchmark 2022-B35 Mortgage Trust                                               | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    816000 | PA      | $779718.68    | 0.03%             | 2055-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3016000 | PA      | $2637139.13   | 0.09%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1533708.87   | 0.05%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                            | John Deere Capital Corp                                                         | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   5168000 | PA      | $5068359.56   | 0.18%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA                            | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAC4<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |   1133000 | PA      | $1192225.35   | 0.04%             | 2037-11-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617YNWW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    415159 | PA      | $369710.04    | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133D4KR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1848351 | PA      | $1558051.92   | 0.06%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                   | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    303000 | PA      | $210360.13    | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                           | Northern States Power Co/MN                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    991000 | PA      | $704569.32    | 0.03%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2021-R3                                              | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1017762 | PA      | $877124.77    | 0.03%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA                            | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    124000 | PA      | $116738.76    | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    406000 | PA      | $323258.10    | 0.01%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $784512.33    | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                              | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $989538.37    | 0.04%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1205839.85   | 0.04%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust         | JPMBB Commercial Mortgage Securities Trust 2015-C28                             | CUSIP: 46644FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4546591 | PA      | $4315933.54   | 0.15%             | 2048-10-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2744000 | PA      | $2830951.35   | 0.10%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                             | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    846000 | PA      | $640173.06    | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2668000 | PA      | $2254040.32   | 0.08%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136ATLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4235467 | PA      | $3813573.42   | 0.14%             | 2038-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1963000 | PA      | $1560340.47   | 0.06%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142BNJM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1936992 | PA      | $1843816.12   | 0.07%             | 2052-08-01      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136BJVQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2070428 | PA      | $1800674.55   | 0.06%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9889911 | PA      | $8086479.37   | 0.29%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables 2022-C Owner Trust                                      | CUSIP: 89231CAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2406000 | PA      | $2326153.04   | 0.08%             | 2028-02-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                            | Hyundai Capital America                                                         | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2076000 | PA      | $1815614.27   | 0.06%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140FXNS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1623081 | PA      | $1547038.14   | 0.06%             | 2059-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                               | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   3058000 | PA      | $2950358.40   | 0.11%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4042000 | PA      | $4016105.94   | 0.14%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2781000 | PA      | $2604220.17   | 0.09%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                    | Fannie Mae Interest Strip                                                       | CUSIP: 31395QDZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2458808 | PA      | $2294534.21   | 0.08%             | 2042-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1296596.58   | 0.05%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                           | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    395000 | PA      | $327143.11    | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC               | SOFI PROFESSIONAL LOAN PROGRAM 2021-A TRUST                                     | CUSIP: 83405YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1099551 | PA      | $873141.68    | 0.03%             | 2043-08-17      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                           | Cooperatieve Rabobank UA                                                        | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3496000 | PA      | $2978182.69   | 0.11%             | 2033-04-06      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1442047.40   | 0.05%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140GNG80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225296 | PA      | $219175.36    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                 | Honda Auto Receivables 2022-2 Owner Trust                                       | CUSIP: 43815PAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1437000 | PA      | $1401376.63   | 0.05%             | 2028-12-18      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                      | DTE Energy Co                                                                   | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    877000 | PA      | $794354.44    | 0.03%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 2022-C                                           | CUSIP: 44933DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2623000 | PA      | $2649951.06   | 0.09%             | 2027-06-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                          | College Avenue Student Loans LLC                                                | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    802729 | PA      | $785467.02    | 0.03%             | 2046-11-26      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5917000 | PA      | $5693248.82   | 0.20%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                           | Province of Saskatchewan Canada                                                 | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |   1493000 | PA      | $1423301.04   | 0.05%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2058000 | PA      | $1583846.80   | 0.06%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300ME33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    644988 | PA      | $651336.96    | 0.02%             | 2043-10-01      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                | Citigroup Commercial Mortgage Trust 2022-GC48                                   | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2008000 | PA      | $1934329.49   | 0.07%             | 2054-05-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31419MCB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92802 | PA      | $91996.73     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                            | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3248149.75   | 0.12%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179T4R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    767542 | PA      | $766580.30    | 0.03%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                       | Ford Credit Auto Lease Trust 2022-A                                             | CUSIP: 34528LAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2104000 | PA      | $2045157.01   | 0.07%             | 2025-07-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| ADANI INTERNATIONAL CONT                           | Adani International Container Terminal Pvt Ltd                                  | CUSIP: 00654UAA0<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |    864375 | PA      | $676576.43    | 0.02%             | 2031-02-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                        | CUSIP: 38382NJU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1886353 | PA      | $1836529.20   | 0.07%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136BATZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4415585 | PA      | $3778344.61   | 0.13%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                | Nissan Auto Receivables 2022-B Owner Trust                                      | CUSIP: 65480JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2601000 | PA      | $2562454.48   | 0.09%             | 2029-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140Q9U92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    793605 | PA      | $777525.88    | 0.03%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                | Nestle Holdings Inc                                                             | CUSIP: 641062BB9<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1590658.78   | 0.06%             | 2027-10-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4124000 | PA      | $3811971.81   | 0.14%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2021-B                                | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    940078 | PA      | $793978.61    | 0.03%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                          | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3723000 | PA      | $3382578.67   | 0.12%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140JBWC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    990310 | PA      | $916414.47    | 0.03%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MSNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2548567 | PA      | $2501493.52   | 0.09%             | 2052-11-01      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust               | Toyota Auto Loan Extended Note Trust 2022-1                                     | CUSIP: 89231EAA1<br>LEI: 549300VJ12IVOF78MZ11 | Long             | ABS-O            | CORP              | US        |   2632000 | PA      | $2493323.08   | 0.09%             | 2035-04-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XJBJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17426579 | PA      | $16118332.31  | 0.58%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                  | General Motors Co                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    529000 | PA      | $491439.04    | 0.02%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140FXSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1302942 | PA      | $1160177.49   | 0.04%             | 2055-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust       | American Express Credit Account Master Trust                                    | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   5090000 | PA      | $4975936.66   | 0.18%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                               | Mississippi Power Co                                                            | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1116702.92   | 0.04%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XEAS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1280119 | PA      | $1239082.35   | 0.04%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                 | Essex Portfolio LP                                                              | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    975000 | PA      | $769848.75    | 0.03%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                  | BA Credit Card Trust                                                            | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   3214000 | PA      | $3245028.92   | 0.12%             | 2028-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust            | Capital One Multi-Asset Execution Trust                                         | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   3405000 | PA      | $2838847.25   | 0.10%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XJKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1482897 | PA      | $1250010.09   | 0.04%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3486000 | PA      | $3511459.69   | 0.13%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                         | VMware Inc                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   3191000 | PA      | $2781807.06   | 0.10%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23723000 | PA      | $22306106.82  | 0.80%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RDQ4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2229000 | PA      | $2074549.69   | 0.07%             | 2026-03-20      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                             | Credit Suisse Group AG                                                          | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2739000 | PA      | $2804372.21   | 0.10%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138EREY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2255764 | PA      | $2286684.70   | 0.08%             | 2046-01-01      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4328000 | PA      | $4512775.69   | 0.16%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    919000 | PA      | $719092.79    | 0.03%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                             | Mid-America Apartments LP                                                       | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    949000 | PA      | $890723.31    | 0.03%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                           | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    640000 | PA      | $654335.85    | 0.02%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust                      | EQUS 2021-EQAZ Mortgage Trust                                                   | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2683946 | PA      | $2582942.59   | 0.09%             | 2038-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                      | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2900000 | PA      | $2743682.58   | 0.10%             | 2053-01-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                        | Aker BP ASA                                                                     | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1246000 | PA      | $1091990.59   | 0.04%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System | UNIV OF TEXAS TX UNIV REVENUES                                                  | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    925000 | PA      | $580954.76    | 0.02%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140JAWQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    826482 | PA      | $830951.74    | 0.03%             | 2045-06-01      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                              | Mexico Government International Bond                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1626000 | PA      | $1026867.23   | 0.04%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                        | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2193000 | PA      | $2346125.26   | 0.08%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136B3QC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4222222 | PA      | $4122177.34   | 0.15%             | 2048-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 2021-C                                           | CUSIP: 44935FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1869000 | PA      | $1691455.09   | 0.06%             | 2027-12-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2022-2                                   | CUSIP: 80286MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6587000 | PA      | $6479124.04   | 0.23%             | 2026-10-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2020-E                                | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125267 | PA      | $112686.85    | 0.00%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DM5S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7048016 | PA      | $6001145.20   | 0.21%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                   | SMB Private Education Loan Trust 2021-B                                         | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1778114 | PA      | $1586917.15   | 0.06%             | 2051-07-17      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3129882U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113797 | PA      | $112132.73    | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2020-H                                | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1264060 | PA      | $1134463.60   | 0.04%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                               | Paraguay Government International Bond                                          | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1869000 | PA      | $1610508.25   | 0.06%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust           | AmeriCredit Automobile Receivables Trust 2022-2                                 | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2236000 | PA      | $2194041.24   | 0.08%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                 | STORE Capital Corp                                                              | CUSIP: 862121AD2<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |    657000 | PA      | $482327.75    | 0.02%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                             | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1017181.79   | 0.04%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617YM4G4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2394663 | PA      | $2151641.60   | 0.08%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                           | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2756000 | PA      | $1765925.02   | 0.06%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45142000 | PA      | $40164036.37  | 1.43%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                   | Peruvian Government International Bond                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    748000 | PA      | $589164.89    | 0.02%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MFNC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8044436 | PA      | $6780831.90   | 0.24%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2558753 | PA      | $2294754.92   | 0.08%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XGTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5042836 | PA      | $4500880.46   | 0.16%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6280000 | PA      | $5941189.98   | 0.21%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20260000 | PA      | $13265551.46  | 0.47%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                           | Agree LP                                                                        | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |   2053000 | PA      | $1681060.27   | 0.06%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                         | PacifiCorp                                                                      | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1598363.05   | 0.06%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QA2T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1078403 | PA      | $1040857.12   | 0.04%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                 | Realty Income Corp                                                              | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   3000000 | PA      | $3046882.74   | 0.11%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                        | CUSIP: 38383GS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5188698 | PA      | $4590059.31   | 0.16%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                        | CUSIP: 38383PHZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2340889 | PA      | $2007722.42   | 0.07%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                             | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1029922.91   | 0.04%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617F5Q37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    637130 | PA      | $566730.78    | 0.02%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617F6FX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    261571 | PA      | $232669.09    | 0.01%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust              | GM Financial Automobile Leasing Trust 2022-2                                    | CUSIP: 36266FAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1228000 | PA      | $1201211.06   | 0.04%             | 2025-06-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                              | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AT3<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    620000 | PA      | $615021.55    | 0.02%             | 2023-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136BA7B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3103845 | PA      | $2802893.04   | 0.10%             | 2040-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                   | Duke Energy Corp                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $873476.72    | 0.03%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4671000 | PA      | $3744776.81   | 0.13%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                 | STORE Capital Corp                                                              | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |   1671000 | PA      | $1282470.13   | 0.05%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                           | Wisconsin Electric Power Co                                                     | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1469000 | PA      | $1439382.10   | 0.05%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                        | Aker BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2913000 | PA      | $2389019.32   | 0.09%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    516000 | PA      | $387736.67    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                              | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    835000 | PA      | $563156.42    | 0.02%             | 2050-07-09      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                               | Verizon Master Trust                                                            | CUSIP: 92348KAZ6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   3908000 | PA      | $3784259.82   | 0.14%             | 2029-01-22      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                        | CUSIP: 38382NXF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4215707 | PA      | $3465767.54   | 0.12%             | 2051-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                             | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1480000 | PA      | $1191109.95   | 0.04%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                               | Lockheed Martin Corp                                                            | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2191000 | PA      | $2295643.72   | 0.08%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2607980 | PA      | $2221063.04   | 0.08%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                           | Duke Energy Progress LLC                                                        | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $886251.07    | 0.03%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    543000 | PA      | $498188.66    | 0.02%             | 2025-10-21      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Impact Funding LLC                                 | Impact Funding Affordable Multifamily Housing Mortgage Loan Trust 2010-1        | CUSIP: 45257HAA5<br>LEI: 5493007PF8OVQKUTNC92 | Long             | ABS-MBS          | CORP              | US        |   1959585 | PA      | $1907882.45   | 0.07%             | 2051-01-25      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9049853 | PA      | $8688360.19   | 0.31%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2020-GSA2                                          | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3499000 | PA      | $2744904.27   | 0.10%             | 2053-12-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3618A0S96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    755742 | PA      | $672236.36    | 0.02%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                 | Realty Income Corp                                                              | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1063000 | PA      | $991672.66    | 0.04%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MGR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1582105 | PA      | $1300075.10   | 0.05%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 3137FYM52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3565249 | PA      | $2921725.20   | 0.10%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140J9XG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    930859 | PA      | $924545.54    | 0.03%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                       | Danaher Corp                                                                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $746131.22    | 0.03%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Metropolitan Edison Co                             | Metropolitan Edison Co                                                          | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1721000 | PA      | $1615316.92   | 0.06%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5197000 | PA      | $4785503.15   | 0.17%             | 2029-07-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617GGQ81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    357022 | PA      | $339861.24    | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136ATEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8295223 | PA      | $6889469.11   | 0.25%             | 2046-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XBXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2837302 | PA      | $2427523.68   | 0.09%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211059 | PA      | $179748.38    | 0.01%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                | PenFed Auto Receivables Owner Trust 2022-A                                      | CUSIP: 706874AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1093000 | PA      | $1074176.46   | 0.04%             | 2028-12-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1547000 | PA      | $1499792.49   | 0.05%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500161 | PA      | $1339546.95   | 0.05%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                             | Anglo American Capital PLC                                                      | CUSIP: 034863BC3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   2265000 | PA      | $1880551.56   | 0.07%             | 2052-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5215000 | PA      | $4593212.94   | 0.16%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QGGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14324363 | PA      | $12199047.89  | 0.44%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132DNH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1167748 | PA      | $1043404.45   | 0.04%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                              | Athene Global Funding                                                           | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3441000 | PA      | $2867282.48   | 0.10%             | 2028-03-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                 | Republic of Poland Government International Bond                                | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2145000 | PA      | $2282507.37   | 0.08%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                           | Angel Oak Mortgage Trust 2021-6                                                 | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1702972 | PA      | $1346196.40   | 0.05%             | 2066-09-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                            | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    982000 | PA      | $883049.98    | 0.03%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136AA5N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1061491 | PA      | $897758.00    | 0.03%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr  | GM Financial Consumer Automobile Receivables Trust 2022-2                       | CUSIP: 362585AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3335000 | PA      | $3185505.29   | 0.11%             | 2028-04-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                               | Lockheed Martin Corp                                                            | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $1176648.52   | 0.04%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3943000 | PA      | $3916507.97   | 0.14%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418D6K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26536182 | PA      | $21708461.66  | 0.77%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QRC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3900219 | PA      | $3907442.61   | 0.14%             | 2048-04-01      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    628631 | PA      | $543519.01    | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140J9XD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1266609 | PA      | $1232201.97   | 0.04%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54471000 | PA      | $34091186.29  | 1.22%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 3137H64V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2672121 | PA      | $2377791.05   | 0.08%             | 2048-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr  | GM Financial Consumer Automobile Receivables Trust 2022-4                       | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3330000 | PA      | $3338945.71   | 0.12%             | 2028-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                          | Nelnet Student Loan Trust 2005-4                                                | CUSIP: 64031QCJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    764381 | PA      | $743021.14    | 0.03%             | 2032-03-22      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC               | SoFi Professional Loan Program 2020-C Trust                                     | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330092 | PA      | $295624.73    | 0.01%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust         | JPMBB Commercial Mortgage Securities Trust 2013-C17                             | CUSIP: 46640UAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    695000 | PA      | $683723.07    | 0.02%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust   | World Omni Automobile Lease Securitization Trust 2022-A                         | CUSIP: 98163NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2345000 | PA      | $2294737.27   | 0.08%             | 2025-02-18      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                            | Nissan Auto Lease Trust 2022-A                                                  | CUSIP: 65480LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4217000 | PA      | $4152556.65   | 0.15%             | 2025-05-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust      | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                   | CUSIP: 46645UAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    674000 | PA      | $623428.77    | 0.02%             | 2049-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                             | Advanced Micro Devices Inc                                                      | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $2940697.15   | 0.10%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XJNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2424037 | PA      | $2205827.69   | 0.08%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                       | AES Corp/The                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $985667.42    | 0.04%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                        | Ally Auto Receivables Trust 2022-2                                              | CUSIP: 02008MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2331000 | PA      | $2335416.78   | 0.08%             | 2028-04-17      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                 | STORE Capital Corp                                                              | CUSIP: 862121AA8<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |   2526000 | PA      | $2278197.40   | 0.08%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617YNVK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    440650 | PA      | $391961.95    | 0.01%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1541000 | PA      | $1463230.54   | 0.05%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1546000 | PA      | $1285054.40   | 0.05%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MMXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3344288 | PA      | $3215854.54   | 0.11%             | 2052-07-01      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                              | Northrop Grumman Corp                                                           | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   3507000 | PA      | $3365276.41   | 0.12%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140H25Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270298 | PA      | $262955.96    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617YNSA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1021240 | PA      | $908401.97    | 0.03%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                   | SMB Private Education Loan Trust 2021-A                                         | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6363285 | PA      | $5459675.15   | 0.19%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 3142BAKD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1449177 | PA      | $1389616.80   | 0.05%             | 2052-07-01      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2022-6                                   | CUSIP: 802918AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5498000 | PA      | $5429819.30   | 0.19%             | 2026-11-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                               | Verizon Master Trust                                                            | CUSIP: 92348KAS2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   4341000 | PA      | $4203046.49   | 0.15%             | 2028-11-20      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31374CR32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6174287 | PA      | $5736821.39   | 0.20%             | 2043-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                 | Viterra Finance BV                                                              | CUSIP: 92852LAD1<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   3104000 | PA      | $2726494.84   | 0.10%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136B0VP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1391319 | PA      | $1215936.30   | 0.04%             | 2047-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                      | N TX TOLLWAY AUTH REVENUE                                                       | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1950000 | PA      | $2311165.94   | 0.08%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300L5P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    455592 | PA      | $468088.88    | 0.02%             | 2043-02-01      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20757000 | PA      | $18511838.61  | 0.66%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XCQ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4437060 | PA      | $3983963.67   | 0.14%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                           | Angel Oak Mortgage Trust 2020-2                                                 | CUSIP: 03464XAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    899072 | PA      | $812888.38    | 0.03%             | 2065-01-26      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1516181 | PA      | $1490889.55   | 0.05%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                         | Xilinx Inc                                                                      | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    841000 | PA      | $707159.32    | 0.03%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables 2022-D Owner Trust                                      | CUSIP: 89239HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1337000 | PA      | $1361355.86   | 0.05%             | 2028-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5008000 | PA      | $4388088.23   | 0.16%             | 2026-12-10      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust           | GM Financial Revolving Receivables Trust 2022-1                                 | CUSIP: 36265UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2780000 | PA      | $2830174.83   | 0.10%             | 2035-10-11      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XHFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2477884 | PA      | $2088706.93   | 0.07%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2152000 | PA      | $2065576.89   | 0.07%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                                 | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2335445.88   | 0.08%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2207000 | PA      | $1809186.55   | 0.06%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KYWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1421769 | PA      | $1228909.94   | 0.04%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2019-4                                               | CUSIP: 92537KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    743613 | PA      | $705358.75    | 0.03%             | 2059-11-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F060618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12000000 | PA      | $12177072.72  | 0.43%             | 2053-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Mexican States                              | Mexico Government International Bond                                            | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2664000 | PA      | $2540381.85   | 0.09%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                             | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2027000 | PA      | $1586417.91   | 0.06%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9565229 | PA      | $8297007.40   | 0.30%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                       | Ford Credit Auto Lease Trust 2022-A                                             | CUSIP: 34528LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3785000 | PA      | $3710379.48   | 0.13%             | 2025-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   3102000 | PA      | $2969529.93   | 0.11%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1046000 | PA      | $1038604.46   | 0.04%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                           | Trans-Allegheny Interstate Line Co                                              | CUSIP: 893045AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    691000 | PA      | $667000.02    | 0.02%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                    | CFCRE Commercial Mortgage Trust 2017-C8                                         | CUSIP: 12532CAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    877422 | PA      | $837267.53    | 0.03%             | 2050-06-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 3137FCAZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2173520 | PA      | $1970548.11   | 0.07%             | 2047-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                          | College Ave Student Loans 2019-A LLC                                            | CUSIP: 19421UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1373385 | PA      | $1231124.74   | 0.04%             | 2048-12-28      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133B7FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2507142 | PA      | $2133169.12   | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5870000 | PA      | $4081942.94   | 0.15%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables 2022-B Owner Trust                                      | CUSIP: 89238FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2486000 | PA      | $2358083.86   | 0.08%             | 2027-08-16      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2121119.35   | 0.08%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12008000 | PA      | $9621410.00   | 0.34%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                        | Oracle Corp                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    662000 | PA      | $500308.47    | 0.02%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    294000 | PA      | $253957.03    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust             | Santander Drive Auto Receivables Trust 2022-3                                   | CUSIP: 80285UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2210000 | PA      | $2169464.84   | 0.08%             | 2026-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14573000 | PA      | $12006785.78  | 0.43%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                | PenFed Auto Receivables Owner Trust 2022-A                                      | CUSIP: 706874AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2224000 | PA      | $2190596.63   | 0.08%             | 2026-04-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                   | COLT 2021-4 Mortgage Loan Trust                                                 | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2436622 | PA      | $1978544.64   | 0.07%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                 | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    209000 | PA      | $150018.72    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 3137H0RQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1756092 | PA      | $1418667.18   | 0.05%             | 2049-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XH5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29550168 | PA      | $26826067.41  | 0.96%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr  | GM Financial Consumer Automobile Receivables Trust 2022-3                       | CUSIP: 36265WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1920000 | PA      | $1863080.83   | 0.07%             | 2027-12-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                  | Chile Government International Bond                                             | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    536000 | PA      | $452861.39    | 0.02%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                             | Mid-America Apartments LP                                                       | CUSIP: 59523UAM9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |   1159000 | PA      | $1126311.99   | 0.04%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2192000 | PA      | $1568457.89   | 0.06%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2022-A                                | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7662882 | PA      | $6649116.19   | 0.24%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                  | Kinder Morgan Inc                                                               | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   3201000 | PA      | $2873149.51   | 0.10%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                           | Export-Import Bank of Korea                                                     | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1507000 | PA      | $1468804.36   | 0.05%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                           | Public Service Enterprise Group Inc                                             | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1014148.30   | 0.04%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC               | SoFi Professional Loan Program 2017-E LLC                                       | CUSIP: 83404KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    329846 | PA      | $327544.97    | 0.01%             | 2040-11-26      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140FXK92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7819881 | PA      | $7490412.01   | 0.27%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9850000 | PA      | $8568204.73   | 0.31%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                           | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    914000 | PA      | $848881.24    | 0.03%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                          | College Ave Student Loans 2018-A LLC                                            | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    695459 | PA      | $647010.08    | 0.02%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    504000 | PA      | $393909.58    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MM3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3408684 | PA      | $3366559.42   | 0.12%             | 2052-08-01      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138ENRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1234537 | PA      | $1223832.05   | 0.04%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    920674 | PA      | $800625.66    | 0.03%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3166338 | PA      | $2838117.20   | 0.10%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                           | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    899000 | PA      | $651005.55    | 0.02%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2020-B                                | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1275890 | PA      | $1158242.57   | 0.04%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136B4B64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2766722 | PA      | $2510592.35   | 0.09%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                           | Virginia Electric and Power Co                                                  | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $961683.24    | 0.03%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133D4KC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1384053 | PA      | $1166674.29   | 0.04%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Electric Co                           | Pennsylvania Electric Co                                                        | CUSIP: 708696BY4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1280894.52   | 0.05%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                     | Amazon.com Inc                                                                  | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2689000 | PA      | $2661642.46   | 0.09%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48786000 | PA      | $30296868.04  | 1.08%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                     | Fannie Mae-Aces                                                                 | CUSIP: 3136BNX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2133000 | PA      | $1801032.04   | 0.06%             | 2032-06-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QL65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1724478 | PA      | $1712202.28   | 0.06%             | 2049-03-01      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2018-C                                | CUSIP: 63940VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115510 | PA      | $113295.04    | 0.00%             | 2042-06-16      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                               | Mississippi Power Co                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    673000 | PA      | $545927.57    | 0.02%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                | Consumers Energy Co                                                             | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    656000 | PA      | $412475.37    | 0.01%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                     | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1637138.38   | 0.06%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5087000 | PA      | $4470682.48   | 0.16%             | 2032-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $930802.65    | 0.03%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1222415.35   | 0.04%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6156000 | PA      | $5691654.83   | 0.20%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2020-1                                               | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163175 | PA      | $153615.43    | 0.01%             | 2060-01-25      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                           | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4248000 | PA      | $4156386.36   | 0.15%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                           | Agree LP                                                                        | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |   1029000 | PA      | $951958.93    | 0.03%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                             | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $874214.15    | 0.03%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2015-LC19 Mortgage Trust                                                   | CUSIP: 200474BB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5104199 | PA      | $4895736.06   | 0.17%             | 2048-02-10      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2019-F                                | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2147335 | PA      | $1986691.35   | 0.07%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617F96J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    777414 | PA      | $698516.37    | 0.02%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                            | Public Service Electric and Gas Co                                              | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    800000 | PA      | $516735.24    | 0.02%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.   | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H8TZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2665000 | PA      | $2377566.96   | 0.08%             | 2032-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QRD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1916244 | PA      | $1943257.86   | 0.07%             | 2047-09-01      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KYU98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1769737 | PA      | $1507145.77   | 0.05%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $902706.92    | 0.03%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3323628.00   | 0.12%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1460000 | PA      | $1394040.57   | 0.05%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5377000 | PA      | $5634045.55   | 0.20%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                   | SMB Private Education Loan Trust 2016-B                                         | CUSIP: 78449GAC3<br>LEI: 5493008SQ2WS8HE83M61 | Long             | ABS-O            | CORP              | US        |    638886 | PA      | $634237.65    | 0.02%             | 2032-02-17      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 9128284M9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10294000 | PA      | $9961455.52   | 0.36%             | 2025-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    672000 | PA      | $443168.75    | 0.02%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                          | OHIO ST UNIV                                                                    | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |   1070000 | PA      | $880691.75    | 0.03%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14736000 | PA      | $12719585.59  | 0.45%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                 | Discover Card Execution Note Trust                                              | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   3738000 | PA      | $3628816.38   | 0.13%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XBKE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5093386 | PA      | $4673483.59   | 0.17%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit           | Ford Credit Auto Owner Trust 2022-REV1                                          | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7377000 | PA      | $7071820.89   | 0.25%             | 2034-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                              | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1589802.81   | 0.06%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5422000 | PA      | $5651502.85   | 0.20%             | 2028-11-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                          | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2794000 | PA      | $2545178.15   | 0.09%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                           | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2919000 | PA      | $2609324.60   | 0.09%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3622AAFV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    424650 | PA      | $432489.47    | 0.02%             | 2049-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D9K86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3352397 | PA      | $2825875.06   | 0.10%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140LXFK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    852200 | PA      | $812865.56    | 0.03%             | 2052-08-01      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                           | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1421792.80   | 0.05%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust 2020-HR8                                         | CUSIP: 61692BBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1911000 | PA      | $1517733.40   | 0.05%             | 2053-07-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                          | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2151000 | PA      | $1476788.00   | 0.05%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                  | General Motors Co                                                               | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2462088.12   | 0.09%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                   | SMB Private Education Loan Trust                                                | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1809146 | PA      | $1595988.64   | 0.06%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                           | Israel Electric Corp Ltd                                                        | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    960000 | PA      | $839654.40    | 0.03%             | 2032-02-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                | Gilead Sciences Inc                                                             | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1188168.10   | 0.04%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138WPJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259571 | PA      | $263503.18    | 0.01%             | 2043-06-01      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                           | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   5792000 | PA      | $5444324.66   | 0.19%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                            | GSK Consumer Healthcare Capital US LLC                                          | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    356000 | PA      | $277648.65    | 0.01%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                    | 3650R 2021-PF1 Commercial Mortgage Trust                                        | CUSIP: 88581EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1584000 | PA      | $1266168.50   | 0.05%             | 2054-11-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4173594 | PA      | $3518016.37   | 0.13%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2083000 | PA      | $2011567.06   | 0.07%             | 2029-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                | American Tower Corp                                                             | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1029000 | PA      | $942801.93    | 0.03%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                          | Nelnet Student Loan Trust 2005-2                                                | CUSIP: 64031QBX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5590394 | PA      | $5422405.53   | 0.19%             | 2037-03-23      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                    | CVS Health Corp                                                                 | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $990093.95    | 0.04%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1779918.15   | 0.06%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138EKJ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207582 | PA      | $212532.06    | 0.01%             | 2043-01-01      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2438000 | PA      | $2131750.51   | 0.08%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                    | McDonald's Corp                                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2366000 | PA      | $1968487.94   | 0.07%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                           | CSX Corp                                                                        | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   2574000 | PA      | $2413111.15   | 0.09%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                          | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $916399.84    | 0.03%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                    | Bermuda Government International Bond                                           | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |   1280000 | PA      | $1271236.42   | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MSRD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2636407 | PA      | $2618959.28   | 0.09%             | 2052-12-01      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4093052 | PA      | $3529277.03   | 0.13%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                 | Vodafone Group PLC                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $297403.99    | 0.01%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank                                               | BANK 2022-BNK44                                                                 | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2422000 | PA      | $2521831.21   | 0.09%             | 2055-11-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138EQQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1923672 | PA      | $1889734.79   | 0.07%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                        | CUSIP: 38383TLM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7705247 | PA      | $6493807.75   | 0.23%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                           | CUSIP: 3129882T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93920 | PA      | $92392.17     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136BAUL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1462506 | PA      | $1232165.50   | 0.04%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EDL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2840554 | PA      | $2394402.23   | 0.09%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2019-A                                | CUSIP: 63941BAB1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1822504 | PA      | $1741568.03   | 0.06%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2066000 | PA      | $1755471.77   | 0.06%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12053000 | PA      | $11106651.23  | 0.40%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                               | Lockheed Martin Corp                                                            | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2739000 | PA      | $2799360.16   | 0.10%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                               | Parker-Hannifin Corp                                                            | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1991000 | PA      | $1907874.58   | 0.07%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    333406 | PA      | $334972.18    | 0.01%             | 2043-11-01      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5182000 | PA      | $5501016.88   | 0.20%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2164000 | PA      | $2210046.76   | 0.08%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                        | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1388246.48   | 0.05%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14410000 | PA      | $13341159.29  | 0.48%             | 2025-12-10      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                           | Brighthouse Financial Inc                                                       | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    973000 | PA      | $614194.02    | 0.02%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                   | SMB Private Education Loan Trust 2021-E                                         | CUSIP: 78450MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3468226 | PA      | $3129089.25   | 0.11%             | 2051-02-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                   | COLT 2021-2 Mortgage Loan Trust                                                 | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2226093 | PA      | $1756236.32   | 0.06%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                    | CSAIL 2021-C20 Commercial Mortgage Trust                                        | CUSIP: 22945EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    902000 | PA      | $750905.89    | 0.03%             | 2054-03-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                       | GS Mortgage Securities Trust 2015-GC32                                          | CUSIP: 36250PAC9<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |   1189118 | PA      | $1134053.79   | 0.04%             | 2048-07-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                      | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5383000 | PA      | $5553328.62   | 0.20%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138EQ6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2497779 | PA      | $2438794.00   | 0.09%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140JBUK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    933911 | PA      | $834438.45    | 0.03%             | 2051-12-01      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617YEN63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151458 | PA      | $134721.96    | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7166000 | PA      | $3981888.65   | 0.14%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I                      | RESIDENTIAL FUNDING MTG SEC I                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2120 | PA      | $863.49       | 0.00%             | 2025-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                    | CSAIL 2019-C16 Commercial Mortgage Trust                                        | CUSIP: 12596WAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1203000 | PA      | $1051458.09   | 0.04%             | 2052-06-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust              | GM Financial Automobile Leasing Trust 2022-3                                    | CUSIP: 380130AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3156000 | PA      | $3092163.27   | 0.11%             | 2026-08-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                 | Union Pacific Corp                                                              | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $878106.70    | 0.03%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136ABZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3666151 | PA      | $3247488.59   | 0.12%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2286000 | PA      | $1549934.86   | 0.06%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2019-INV2                                            | CUSIP: 92537HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390077 | PA      | $376200.55    | 0.01%             | 2059-07-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                             | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    752000 | PA      | $545565.66    | 0.02%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617GGSX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    348457 | PA      | $331707.78    | 0.01%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2482892 | PA      | $2256056.86   | 0.08%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2021-F                                | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3164247 | PA      | $2663925.62   | 0.10%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr  | GM Financial Consumer Automobile Receivables Trust 2022-4                       | CUSIP: 36265QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3053000 | PA      | $3054682.51   | 0.11%             | 2027-08-16      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                   | Crown Castle Inc                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   3216000 | PA      | $2925131.23   | 0.10%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Student Loan Trust 2021-3                                               | CUSIP: 63942WAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3436996 | PA      | $2966357.28   | 0.11%             | 2070-08-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                 | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1369000 | PA      | $1110206.47   | 0.04%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                            | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1461000 | PA      | $1192993.25   | 0.04%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MHUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1175488 | PA      | $1002603.74   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                          | Nelnet Student Loan Trust 2005-1                                                | CUSIP: 64031QBR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6046761 | PA      | $5834486.08   | 0.21%             | 2033-10-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52226000 | PA      | $51940389.06  | 1.85%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2021-1                                               | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1136986 | PA      | $947523.43    | 0.03%             | 2066-01-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140FMR81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2059674 | PA      | $1842924.76   | 0.07%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                               | CUSIP: 3136BHAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6148591 | PA      | $5025133.03   | 0.18%             | 2051-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2697000 | PA      | $2697842.81   | 0.10%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XHEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6273093 | PA      | $5548641.27   | 0.20%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                | American Tower Corp                                                             | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1454000 | PA      | $1358007.60   | 0.05%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                              | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    997000 | PA      | $832238.51    | 0.03%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2851000 | PA      | $2868150.53   | 0.10%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crowley Conro LLC                                  | Crowley Conro LLC                                                               | CUSIP: 228023AB3<br>LEI: 5493002RTOQUGXZXJJ02 | Long             | DBT              | CORP              | US        |   1281554 | PA      | $1195233.49   | 0.04%             | 2043-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    834000 | PA      | $706445.87    | 0.03%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7318000 | PA      | $7010645.61   | 0.25%             | 2024-10-21      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Trust                   | MASTR Asset Securitization Trust 2003-12                                        | CUSIP: 55265K3J6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29985 | PA      | $29441.08     | 0.00%             | 2024-12-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617YQYG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    232121 | PA      | $206536.42    | 0.01%             | 2048-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                           | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    539000 | PA      | $597718.39    | 0.02%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                     | Trust Fibra Uno                                                                 | CUSIP: 898339AB2<br>LEI: N/A                  | Long             | DBT              |  | MX        |   1319000 | PA      | $1064654.14   | 0.04%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617YBBM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    600852 | PA      | $534462.75    | 0.02%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2020-5                                               | CUSIP: 92538CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331082 | PA      | $300356.25    | 0.01%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                  | NSTAR Electric Co                                                               | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1070022.64   | 0.04%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                         | Verus Securitization Trust 2020-2                                               | CUSIP: 92537UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555868 | PA      | $533089.79    | 0.02%             | 2060-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9712292 | PA      | $8720228.53   | 0.31%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XJJV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2745492 | PA      | $2314284.36   | 0.08%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MED Trust                                          | Med Trust 2021-MDLN                                                             | CUSIP: 58403YAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4333000 | PA      | $4169995.57   | 0.15%             | 2038-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                              | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1196000 | PA      | $877692.77    | 0.03%             | 2040-07-09      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                          | College Ave Student Loans 2021-A LLC                                            | CUSIP: 19424KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1662733 | PA      | $1427687.45   | 0.05%             | 2051-07-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                   | Freddie Mac Strips                                                              | CUSIP: 3128HXMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2874353 | PA      | $2606046.70   | 0.09%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                           | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $690749.52    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                  | BA Credit Card Trust                                                            | CUSIP: 05522RDE5<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   4447000 | PA      | $4324385.09   | 0.15%             | 2027-11-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3622ABMK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6285277 | PA      | $5613524.38   | 0.20%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MYA93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    991200 | PA      | $961413.18    | 0.03%             | 2052-09-01      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust                  | Bunker Hill Loan Depositary Trust 2019-3                                        | CUSIP: 12062BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    699909 | PA      | $673591.89    | 0.02%             | 2059-11-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                           | Shire Acquisitions Investments Ireland DAC                                      | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    808000 | PA      | $794052.50    | 0.03%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140FXRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16057438 | PA      | $14048261.23  | 0.50%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                 | Roche Holdings Inc                                                              | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $962959.42    | 0.03%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                         | Navient Private Education Refi Loan Trust 2020-H                                | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4703897 | PA      | $4008575.75   | 0.14%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418DV25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10194993 | PA      | $8600440.05   | 0.31%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XG7B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15588091 | PA      | $14592307.77  | 0.52%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                 | STORE Capital Corp                                                              | CUSIP: 862121AB6<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              |  | US        |   1205000 | PA      | $1079508.29   | 0.04%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    877000 | PA      | $811436.59    | 0.03%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    986000 | PA      | $702380.23    | 0.03%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                              | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    847000 | PA      | $620786.03    | 0.02%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                        | CUSIP: 38382NFU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1622997 | PA      | $1627908.71   | 0.06%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                   | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2574000 | PA      | $2476763.73   | 0.09%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    369000 | PA      | $321218.81    | 0.01%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                                  | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6345000 | PA      | $5898907.54   | 0.21%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                     | Fannie Mae-Aces                                                                 | CUSIP: 3136AV7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    957493 | PA      | $899899.26    | 0.03%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3143000 | PA      | $3068827.90   | 0.11%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1716000 | PA      | $1351553.86   | 0.05%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XFWU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3697877 | PA      | $3470523.29   | 0.12%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                        | Visio 2020-1R Trust                                                             | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735213 | PA      | $661461.87    | 0.02%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A3ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4007000 | PA      | $3008014.43   | 0.11%             | 2029-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  97432000 | PA      | $63342218.06  | 2.26%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                               | Mississippi Power Co                                                            | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1644810.68   | 0.06%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust            | Capital One Multi-Asset Execution Trust                                         | CUSIP: 14041NGA3<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   3199000 | PA      | $3111034.22   | 0.11%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                       | Broadcom Inc                                                                    | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1219088.41   | 0.04%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                        | Netflix Inc                                                                     | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1878000 | PA      | $1903409.34   | 0.07%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XGTG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2669807 | PA      | $2348378.06   | 0.08%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3987000 | PA      | $3900721.32   | 0.14%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr  | GM Financial Consumer Automobile Receivables Trust 2022-2                       | CUSIP: 362585AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6253000 | PA      | $6056046.76   | 0.22%             | 2027-02-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC               | SoFi Professional Loan Program 2017-D LLC                                       | CUSIP: 78471CAB5<br>LEI: 549300RC6OGKQI1MHM67 | Long             | ABS-O            | CORP              | US        |     63350 | PA      | $60546.65     | 0.00%             | 2040-09-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                     | Home Depot Inc/The                                                              | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $937802.26    | 0.03%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORPORA                           | Owl Rock Capital Corp III                                                       | CUSIP: 69122JAC0<br>LEI: 5493003BCZ22YM5BRK17 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1101431.54   | 0.04%             | 2027-04-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XGKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1724599 | PA      | $1544178.73   | 0.06%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    851000 | PA      | $629927.53    | 0.02%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                           | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1160603.73   | 0.04%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3053000 | PA      | $2692856.82   | 0.10%             | 2026-11-19      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2015-LC23 Mortgage Trust                                                   | CUSIP: 12636FBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230000 | PA      | $1167244.29   | 0.04%             | 2048-10-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                   | SMB Private Education Loan Trust 2020-PT-A                                      | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900896 | PA      | $2576962.95   | 0.09%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140KSZM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2703965 | PA      | $2279242.42   | 0.08%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5259000 | PA      | $5244003.65   | 0.19%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4929000 | PA      | $4741877.51   | 0.17%             | 2024-09-10      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation             | CLARK CNTY NV ARPT REVENUE                                                      | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |   1780000 | PA      | $2093793.17   | 0.07%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                        | Netflix Inc                                                                     | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1122290.00   | 0.04%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179T7M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1158671 | PA      | $1155207.19   | 0.04%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                           | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    991000 | PA      | $839279.29    | 0.03%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3132D9LF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3088491 | PA      | $2603439.86   | 0.09%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                     | Hyundai Auto Receivables Trust 2022-A                                           | CUSIP: 448977AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3507000 | PA      | $3350647.07   | 0.12%             | 2026-10-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                       | Comcast Corp                                                                    | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1001280.40   | 0.04%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust 2022-D                                             | CUSIP: 345295AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1060000 | PA      | $1071724.77   | 0.04%             | 2028-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140FXKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2485595 | PA      | $2240024.41   | 0.08%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140MMX37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3847439 | PA      | $3757777.94   | 0.13%             | 2052-08-01      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                              | CUSIP: 3137H5CE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1843081 | PA      | $1622540.36   | 0.06%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                        | CUSIP: 38380H3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1345072 | PA      | $1223617.00   | 0.04%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3252000 | PA      | $3407449.63   | 0.12%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                           | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    472000 | PA      | $420616.99    | 0.02%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   1880000 | PA      | $1644784.95   | 0.06%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                        | Walmart Inc                                                                     | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1474329.64   | 0.05%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                         | VMware Inc                                                                      | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3172993.17   | 0.11%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                       | Ford Credit Auto Owner Trust 2022-A                                             | CUSIP: 345286AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1453000 | PA      | $1381689.67   | 0.05%             | 2026-06-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                | Quanta Services Inc                                                             | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1957000 | PA      | $1802238.66   | 0.06%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                            | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2074053.54   | 0.07%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617GGTU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    361650 | PA      | $344465.02    | 0.01%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133B5NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    756441 | PA      | $644898.05    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                          | Nelnet Student Loan Trust 2004-4                                                | CUSIP: 64031QBK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1967358 | PA      | $1925525.25   | 0.07%             | 2037-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                   | SMB Private Education Loan Trust 2019-A                                         | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-O            | CORP              | US        |   4402120 | PA      | $4186468.97   | 0.15%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128LL3U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265229 | PA      | $272078.62    | 0.01%             | 2042-09-01      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                               | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   2694000 | PA      | $2566868.69   | 0.09%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                            | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2437000 | PA      | $1632124.04   | 0.06%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                           | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    579000 | PA      | $544792.68    | 0.02%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                           | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $830734.68    | 0.03%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                               | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7078000 | PA      | $6201151.81   | 0.22%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                   | SMB Private Education Loan Trust 2016-C                                         | CUSIP: 78449KAC4<br>LEI: 54930027GONY06ZX8P67 | Long             | ABS-O            | CORP              | US        |    693984 | PA      | $691244.99    | 0.02%             | 2034-09-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 36179TZ73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3617911 | PA      | $3610054.07   | 0.13%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2022-1                           | T-Mobile US Trust 2022-1                                                        | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4064000 | PA      | $4057242.79   | 0.14%             | 2028-05-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                           | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    954000 | PA      | $855935.27    | 0.03%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Pool                                                                | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1063069 | PA      | $896087.47    | 0.03%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                        | CUSIP: 38382MUU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1698144 | PA      | $1680454.10   | 0.06%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                  | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1294005.76   | 0.05%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3033075 | PA      | $2637739.83   | 0.09%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                              | CUSIP: 3617YNTB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    580688 | PA      | $516530.05    | 0.02%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XJFW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5238309 | PA      | $4833692.96   | 0.17%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5502000 | PA      | $3273690.00   | 0.12%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300MEU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380295 | PA      | $381787.23    | 0.01%             | 2043-10-01      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC           | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RFK5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4201000 | PA      | $4101147.69   | 0.15%             | 2027-02-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                 | CUSIP: 3140XHQE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14330109 | PA      | $12866335.46  | 0.46%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                         | Federal National Mortgage Association                                           | CUSIP: 3135GACR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   4686000 | PA      | $3345433.76   | 0.12%             | 2036-01-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-25

**Name of Applicant:** NORTHWESTERN MUTUAL SERIES FUND INC

**Signature:** Phillip Rinzel

**Name of Signer:** Phillip Rinzel

**Title:** Controller and Chief Accounting Officer