# EDGAR Filing Document

**Accession Number:** 0000356476
**File Stem:** 0001145549-23-010261
**Filing Date:** 2023-2
**Character Count:** 699423
**Document Hash:** 989af912a2df421a2f91e6460fe42d3b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-010261.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001145549-23-010261

**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:** EMPOWER FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000356476
- **IRS NUMBER:** 840876044
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03364
- **FILM NUMBER:** 23670683

**BUSINESS ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111
- **BUSINESS PHONE:** 303-737-3000

**MAIL ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GREAT-WEST FUNDS INC
- **DATE OF NAME CHANGE:** 20121005

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAXIM SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Empower Bond Index Fund (Series ID: S000023740)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000069817 | Investor Class      | MXBIX           |
| C000155766 | Institutional Class | MXCOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EMPOWER FUNDS, INC.

- **b. Investment Company Act file number:** 811-03364

- **c. CIK number of Registrant:** 0000356476

- **d. LEI of Registrant:** RUYOMHMDMSPQ01U66388

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

  - **Street Address 1:** 8515 E Orchard Road

  - **City:** Greenwood Village

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80111

  - **Telephone number:** 866-831-7129

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

- **a. Name of Series:** Empower Bond Index Fund

- **b. EDGAR series identifier (if any):** S000023740

- **c. LEI of Series:** INWYKLD5NKSPRH2JNS30

**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:** $2695034158.55

**Total Liabilities:** $44424692.84

**Net Assets:** $2650609465.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 73.762332607614 | **1-Year:** 35296.734572463118 | **5-Year:** 261238.209599252712 | **10-Year:** 414228.763353407474 | **30-Year:** 115800.823187361735

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

- **3-Month:** 2.074969321249 | **1-Year:** 170.809817363472 | **5-Year:** 503.014852567098 | **10-Year:** 770.470536633461 | **30-Year:** 44.067102712494

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000069817 | -1.31%               | 3.65%                | -0.75%               |
| Class ID C000155766 | -1.34%               | 3.71%                | -0.83%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-21453633.48            | $-30202379.28                              |
| Month 2  | $-22038346.45            | $82071014.79                               |
| Month 3  | $-22906018.63            | $-26387642.41                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Dreyfus Institutional Preffered Money Market Funds                                   | Dreyfus Institutional Preffered Money Market Funds PFD GOVT PLUS SL | CUSIP: 26200T885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3328000 | PA      | $3328000.00   | 0.13%             | 2023-01-02      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC REPO                                                    | CITIGROUP GLOBAL MARKETS INC REPO SLRPD 4.300% 01/03/2023           | CUSIP: 744900241<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |  14769271 | PA      | $14769271.00  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB REPO                                                             | CREDIT AGRICOLE CIB REPO SLRPD 4.300% 01/03/2023                    | CUSIP: 744900242<br>LEI: 1VUV7VQFKUOQSJ21A208 | Long             | RA               | CORP              | US        |  14453200 | PA      | $14453200.00  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC REPO.                                                            | BOFA SECURITIES INC REPO. SLRPD 4.300% 01/03/2023                   | CUSIP: 744900250<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |  14769271 | PA      | $14769271.00  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC REPO                                                     | RBC DOMINION SECURITIES INC REPO SLRPD 4.300% 01/03/2023            | CUSIP: 744900253<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |  14769271 | PA      | $14769271.00  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 4 05/10/46                                                   | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    175000 | NS      | $142695.91    | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 4.375 05/11/45                                               | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    140000 | NS      | $122331.47    | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 6.375 12/15/38                                               | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    175000 | NS      | $192406.45    | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V0.768 08/09/25                                                 | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4729000 | NS      | $4364614.09   | 0.16%             | 2025-08-09      | Fixed         | 0.77%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 3.25 04/06/50                                                | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    175000 | NS      | $125524.22    | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 2.375 11/07/29                                               | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1175000 | NS      | $1015487.93   | 0.04%             | 2029-11-07      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Agilent Technologies Inc.                                                            | A 2.3 03/12/31                                                      | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    500000 | NS      | $403172.82    | 0.02%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                   | HNDA 2.15 09/10/24 MTN                                              | CUSIP: 02665WDD0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $954071.18    | 0.04%             | 2024-09-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 4.1 05/15/32                                                    | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | NS      | $465083.41    | 0.02%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3 11/13/27                                                     | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1399947.69   | 0.05%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                              | ARW 3.25 09/08/24                                                   | CUSIP: 042735BG4<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $960892.36    | 0.04%             | 2024-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Asian Development Bank                                                               | ASIA 3.875 09/28/32 GMTN                                            | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1000000 | NS      | $983300.79    | 0.04%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC V2.299 07/21/32                                                 | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $904875.51    | 0.03%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                             | BMARK 2020-IG1 A3                                                   | CUSIP: 08162LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    322000 | NS      | $264062.28    | 0.01%             | 2043-09-17      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| Chile (Republic of)                                                                  | CHILE 3.5 01/25/50                                                  | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2500000 | NS      | $1801558.94   | 0.07%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V3.057 01/25/33                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $807014.75    | 0.03%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                  | DIS 2.2 01/13/28                                                    | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2500000 | NS      | $2224501.23   | 0.08%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FG C01033                                                           | CUSIP: 31292HEE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1205 | NS      | $1254.56      | 0.00%             | 2030-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8007                                                           | CUSIP: 3132D53Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    241001 | NS      | $231760.65    | 0.01%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8115                                                           | CUSIP: 3132DWAQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    522390 | NS      | $460007.31    | 0.02%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BO8946                                                           | CUSIP: 3140K45G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    936700 | NS      | $831469.95    | 0.03%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BQ3005                                                           | CUSIP: 3140KNKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    897015 | NS      | $762137.75    | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BV9959                                                           | CUSIP: 3140MQB57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2603730 | NS      | $2449164.53   | 0.09%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA6102                                                           | CUSIP: 3140QDX82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361952 | NS      | $343103.61    | 0.01%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB2839                                                           | CUSIP: 3140QNEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1384020 | NS      | $1130509.68   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4423                                                           | CUSIP: 31418D4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1228302 | NS      | $1077193.20   | 0.04%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4129                                                           | CUSIP: 31418DST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295332 | NS      | $259777.46    | 0.01%             | 2040-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4206                                                           | CUSIP: 31418DU83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1925050 | NS      | $1717041.57   | 0.06%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4256                                                           | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1545588 | NS      | $1309599.36   | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4501                                                           | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    855998 | NS      | $721556.50    | 0.03%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4653                                                           | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10877356 | NS      | $9547080.58   | 0.36%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                           | FIS 3.1 03/01/41                                                    | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1033060.65   | 0.04%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8202                                                           | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3389169 | NS      | $3359136.89   | 0.13%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                                | GILD 2.6 10/01/40                                                   | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $819787.14    | 0.03%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                 | MUFG V1.538 07/20/27                                                | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   4574000 | NS      | $3965382.00   | 0.15%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Molex Eletronics Technologies                                                        | MOLX 3.9 04/15/25 144A                                              | CUSIP: 60856BAC8<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    500000 | NS      | $475602.88    | 0.02%             | 2025-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                         | PEG 2.875 06/15/24                                                  | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $965730.55    | 0.04%             | 2024-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                   | R 1.75 09/01/26 MTN                                                 | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $878796.97    | 0.03%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.6 11/15/60                                                   | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    175000 | NS      | $115547.64    | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.5 02/15/46                                                      | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | NS      | $8604335.88   | 0.32%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.25 11/15/24                                                     | CUSIP: 912828G38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | NS      | $19208593.80  | 0.72%             | 2024-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.125 05/15/25                                                    | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13250000 | NS      | $12591123.08  | 0.48%             | 2025-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                      | XEL 4.6 06/01/32                                                    | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $955034.38    | 0.04%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                          | AWK 3.75 09/01/47                                                   | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $778288.58    | 0.03%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 2.95 03/15/25                                                   | CUSIP: 002824BB5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    500000 | NS      | $482822.84    | 0.02%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Alex Alpha LLC                                                                       | ALEXAL 1.617 08/15/24                                               | CUSIP: 01447UAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152174 | NS      | $147772.36    | 0.01%             | 2024-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 1.2 02/08/28                                                   | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $847245.89    | 0.03%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                      | BHP 5 09/30/43                                                      | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    500000 | NS      | $484400.25    | 0.02%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 2.95 11/21/26                                                  | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $929984.15    | 0.04%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.9 09/12/27                                                   | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    175000 | NS      | $163123.53    | 0.01%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                           | CARR 3.377 04/05/40                                                 | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1138459.11   | 0.04%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                     | AN 2.4 08/01/31                                                     | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | NS      | $125826.96    | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 4.25 01/15/49                                                   | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    175000 | NS      | $155786.20    | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings Llc                                                            | BHI 4.08 12/15/47                                                   | CUSIP: 05723KAF7<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    467000 | NS      | $364245.18    | 0.01%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC V2.496 02/13/31 MTN                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3500000 | NS      | $2844770.57   | 0.11%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                      | CSX 4.75 05/30/42                                                   | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    250000 | NS      | $228072.19    | 0.01%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 2.987 11/01/63                                                | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    175000 | NS      | $105814.95    | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Cintas Corporation No. 2                                                             | CTAS 4 05/01/32                                                     | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $938846.70    | 0.04%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V3.07 02/24/28 VAR                                                | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $901528.82    | 0.03%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 2.55 06/15/31                                                   | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   5311000 | NS      | $4327457.88   | 0.16%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8102                                                           | CUSIP: 3132D6AB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1058994 | NS      | $917361.84    | 0.03%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | ED 2.4 06/15/31                                                     | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $817516.55    | 0.03%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc                                                        | DBJJP 1.75 10/20/31 144A                                            | CUSIP: 25159MBE6<br>LEI: 5493001HGBABMWFZUI25 | Long             | DBT              | NUSS              | JP        |   3000000 | NS      | $2398458.78   | 0.09%             | 2031-10-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FR SD0067                                                           | CUSIP: 3132DMCC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    604163 | NS      | $616149.57    | 0.02%             | 2049-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD0196                                                           | CUSIP: 3132DMGD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1057248 | NS      | $1035816.27   | 0.04%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                  | D 3.9 10/01/25                                                      | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    175000 | NS      | $170426.21    | 0.01%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Eaton Corporation                                                                    | ETN 4.15 03/15/33                                                   | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    500000 | NS      | $464808.79    | 0.02%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD0291                                                           | CUSIP: 3132DMKC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    208005 | NS      | $207775.94    | 0.01%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8018                                                           | CUSIP: 3132DV4B8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |    191967 | NS      | $182278.11    | 0.01%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8093                                                           | CUSIP: 3132DV7E9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |    219144 | NS      | $200507.53    | 0.01%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8147                                                           | CUSIP: 3132DWBQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3779013 | NS      | $3209209.57   | 0.12%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR ZT2215                                                           | CUSIP: 3132AEN85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3237173 | NS      | $3086732.54   | 0.12%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD0222                                                           | CUSIP: 3132DMG74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1580389 | NS      | $1402796.49   | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC V1.734 07/22/27                                                 | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2175000 | NS      | $1905553.14   | 0.07%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.926 05/15/37 144A                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    573000 | NS      | $499865.29    | 0.02%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB1556                                                           | CUSIP: 3140QLWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2731428 | NS      | $2318858.70   | 0.09%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995362                                                           | CUSIP: 31416BWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59626 | NS      | $61831.20     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q39646                                                           | CUSIP: 3132QWWG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267633 | NS      | $248594.17    | 0.01%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BV9958                                                           | CUSIP: 3140MQB40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2739652 | NS      | $2578353.03   | 0.10%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB7364                                                           | CUSIP: 31417EFE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    774119 | NS      | $704362.84    | 0.03%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB9374                                                           | CUSIP: 31417GMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1453327 | NS      | $1359236.56   | 0.05%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brunswick Corporation                                                                | BC 2.4 08/18/31                                                     | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    175000 | NS      | $128659.31    | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                           | CNHI 3.95 05/23/25                                                  | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    500000 | NS      | $485013.33    | 0.02%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4417                                                           | CUSIP: 31418D4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1635702 | NS      | $1416402.26   | 0.05%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4446                                                           | CUSIP: 31418D5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1116813 | NS      | $941408.39    | 0.04%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB5290                                                           | CUSIP: 3140QQ2Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    622572 | NS      | $631702.24    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB4778                                                           | CUSIP: 3140QQJY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    518169 | NS      | $499247.05    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 4.5 05/15/35                                                      | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    175000 | NS      | $159083.55    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                                   | ALCSW 5.375 12/06/32 144A                                           | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1250000 | NS      | $1256348.28   | 0.05%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 4.78 03/25/38                                                   | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1833000 | NS      | $1669742.17   | 0.06%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                                   | CNP 4.4 07/01/32                                                    | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $958728.93    | 0.04%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN FM2841                                                           | CUSIP: 3140X6EP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    297495 | NS      | $273303.94    | 0.01%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM3978                                                           | CUSIP: 3140X7M48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    557063 | NS      | $529037.06    | 0.02%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 1.4 08/05/28                                                   | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    952000 | NS      | $806440.76    | 0.03%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                               | ASIA 3.125 08/20/27 GMTN                                            | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1000000 | NS      | $955362.07    | 0.04%             | 2027-08-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                            | EBAY 6.3 11/22/32                                                   | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1039035.35   | 0.04%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| Elm Road Generating Station                                                          | WEC 4.673 01/19/31 144A                                             | CUSIP: 28932MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    554478 | NS      | $526709.42    | 0.02%             | 2031-01-19      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM8692                                                           | CUSIP: 3140XCUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7667601 | NS      | $6494909.95   | 0.25%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS2831                                                           | CUSIP: 3140XJED1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    774584 | NS      | $741962.64    | 0.03%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding 2015-1                                                         | ATH 2.95 11/12/26 144A                                              | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $902203.72    | 0.03%             | 2026-11-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                           | BAX 2.539 02/01/32                                                  | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $794393.32    | 0.03%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8172                                                           | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10743988 | NS      | $8757866.87   | 0.33%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QA3853                                                           | CUSIP: 31339UH60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    811526 | NS      | $693746.64    | 0.03%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.419 04/15/33 144A                                            | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3500000 | NS      | $2805977.06   | 0.11%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 2.937 11/01/56                                                | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1388000 | NS      | $858374.34    | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB9959                                                           | CUSIP: 31417HB52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167477 | NS      | $160855.73    | 0.01%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4421                                                           | CUSIP: 31418D4F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    591986 | NS      | $479016.15    | 0.02%             | 2041-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNA 2019-M1 A2                                                      | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1798212 | NS      | $1726258.82   | 0.07%             | 2028-09-25      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL6613                                                           | CUSIP: 3138EPK37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424233 | NS      | $397408.87    | 0.01%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BO5017                                                           | CUSIP: 3140K0SF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463416 | NS      | $425157.58    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM3217                                                           | CUSIP: 3140X6SF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    586747 | NS      | $538452.15    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                             | DTRGR 2.5 12/14/31 144A                                             | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $774924.12    | 0.03%             | 2031-12-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                    | ES 3.45 01/15/50                                                    | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $725376.21    | 0.03%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                | FN MA4154                                                           | CUSIP: 31418DTL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    821976 | NS      | $711827.24    | 0.03%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7054                                                           | CUSIP: 36179VZT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    501746 | NS      | $465211.11    | 0.02%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                              | XOM 3.452 04/15/51                                                  | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2421000 | NS      | $1822607.49   | 0.07%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG C91437                                                           | CUSIP: 3128P7S20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168318 | NS      | $163175.71    | 0.01%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7649                                                           | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2861460 | NS      | $2483084.10   | 0.09%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8149                                                           | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3135759 | NS      | $2881301.83   | 0.11%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4304                                                           | CUSIP: 31418DYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1156468 | NS      | $892767.97    | 0.03%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4785                                                           | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2848373 | NS      | $2808981.66   | 0.11%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                         | GSMS 2019-GC42 A4                                                   | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | NS      | $859187.00    | 0.03%             | 2052-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                         | HON 1.1 03/01/27                                                    | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2801000 | NS      | $2434200.59   | 0.09%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG J32368                                                           | CUSIP: 31307NTZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    328131 | NS      | $312140.41    | 0.01%             | 2028-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD0923                                                           | CUSIP: 3132DNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1222388 | NS      | $1042150.87   | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.25 11/21/49                                                  | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    175000 | NS      | $145229.91    | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Province of Alberta                                                                  | ALTA 2.05 08/17/26 144A                                             | CUSIP: 01306GAC7<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | MUN               | CA        |   1000000 | NS      | $917126.41    | 0.03%             | 2026-08-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                               | HPQ 2.65 06/17/31                                                   | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   2891000 | NS      | $2252327.59   | 0.08%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Hershey Co (The)                                                                     | HSY 1.7 06/01/30                                                    | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $800740.91    | 0.03%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0562                                                           | CUSIP: 31417YTU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98705 | NS      | $97849.13     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4445                                                           | CUSIP: 31418D5F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    798439 | NS      | $653180.41    | 0.02%             | 2041-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                    | FDX 5.25 05/15/50                                                   | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    175000 | NS      | $159336.04    | 0.01%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                                      | FOXA 5.476 01/25/39                                                 | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1819851.64   | 0.07%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8189                                                           | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1377030 | NS      | $1165757.80   | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8246                                                           | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1550838 | NS      | $1529390.57   | 0.06%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 1.9 08/15/40                                                  | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    175000 | NS      | $116134.16    | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                         | AMXCA 2022-1 A                                                      | CUSIP: 02589BAA8<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1000000 | NS      | $942709.30    | 0.04%             | 2027-03-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                | IBRD 1.125 09/13/28                                                 | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   9500000 | NS      | $8041148.75   | 0.30%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                            | KHC 5 07/15/35                                                      | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    500000 | NS      | $478182.28    | 0.02%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AQ4027                                                           | CUSIP: 3138MKPM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97802 | NS      | $91955.15     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS1981                                                           | CUSIP: 3138WBFX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263688 | NS      | $252159.17    | 0.01%             | 2029-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6818                                                           | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3031455 | NS      | $2561231.02   | 0.10%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7987                                                           | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3561518 | NS      | $3085439.88   | 0.12%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                                          | IBM 4 06/20/42                                                      | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1242703.83   | 0.05%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jpmcc Commercial Mortgage Securities                                                 | JPMCC 2019-COR4 AS                                                  | CUSIP: 48128YBA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | NS      | $588825.51    | 0.02%             | 2052-03-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3.85 05/04/43                                                  | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1293569.64   | 0.05%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 1.7 08/05/31                                                   | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    175000 | NS      | $139908.51    | 0.01%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AW8558                                                           | CUSIP: 3138XYQL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393569 | NS      | $367680.24    | 0.01%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BO5363                                                           | CUSIP: 3140K05Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1438721 | NS      | $1277088.53   | 0.05%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                               | ASIA 5.82 06/16/28                                                  | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1500000 | NS      | $1606921.64   | 0.06%             | 2028-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                                   | CTRA 4.375 03/15/29                                                 | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      9000 | NS      | $8502.70      | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                   | MET 2.4 01/11/32 144A                                               | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $803994.22    | 0.03%             | 2032-01-11      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                         | NAB 4.628 11/22/27 144A                                             | CUSIP: 6325C0EK3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1000000 | NS      | $992224.34    | 0.04%             | 2027-11-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                                                       | MMP 4.85 02/01/49                                                   | CUSIP: 559080AN6<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    500000 | NS      | $412959.74    | 0.02%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NOV Inc.                                                                             | NOV 3.6 12/01/29                                                    | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    175000 | NS      | $153813.70    | 0.01%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BV5389                                                           | CUSIP: 3140MJ7B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3801254 | NS      | $3337761.15   | 0.13%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM8347                                                           | CUSIP: 3140XCHZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1882549 | NS      | $1791501.70   | 0.07%             | 2033-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 2.9 05/15/25                                                     | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $941744.83    | 0.04%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                  | ETR 2.8 06/15/30                                                    | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    175000 | NS      | $147811.80    | 0.01%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                             | ORLY 4.7 06/15/32                                                   | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $966570.86    | 0.04%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corporation                                                    | RTX 3.2 03/15/24                                                    | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | NS      | $490268.23    | 0.02%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889276                                                           | CUSIP: 31410G6M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21269 | NS      | $22153.10     | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 928994                                                           | CUSIP: 31412MC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255454 | NS      | $264889.37    | 0.01%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Textron Inc.                                                                         | TXT 3.9 09/17/29                                                    | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $905748.49    | 0.03%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.375 08/15/42                                                    | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | NS      | $18768750.00  | 0.71%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                        | EQIX 3.2 11/18/29                                                   | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $870421.28    | 0.03%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G00702                                                           | CUSIP: 31283GX77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2962 | NS      | $3020.36      | 0.00%             | 2027-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.875 05/15/32                                                    | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8500000 | NS      | $7833281.25   | 0.30%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.987 10/30/56                                                   | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1675000 | NS      | $1021917.73   | 0.04%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4418                                                           | CUSIP: 31418D4C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3190086 | NS      | $2845246.28   | 0.11%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4230                                                           | CUSIP: 31418DVY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    917758 | NS      | $842186.73    | 0.03%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8077                                                           | CUSIP: 3132DV6N0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |    903981 | NS      | $877953.74    | 0.03%             | 2050-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8207                                                           | CUSIP: 3132DWDL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    621148 | NS      | $564845.77    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                   | ORCL 3.95 03/25/51                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | NS      | $124676.87    | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P./PAA Finance Corp.                                  | PAA 3.6 11/01/24                                                    | CUSIP: 72650RBF8<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $966817.28    | 0.04%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4246                                                           | CUSIP: 31418DWG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    643795 | NS      | $588747.84    | 0.02%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB V4.772 07/28/30                                                | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $953725.31    | 0.04%             | 2030-07-28      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                      | XEL 2.6 12/01/29                                                    | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    175000 | NS      | $149410.26    | 0.01%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PORT MORROW ORE                                                                      | OR PTMTRN 2.99 09/01/2036                                           | CUSIP: 73474TAP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | NS      | $1540028.00   | 0.06%             | 2036-09-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corporation                                                    | RTX 1.9 09/01/31                                                    | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    175000 | NS      | $137393.84    | 0.01%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Gnma Pass-Thru M Single Family                                                       | G2 MA2373                                                           | CUSIP: 36179QT68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    616417 | NS      | $618248.41    | 0.02%             | 2044-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7654                                                           | CUSIP: 36179WQF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    144683 | NS      | $143826.76    | 0.01%             | 2051-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                                   | SWX 5.8 12/01/27                                                    | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1012738.12   | 0.04%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                           | MMM 2 02/14/25                                                      | CUSIP: 88579YBH3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    500000 | NS      | $473546.36    | 0.02%             | 2025-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                             | G2 MA7988                                                           | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1365834 | NS      | $1217343.15   | 0.05%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 4746                                                             | CUSIP: 36202FHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86820 | NS      | $86649.89     | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 784732                                                           | CUSIP: 3622AAED2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1264415 | NS      | $1204752.53   | 0.05%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                | REPHUN 2.125 09/22/31 144A                                          | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1000000 | NS      | $740660.00    | 0.03%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 2.95 03/10/52                                                   | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $676028.40    | 0.03%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                                       | WBA 3.45 06/01/26                                                   | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    600000 | NS      | $570395.84    | 0.02%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Moodys Corp                                                                          | MCO 3.25 01/15/28                                                   | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    500000 | NS      | $460880.84    | 0.02%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                 | PANAMA 3.16 01/23/30                                                | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2000000 | NS      | $1719967.74   | 0.06%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                          | ZTS 5.6 11/16/32                                                    | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    500000 | NS      | $518313.23    | 0.02%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Company                                                         | PG 1.2 10/29/30                                                     | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1569225.44   | 0.06%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                       | SCHW 0.9 03/11/26                                                   | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1773951.62   | 0.07%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNA 2021-M12 2A2                                                    | CUSIP: 3136BHNU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1000000 | NS      | $796734.60    | 0.03%             | 2033-05-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K077 A2                                                        | CUSIP: 3137FG6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2750000 | NS      | $2671904.40   | 0.10%             | 2028-05-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, L.P.                                                           | SPG 1.75 02/01/28                                                   | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | NS      | $425510.07    | 0.02%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                    | SYY 3.25 07/15/27                                                   | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $924272.01    | 0.03%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 739821                                                           | CUSIP: 31402V4E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8685 | NS      | $8785.29      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BP9659                                                           | CUSIP: 3140KHWV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    416454 | NS      | $355064.51    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA7738                                                           | CUSIP: 3140QFS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669291 | NS      | $570509.46    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4512                                                           | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3787031 | NS      | $3213041.89   | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 4.95 09/09/52                                                   | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $958591.91    | 0.04%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| United States Treasury Bonds                                                         | T 2.875 05/15/52                                                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | NS      | $8413125.00   | 0.32%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.625 12/31/27                                                    | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | NS      | $11012929.72  | 0.42%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.125 02/15/24                                                    | CUSIP: 91282CBM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19000000 | NS      | $18052226.61  | 0.68%             | 2024-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 737942                                                           | CUSIP: 3620ARZF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26647 | NS      | $26007.65     | 0.00%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                               | GM 6.25 10/02/43                                                    | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    175000 | NS      | $161792.48    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                                                             | VMC 3.9 04/01/27                                                    | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    500000 | NS      | $474685.45    | 0.02%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                | WFC 3 04/22/26                                                      | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2500000 | NS      | $2338276.45   | 0.09%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4600                                                           | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6793738 | NS      | $6172258.31   | 0.23%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6600                                                           | CUSIP: 36179VKM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1838667 | NS      | $1705607.79   | 0.06%             | 2050-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings L.P                                                       | HR 3.75 07/01/27                                                    | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $929388.56    | 0.04%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                   | ORCL 3.4 07/08/24                                                   | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $975592.53    | 0.04%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                              | KEY V4.789 06/01/33 MTN                                             | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $944188.84    | 0.04%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corporation                                                           | KMB 1.05 09/15/27                                                   | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $852720.18    | 0.03%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.375 04/15/24                                                    | CUSIP: 91282CBV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | NS      | $20817500.00  | 0.79%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.625 08/15/26                                                   | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1384235.31   | 0.05%             | 2026-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WRKCO Inc                                                                            | WRK 3.9 06/01/28                                                    | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   1250000 | NS      | $1148667.63   | 0.04%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corporation                                                             | KIM 4.6 02/01/33                                                    | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    250000 | NS      | $228628.93    | 0.01%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 3.4 03/07/29                                                    | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $931601.56    | 0.04%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                                | MSFT 3.45 08/08/36                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2453000 | NS      | $2170127.10   | 0.08%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                   | NRUC 2.75 04/15/32                                                  | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $822599.68    | 0.03%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 3.1 05/19/27                                                    | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |    500000 | NS      | $474511.50    | 0.02%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                   | ORCL 3.6 04/01/50                                                   | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | NS      | $117821.66    | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 2.55 05/28/40                                                   | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1446156.60   | 0.05%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                          | PSX 2.15 12/15/30                                                   | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    175000 | NS      | $140118.27    | 0.01%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corporation                                                         | UNANA 2.625 08/12/51 30Y                                            | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    175000 | NS      | $112819.31    | 0.00%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.75 11/15/47                                                     | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | NS      | $2340117.18   | 0.09%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.875 02/15/51                                                    | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | NS      | $7944336.00   | 0.30%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.75 02/15/28                                                     | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | NS      | $7522187.52   | 0.28%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.5 05/15/24                                                      | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | NS      | $1455937.50   | 0.05%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST                                                    | WOART 2020-C A4                                                     | CUSIP: 98163CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | NS      | $931449.50    | 0.04%             | 2026-10-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMT 3.8 08/15/29                                                    | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1360759.85   | 0.05%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 2.77 09/01/53                                                  | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1892000 | NS      | $1138703.34   | 0.04%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc                    | ABIBB 4.7 02/01/36 *                                                | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |   3500000 | NS      | $3305549.84   | 0.12%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corporation                                                        | ABC 2.8 05/15/30                                                    | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    500000 | NS      | $424093.99    | 0.02%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cimarex Energy Corporation                                                           | XEC 4.375 03/15/29                                                  | CUSIP: 171798AE1<br>LEI: 11KYOFXPU1C4CQL1CL44 | Long             | DBT              | CORP              | US        |     43000 | NS      | $33492.31     | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG J35896                                                           | CUSIP: 31307SRR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1454435 | NS      | $1361504.71   | 0.05%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                                          | AET 3.875 08/15/47                                                  | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    500000 | NS      | $383935.58    | 0.01%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 3.95 08/08/52                                                  | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $849695.92    | 0.03%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC V3.55 03/05/24                                                  | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    175000 | NS      | $174341.28    | 0.01%             | 2024-03-05      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                               | ASIA 1.875 03/15/29 GMTN                                            | CUSIP: 045167FL2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   1000000 | NS      | $875598.41    | 0.03%             | 2029-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                                       | AZO 3.625 04/15/25                                                  | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | NS      | $483772.02    | 0.02%             | 2025-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FR SB8190                                                           | CUSIP: 3132D6C32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    241024 | NS      | $239437.96    | 0.01%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8230                                                           | CUSIP: 3132DWEB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    599156 | NS      | $576722.49    | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 3.3 02/01/52                                                      | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2222000 | NS      | $1477930.60   | 0.06%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.875 11/14/48                                                 | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $910861.74    | 0.03%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                        | GOOGL 1.998 08/15/26                                                | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $919383.92    | 0.03%             | 2026-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 6.1 10/15/52                                                    | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1066071.46   | 0.04%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC V2.572 10/20/32                                                 | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $783202.35    | 0.03%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V2.894 11/24/32                                                | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | NS      | $761583.42    | 0.03%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QB3716                                                           | CUSIP: 3133AADV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5314485 | NS      | $4345978.11   | 0.16%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI1957                                                           | CUSIP: 3138AFE71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385155 | NS      | $390019.12    | 0.01%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                             | AFDB 3.375 07/07/25 GDIF                                            | CUSIP: 00828EEN5<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1000000 | NS      | $974660.00    | 0.04%             | 2025-07-07      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                              | BHI 2.061 12/15/26                                                  | CUSIP: 05724BAD1<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $896272.47    | 0.03%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC V2.676 06/19/41 MTN                                             | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2500000 | NS      | $1681752.13   | 0.06%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                             | BMARK 2019-B9 A4                                                    | CUSIP: 08160JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | NS      | $601507.79    | 0.02%             | 2052-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                                                      | BLK 3.2 03/15/27                                                    | CUSIP: 09247XAN1<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $944885.69    | 0.04%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                   | BA 3.625 03/01/48                                                   | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $981397.89    | 0.04%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 1.45 11/13/30                                                   | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | NS      | $395220.95    | 0.01%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Bunge Limited Finance Corp.                                                          | BG 2.75 05/14/31                                                    | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    500000 | NS      | $410360.93    | 0.02%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BE9653                                                           | CUSIP: 3140FVWP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289094 | NS      | $275690.91    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS3199                                                           | CUSIP: 3140XJRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1588941 | NS      | $1300202.65   | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                         | ADSK 2.4 12/15/31                                                   | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $798823.60    | 0.03%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                            | COMM 2018-COR3 A3                                                   | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238000 | NS      | $224180.98    | 0.01%             | 2051-05-12      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia                                                         | BRCOL 1.3 01/29/31                                                  | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |   2000000 | NS      | $1586861.71   | 0.06%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FG A48575                                                           | CUSIP: 3128K9Q49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8776 | NS      | $9146.46      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                          | DT 8.25 06/15/30                                                    | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    640000 | NS      | $754724.76    | 0.03%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 4.2 04/15/27                                                     | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $943708.11    | 0.04%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG J15458                                                           | CUSIP: 3128PVB33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141673 | NS      | $139696.00    | 0.01%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8078                                                           | CUSIP: 3132D56P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1682393 | NS      | $1457435.87   | 0.05%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 2.625 08/15/24                                                  | CUSIP: 126650DE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | NS      | $480304.87    | 0.02%             | 2024-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc.                                                                       | C 3.4 05/01/26                                                      | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1895622.62   | 0.07%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8084                                                           | CUSIP: 3132D56V9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1722629 | NS      | $1536483.35   | 0.06%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8156                                                           | CUSIP: 3132D6BZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    490288 | NS      | $459200.77    | 0.02%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Bank For Reconstruction & Development                                       | EBRD 0.5 11/25/25 GMTN                                              | CUSIP: 29874QEL4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   1000000 | NS      | $894045.96    | 0.03%             | 2025-11-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8054                                                           | CUSIP: 3132D55P3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    595321 | NS      | $558775.92    | 0.02%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                   | COP 5.9 10/15/32                                                    | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    438000 | NS      | $467358.16    | 0.02%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                   | COP 3.758 03/15/42                                                  | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $974443.56    | 0.04%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 896509                                                           | CUSIP: 31410TAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3606 | NS      | $3694.07      | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4021                                                           | CUSIP: 31418DPF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195589 | NS      | $179860.84    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8199                                                           | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  13758755 | NS      | $11202956.10  | 0.42%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q58304                                                           | CUSIP: 3132Y2GN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155087 | NS      | $148042.22    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                        | DELL 3.375 12/15/41 144A                                            | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1339453.46   | 0.05%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.75 02/15/33                                                    | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $978360.00    | 0.04%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Company, LLC                                                        | AEP 2.75 08/15/51 N                                                 | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $745057.05    | 0.03%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                            | ADBE 2.3 02/01/30                                                   | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    500000 | NS      | $426334.46    | 0.02%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4255                                                           | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3793048 | NS      | $3095941.55   | 0.12%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                                    | FNF 2.45 03/15/31                                                   | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $762858.34    | 0.03%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                         | EFX 2.35 09/15/31                                                   | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    175000 | NS      | $135791.46    | 0.01%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 3.25 11/15/27                                                   | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | NS      | $961206.13    | 0.04%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Banks                                                              | FHLBDN 0 01/03/23                                                   | CUSIP: 313384AC3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  19900000 | NS      | $19893531.80  | 0.75%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 557388                                                           | CUSIP: 31386AF50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72456 | NS      | $74919.39     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST                                                                 | BBCMS 2021-C10 A5                                                   | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | NS      | $1239519.45   | 0.05%             | 2054-07-17      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN 2.958 03/25/31                                               | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    175000 | NS      | $139108.34    | 0.01%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS0547                                                           | CUSIP: 3138W9TD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166634 | NS      | $160049.36    | 0.01%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AZ7336                                                           | CUSIP: 3140E0EJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279029 | NS      | $259693.13    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8012                                                           | CUSIP: 3132DV3V5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |    497611 | NS      | $472213.41    | 0.02%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QB6140                                                           | CUSIP: 3133ACZD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2711791 | NS      | $2216943.00   | 0.08%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA4382                                                           | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3947288 | NS      | $3670654.49   | 0.14%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6819                                                           | CUSIP: 36179VSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3976156 | NS      | $3463468.16   | 0.13%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6820                                                           | CUSIP: 36179VSH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2013079 | NS      | $1806084.03   | 0.07%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6868                                                           | CUSIP: 36179VTZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    301636 | NS      | $287457.23    | 0.01%             | 2050-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QE0362                                                           | CUSIP: 3133B9MK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1709112 | NS      | $1557881.73   | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RB5059                                                           | CUSIP: 3133KYTQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    252915 | NS      | $222455.30    | 0.01%             | 2040-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G08747                                                           | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2670514 | NS      | $2389469.33   | 0.09%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG C92022                                                           | CUSIP: 3128P8G70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97138 | NS      | $91273.19     | 0.00%             | 2038-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BN6677                                                           | CUSIP: 3140JPM36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2426127 | NS      | $2305053.69   | 0.09%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0969                                                           | CUSIP: 3140XGCF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1593550 | NS      | $1421270.37   | 0.05%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q57844                                                           | CUSIP: 3132Y1WE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1114865 | NS      | $1033758.41   | 0.04%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA7193                                                           | CUSIP: 3133KN7E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    961215 | NS      | $876167.42    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 2.772 11/10/50                                                 | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $957625.79    | 0.04%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                     | PARA 2.9 01/15/27                                                   | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1346125.85   | 0.05%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6997                                                           | CUSIP: 36179VX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1311434 | NS      | $1222159.74   | 0.05%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8267                                                           | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1787878 | NS      | $1691946.52   | 0.06%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 784156                                                           | CUSIP: 3622A2TM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    569570 | NS      | $543402.33    | 0.02%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Holding LLC                                                            | GEHC 5.905 11/22/32 144A                                            | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1036198.25   | 0.04%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FR RA8249                                                           | CUSIP: 3133KQEW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    648663 | NS      | $651781.07    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BD6535                                                           | CUSIP: 3140FEHM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    799158 | NS      | $716173.74    | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 3.5 11/16/26                                                     | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $937382.84    | 0.04%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 4.125 06/15/29                                                  | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1825782.24   | 0.07%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB4765                                                           | CUSIP: 3140QQJK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    643590 | NS      | $634690.09    | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM1496                                                           | CUSIP: 3140X4UW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    991191 | NS      | $910591.43    | 0.03%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding 2015-1                                                         | ATH 1.73 10/02/26 144A                                              | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $858537.48    | 0.03%             | 2026-10-02      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 3.5 07/15/51                                                    | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    675000 | NS      | $433058.02    | 0.02%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 3.1 09/15/27                                                    | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1859475.80   | 0.07%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                              | BKH 3.875 10/15/49                                                  | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $705032.12    | 0.03%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Boston Gas Company                                                                   | NGGLN 3.15 08/01/27 144A                                            | CUSIP: 100743AK9<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    500000 | NS      | $449338.58    | 0.02%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Cabot Corporation                                                                    | CBT 5 06/30/32                                                      | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $924599.18    | 0.03%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                                           | CAT 2.15 11/08/24 MTN                                               | CUSIP: 14913Q3B3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1908115.76   | 0.07%             | 2024-11-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM3386                                                           | CUSIP: 3140X6XQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    425940 | NS      | $416126.14    | 0.02%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM4238                                                           | CUSIP: 3140X7V89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63089 | NS      | $62542.14     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 1.125 11/13/27                                                  | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $854055.66    | 0.03%             | 2027-11-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                      | CSX 4.25 03/15/29                                                   | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1250000 | NS      | $1202352.98   | 0.05%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                | IBRD 0.75 08/26/30                                                  | CUSIP: 45905U5R1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    500000 | NS      | $390005.17    | 0.01%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.3 04/01/26                                                    | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | NS      | $165888.43    | 0.01%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                | AL 1.875 08/15/26                                                   | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3028000 | NS      | $2629931.55   | 0.10%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                      | CSX 4.5 11/15/52                                                    | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $868110.12    | 0.03%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 2.7 08/21/40                                                    | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1381739.38   | 0.05%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4182                                                           | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2709955 | NS      | $2216139.02   | 0.08%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4224                                                           | CUSIP: 31418DVS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84513 | NS      | $79762.77     | 0.00%             | 2050-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 2 02/15/31                                                      | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    500000 | NS      | $387060.15    | 0.01%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                      | LLY 2.25 05/15/50                                                   | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $626472.81    | 0.02%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc                    | ABIBB 4.9 02/01/46 *                                                | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $1068163.38   | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC V3.384 04/02/26 MTN                                             | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $955038.73    | 0.04%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Company                                                             | CMS 3.6 08/15/32                                                    | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $910966.63    | 0.03%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A88767                                                           | CUSIP: 312935W47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12933 | NS      | $13119.30     | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.908 07/23/25                                                 | CUSIP: 161175AY0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1945000 | NS      | $1906296.41   | 0.07%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                | CHCOCH 5.125 06/30/27                                               | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    500000 | NS      | $493964.05    | 0.02%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                               | MCD 3.7 01/30/26 MTN                                                | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    175000 | NS      | $170142.56    | 0.01%             | 2026-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                               | MCD 4.6 09/09/32                                                    | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $977806.48    | 0.04%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA0623                                                           | CUSIP: 36179MVQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    688476 | NS      | $606967.60    | 0.02%             | 2042-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7418                                                           | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2351514 | NS      | $2043345.05   | 0.08%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8103                                                           | CUSIP: 3132D6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1097520 | NS      | $978904.34    | 0.04%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8090                                                           | CUSIP: 3132DV7B5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |    799488 | NS      | $653874.65    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                                   | CAG 4.6 11/01/25                                                    | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    750000 | NS      | $738989.63    | 0.03%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| E Trade Financial LLC                                                                | MS 3.8 08/24/27                                                     | CUSIP: 269246BQ6<br>LEI: 549300LYE2HSVYJFJD24 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $940762.50    | 0.04%             | 2027-08-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank Aktiengesellschaft                                     | OKB 3.625 09/09/27                                                  | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |   1000000 | NS      | $974120.00    | 0.04%             | 2027-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc                                                     | PNC V5.354 12/02/28                                                 | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1007870.45   | 0.04%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FR QA9942                                                           | CUSIP: 3133A5BK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1223319 | NS      | $1046114.67   | 0.04%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA7398                                                           | CUSIP: 3133KPGF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    866169 | NS      | $813306.80    | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                         | AGR 3.8 06/01/29                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    175000 | NS      | $159021.06    | 0.01%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP 4.75 07/19/27 144A                                           | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1000000 | NS      | $972607.54    | 0.04%             | 2027-07-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Eastman Chemical Company                                                             | EMN 4.65 10/15/44                                                   | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1228432.28   | 0.05%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 4.2 01/31/50                                                    | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    175000 | NS      | $137597.45    | 0.01%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL9977                                                           | CUSIP: 3138ESCP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426672 | NS      | $408943.58    | 0.02%             | 2036-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS8899                                                           | CUSIP: 3138WJ3H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84107 | NS      | $81308.52     | 0.00%             | 2032-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC V1.53 12/06/25 MTN                                              | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $922300.44    | 0.03%             | 2025-12-06      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 1.3 08/21/27                                                    | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    750000 | NS      | $634976.12    | 0.02%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 653855                                                           | CUSIP: 31390RMC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39287 | NS      | $40269.14     | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4400                                                           | CUSIP: 31418D3J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    783029 | NS      | $688056.82    | 0.03%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8177                                                           | CUSIP: 3132DWCN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7988714 | NS      | $6511312.36   | 0.25%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8276                                                           | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1294073 | NS      | $1276176.62   | 0.05%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7535                                                           | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2171818 | NS      | $1944288.99   | 0.07%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7706                                                           | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1976650 | NS      | $1767514.12   | 0.07%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA3764                                                           | CUSIP: 31418DFE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218131 | NS      | $200981.58    | 0.01%             | 2034-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4618                                                           | CUSIP: 31418EDY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1261671 | NS      | $1183770.37   | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                       | SPGI 2.9 03/01/32 144A                                              | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $852954.15    | 0.03%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners, LP                                                          | ENBCN 3.375 10/15/26                                                | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $930521.42    | 0.04%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNA 2017-M4 A2                                                      | CUSIP: 3136AVY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    832551 | NS      | $768981.32    | 0.03%             | 2026-12-25      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BO5303                                                           | CUSIP: 3140K03M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1442773 | NS      | $1347609.18   | 0.05%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4361                                                           | CUSIP: 31418DZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4776734 | NS      | $4382782.17   | 0.17%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4709                                                           | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1214437 | NS      | $1197642.31   | 0.05%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Company                                                        | NEE 3.15 10/01/49                                                   | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1080417.75   | 0.04%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7589                                                           | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9266468 | NS      | $8043393.73   | 0.30%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7826                                                           | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5180657 | NS      | $4341359.44   | 0.16%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7880                                                           | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2374570 | NS      | $1990605.01   | 0.08%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8429                                                           | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    499215 | NS      | $502316.95    | 0.02%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                               | CANADA 0.75 05/19/26                                                | CUSIP: 427028AB1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    500000 | NS      | $444963.82    | 0.02%             | 2026-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones S.A.U.                                                          | TELEFO 5.213 03/08/47                                               | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    175000 | NS      | $140523.85    | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                                 | TALNT 2019-1A A                                                     | CUSIP: 89231XAA9<br>LEI: 549300R73PIC25YY4X12 | Long             | ABS-O            | CORP              | US        |    750000 | NS      | $722818.35    | 0.03%             | 2031-11-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB6212                                                           | CUSIP: 31417C3W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287376 | NS      | $261510.04    | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4437                                                           | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6605267 | NS      | $5386260.18   | 0.20%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4876                                                           | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1245367 | NS      | $1264127.01   | 0.05%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gnma Pass-Thru M Single Family                                                       | G2 MA1995                                                           | CUSIP: 36179QGC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2027185 | NS      | $1901248.45   | 0.07%             | 2044-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS IND LOC PUB IMPT BD BK                                                  | IN INPBBK 6 01/15/2040                                              | CUSIP: 45528S4Z6<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |   1250000 | NS      | $1334849.88   | 0.05%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Linde Inc.                                                                           | LIN 4.7 12/05/25                                                    | CUSIP: 53522KAB9<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1000737.95   | 0.04%             | 2025-12-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Home Depot Inc                                                                       | HD 3 04/01/26                                                       | CUSIP: 437076BM3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    175000 | NS      | $166542.81    | 0.01%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V5.546 12/15/25                                                 | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1500026.36   | 0.06%             | 2025-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 4.45 06/29/29                                                | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $979064.52    | 0.04%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.625 08/15/30                                                    | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | NS      | $3935742.20   | 0.15%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4632                                                           | CUSIP: 31418EEE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483457 | NS      | $431866.24    | 0.02%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4644                                                           | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2649734 | NS      | $2486655.49   | 0.09%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.25 09/30/25                                                     | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35500000 | NS      | $31875117.01  | 1.20%             | 2025-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.375 07/15/24                                                    | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | NS      | $13114609.34  | 0.49%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 0.625 01/21/26                                                  | CUSIP: 683234AS7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |   1000000 | NS      | $889042.19    | 0.03%             | 2026-01-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: —       |
| Regeneron Pharmaceuticals, Inc.                                                      | REGN 1.75 09/15/30                                                  | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $772367.71    | 0.03%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Gnma Pass-Thru M Single Family                                                       | G2 MA2303                                                           | CUSIP: 36179QRY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    745687 | NS      | $696630.93    | 0.03%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7311                                                           | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2126682 | NS      | $1791683.82   | 0.07%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                        | MLM 3.2 07/15/51                                                    | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $799456.77    | 0.03%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Newmont Corporation                                                                  | NEM 2.8 10/01/29                                                    | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    500000 | NS      | $425067.49    | 0.02%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 2.9 05/15/50                                                    | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2500000 | NS      | $1691311.18   | 0.06%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                           | UNM 4.125 06/15/51                                                  | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $681356.92    | 0.03%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K098 A2                                                        | CUSIP: 3137FPHK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1000000 | NS      | $882633.30    | 0.03%             | 2029-08-25      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA0487                                                           | CUSIP: 3140Q7RH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2430826 | NS      | $2249755.21   | 0.08%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6709                                                           | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1978694 | NS      | $1728424.65   | 0.07%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 3819                                                             | CUSIP: 36202EG45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54880 | NS      | $57106.48     | 0.00%             | 2036-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                                             | STT V5.751 11/04/26                                                 | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1023620.78   | 0.04%             | 2026-11-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Co                                                                   | TRGP 4.2 02/01/33                                                   | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $860363.40    | 0.03%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                           | NTRS 6.125 11/02/32                                                 | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1054442.19   | 0.04%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                   | ORCL 6.25 11/09/32                                                  | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1046620.86   | 0.04%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                           | VMW 1.4 08/15/26                                                    | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    175000 | NS      | $152559.15    | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                                                | GSMS 2016-GS4 A4                                                    | CUSIP: 36251XAR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3115000 | NS      | $2896823.53   | 0.11%             | 2049-11-15      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2022-3                            | GMCAR 2022-3 A4                                                     | CUSIP: 36265WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | NS      | $970354.60    | 0.04%             | 2027-12-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                    | COF V5.247 07/26/30                                                 | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $952346.70    | 0.04%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                  | CGCMT 2015-GC31 A4                                                  | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | NS      | $2387887.76   | 0.09%             | 2048-06-12      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Ipalco Enterprises Inc.                                                              | AES 4.25 05/01/30                                                   | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    175000 | NS      | $155465.34    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KeyBank National Association                                                         | KEY 4.39 12/14/27 BKNT                                              | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $961580.27    | 0.04%             | 2027-10-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | USB V4.548 07/22/28                                                 | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    700000 | NS      | $683626.97    | 0.03%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.875 02/15/41                                                    | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21500000 | NS      | $15196132.92  | 0.57%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                           | PRU 3 03/10/40 MTN                                                  | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1487830.82   | 0.06%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 2.15 02/05/27                                                   | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    750000 | NS      | $677211.50    | 0.03%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS3201                                                           | CUSIP: 3140XJRX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1988240 | NS      | $1626384.36   | 0.06%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4463                                                           | CUSIP: 31418D5Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179653 | NS      | $149305.88    | 0.01%             | 2036-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 1.6 08/12/28                                                   | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    175000 | NS      | $148661.26    | 0.01%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V3.882 07/24/38                                                 | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $829996.78    | 0.03%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.25 05/15/50                                                     | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | NS      | $8879707.00   | 0.34%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.25 11/15/25                                                     | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | NS      | $11357812.56  | 0.43%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 0.625 07/25/25                                                  | CUSIP: 298785JD9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2000000 | NS      | $1819917.16   | 0.07%             | 2025-07-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                              | XOM 2.995 08/16/39                                                  | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    175000 | NS      | $133750.60    | 0.01%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.375 05/15/29                                                    | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | NS      | $5908906.25   | 0.22%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.375 11/15/31                                                    | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | NS      | $1627812.50   | 0.06%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corporation                                                            | VLO 7.5 04/15/32                                                    | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    500000 | NS      | $561985.57    | 0.02%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | D 3.75 05/15/27 B                                                   | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $954325.58    | 0.04%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.25 12/01/27                                                  | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $944921.54    | 0.04%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Manitoba (Province of)                                                               | MP 2.125 06/22/26                                                   | CUSIP: 563469UL7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | MUN               | CA        |   1000000 | NS      | $924558.69    | 0.03%             | 2026-06-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty L.P.                                                                   | KRC 2.65 11/15/33                                                   | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $693815.81    | 0.03%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                          | PEP 3.45 10/06/46                                                   | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2500000 | NS      | $1998834.75   | 0.08%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                                 | WY 3.375 03/09/33                                                   | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $835724.43    | 0.03%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Company                                                    | LNT 3.95 09/01/32                                                   | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $915192.03    | 0.03%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4016                                                           | CUSIP: 31418DPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624294 | NS      | $549143.72    | 0.02%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4268                                                           | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    579405 | NS      | $493437.06    | 0.02%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                              | RSG 2.375 03/15/33                                                  | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $797502.33    | 0.03%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| TOYOTA AUTO RECEIVABLES 2022-B OWNER TRUST                                           | TAOT 2022-B A4                                                      | CUSIP: 89238FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | NS      | $1043399.94   | 0.04%             | 2027-08-16      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 2 08/15/51                                                        | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28976000 | NS      | $18972488.60  | 0.72%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.375 08/15/24                                                    | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53676000 | NS      | $50145125.63  | 1.89%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                          | NTRCN 4.125 03/15/35                                                | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1000000 | NS      | $861457.91    | 0.03%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Progress Energy, Inc.                                                                | DUK 7.75 03/01/31                                                   | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    175000 | NS      | $198259.81    | 0.01%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                          | WMT 1.5 09/22/28                                                    | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2500000 | NS      | $2142377.10   | 0.08%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C55                                       | WFCM 2020-C55 A5                                                    | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | NS      | $847667.80    | 0.03%             | 2053-02-18      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8031                                                           | CUSIP: 3132D54Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    156010 | NS      | $143156.28    | 0.01%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8118                                                           | CUSIP: 3132D6AT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    904257 | NS      | $783300.93    | 0.03%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4762                                                           | CUSIP: 31418EJG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2163759 | NS      | $2175582.01   | 0.08%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                          | FISV 2.25 06/01/27                                                  | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    175000 | NS      | $156184.76    | 0.01%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corporation                                                    | RTX 4.35 04/15/47                                                   | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    500000 | NS      | $425238.35    | 0.02%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                  | SYF 2.875 10/28/31                                                  | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    500000 | NS      | $373362.26    | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8122                                                           | CUSIP: 3132DWAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    574649 | NS      | $488711.71    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8158                                                           | CUSIP: 3132DWB36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1327863 | NS      | $1209221.98   | 0.05%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA3033                                                           | CUSIP: 36179RLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    556968 | NS      | $507537.24    | 0.02%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6867                                                           | CUSIP: 36179VTY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    691088 | NS      | $640940.27    | 0.02%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8141                                                           | CUSIP: 3132DWBJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    592543 | NS      | $503297.58    | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA3484                                                           | CUSIP: 3133KJ2R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3808433 | NS      | $3350720.10   | 0.13%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8101                                                           | CUSIP: 36179XAA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3267569 | NS      | $3170298.68   | 0.12%             | 2052-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8270                                                           | CUSIP: 36179XFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    472517 | NS      | $475845.90    | 0.02%             | 2052-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.375 02/15/42                                                    | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500000 | NS      | $11070976.49  | 0.42%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K104 A2                                                        | CUSIP: 3137FREH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    300000 | NS      | $260070.12    | 0.01%             | 2030-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH7196                                                           | CUSIP: 3138A87J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274534 | NS      | $272153.24    | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Swedish Export Credit Corporation                                                    | SEK 0.625 05/14/25 GMTN                                             | CUSIP: 00254EMZ2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1000000 | NS      | $912810.00    | 0.03%             | 2025-05-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 4695                                                             | CUSIP: 36202FGC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100300 | NS      | $96913.85     | 0.00%             | 2040-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 784476                                                           | CUSIP: 3622A26M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    658529 | NS      | $630146.13    | 0.02%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                   | CNQCN 3.85 06/01/27                                                 | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1000000 | NS      | $941742.34    | 0.04%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                    | COF V1.878 11/02/27                                                 | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $870893.93    | 0.03%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                  | DIS 1.85 07/30/26 MTN                                               | CUSIP: 25468PDM5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    500000 | NS      | $451840.98    | 0.02%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8196                                                           | CUSIP: 3132D6C99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    272530 | NS      | $260787.59    | 0.01%             | 2037-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corporation                                                         | GD 4.25 04/01/40                                                    | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $912336.42    | 0.03%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC 3.9 05/25/26                                                   | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | NS      | $1428623.88   | 0.05%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Holcim Capital Corporation Ltd.                                                      | HOLNSW 6.5 09/12/43 144A                                            | CUSIP: 43475DAA5<br>LEI: 529900ZOWF38Y0WTW989 | Long             | DBT              | CORP              | BM        |    500000 | NS      | $487459.94    | 0.02%             | 2043-09-12      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                       | RENTEN 0.5 05/27/25 40                                              | CUSIP: 515110BX1<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |   1000000 | NS      | $910740.00    | 0.03%             | 2025-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8197                                                           | CUSIP: 3132D6DA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    248085 | NS      | $242122.05    | 0.01%             | 2037-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8161                                                           | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1558183 | NS      | $1322990.30   | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BP3425                                                           | CUSIP: 3140KAYX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459508 | NS      | $375268.43    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA6279                                                           | CUSIP: 3140QD6R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1516601 | NS      | $1303241.55   | 0.05%             | 2045-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 5 04/15/33                                                      | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $976210.94    | 0.04%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| McDonald's Corporation                                                               | MCD 2.625 09/01/29 MTN                                              | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $877006.59    | 0.03%             | 2029-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q00280                                                           | CUSIP: 3132GDJZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112665 | NS      | $108318.00    | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RB5090                                                           | CUSIP: 3133KYUP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    530332 | NS      | $451644.90    | 0.02%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                            | PHILIP 3 02/01/28                                                   | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   2000000 | NS      | $1860470.48   | 0.07%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                  | SUMIBK 1.474 07/08/25                                               | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2000000 | NS      | $1822335.02   | 0.07%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 2 01/15/32                                                     | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1334000 | NS      | $1042519.76   | 0.04%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                        | TRPCN 4.875 05/15/48                                                | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    175000 | NS      | $152815.20    | 0.01%             | 2048-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.375 12/31/28                                                    | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | NS      | $6037500.00   | 0.23%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA7650                                                           | CUSIP: 3140QFQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446174 | NS      | $379975.79    | 0.01%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4515                                                           | CUSIP: 31418EAR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2077561 | NS      | $1799620.26   | 0.07%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SI2002                                                           | CUSIP: 3133USGK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    397778 | NS      | $380079.43    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FHMS K729 AM                                                        | CUSIP: 3137FCM50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1500000 | NS      | $1451006.40   | 0.05%             | 2024-11-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR 3.65 03/16/25                                                  | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1500000 | NS      | $1440964.53   | 0.05%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                                        | BSX 2.65 06/01/30                                                   | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $854188.90    | 0.03%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6931                                                           | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1477416 | NS      | $1286456.10   | 0.05%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 1.25 01/08/26                                                    | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | NS      | $440289.29    | 0.02%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corporation                                                    | RTX 3.75 11/01/46                                                   | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $771808.94    | 0.03%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.55 03/21/31                                                    | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    675000 | NS      | $555092.03    | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 735997                                                           | CUSIP: 31402RUW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49263 | NS      | $50931.80     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 759299                                                           | CUSIP: 31403VRU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9163 | NS      | $9427.60      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.4 08/20/50                                                   | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $621975.97    | 0.02%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST                                                                 | BBCMS 2021-C11 A5                                                   | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | NS      | $805831.20    | 0.03%             | 2054-09-17      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                   | CM 3.945 08/04/25                                                   | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | NS      | $976676.04    | 0.04%             | 2025-08-04      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Capital One Multi Asset Execution Trust                                              | COMET 2019-A3 A3                                                    | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    500000 | NS      | $456777.80    | 0.02%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                          | VTRS 3.85 06/22/40                                                  | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $670497.98    | 0.03%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Williams Partners L.P.                                                               | WMB 3.75 06/15/27                                                   | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $941252.54    | 0.04%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC 5.875 02/07/42 MTN                                              | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1018978.24   | 0.04%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                              | CARMX 2021-1 A4                                                     | CUSIP: 14316NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | NS      | $1006377.35   | 0.04%             | 2026-10-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 878099                                                           | CUSIP: 31409TRU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49984 | NS      | $52215.96     | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA4435                                                           | CUSIP: 3140QB4V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571456 | NS      | $558988.20    | 0.02%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Multi Asset Execution Trust                                              | COMET 2022-A2 A                                                     | CUSIP: 14041NGA3<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   1300000 | NS      | $1264252.73   | 0.05%             | 2027-05-17      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Corporacion Andina de Fomento                                                        | CAF 2.25 02/08/27                                                   | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    500000 | NS      | $447990.00    | 0.02%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM3452                                                           | CUSIP: 3140X6ZS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189966 | NS      | $184741.14    | 0.01%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM5014                                                           | CUSIP: 3140X8SC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2722521 | NS      | $2671408.56   | 0.10%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                                | DD 4.493 11/15/25                                                   | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   1250000 | NS      | $1229189.86   | 0.05%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR ZM7681                                                           | CUSIP: 3131Y2RA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    163112 | NS      | $159330.54    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B3 Commercial M                                                       | BMARK 2018-B3 AAB                                                   | CUSIP: 08161BAZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    428000 | NS      | $412028.75    | 0.02%             | 2051-04-12      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 2.85 10/15/50                                                   | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $667882.14    | 0.03%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD0164                                                           | CUSIP: 3132DMFD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1414166 | NS      | $1301974.09   | 0.05%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD7553                                                           | CUSIP: 3132DVMA0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |    611778 | NS      | $543308.22    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL5734                                                           | CUSIP: 3138ENLQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104585 | NS      | $102648.39    | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB2610                                                           | CUSIP: 3140QM3U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4255362 | NS      | $3467395.40   | 0.13%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM7181                                                           | CUSIP: 3140XA6T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274630 | NS      | $257924.94    | 0.01%             | 2035-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB8419                                                           | CUSIP: 31417FK98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413694 | NS      | $388929.56    | 0.01%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                                              | ATVI 1.35 09/15/30                                                  | CUSIP: 00507VAP4<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $781428.77    | 0.03%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                   | BA 2.75 02/01/26                                                    | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    175000 | NS      | $162177.11    | 0.01%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cigna Corporation                                                                    | CI 4.9 12/15/48                                                     | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    175000 | NS      | $157677.06    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                                            | AEP 7 04/01/38                                                      | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    140000 | NS      | $156120.67    | 0.01%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 4.669 06/06/47                                                  | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    500000 | NS      | $439980.55    | 0.02%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4306                                                           | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3565753 | NS      | $3029056.65   | 0.11%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Company                                                        | NEE 5.25 02/01/41                                                   | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    209000 | NS      | $208437.40    | 0.01%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS3255                                                           | CUSIP: 3140XJTM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    499355 | NS      | $492815.74    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889307                                                           | CUSIP: 31410KAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29084 | NS      | $29700.05     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chile (Republic of)                                                                  | CHILE 2.75 01/31/27                                                 | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000 | NS      | $459457.39    | 0.02%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 1.95 01/15/31                                                 | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $808282.81    | 0.03%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 4.125 06/15/39                                                  | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $889766.50    | 0.03%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                            | EBAY 2.6 05/10/31                                                   | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $819616.24    | 0.03%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| CubeSmart L.P.                                                                       | CUBE 2.25 12/15/28                                                  | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $824161.19    | 0.03%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG J27459                                                           | CUSIP: 31307GJC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    625616 | NS      | $600353.03    | 0.02%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4582                                                           | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    702035 | NS      | $624388.44    | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4626                                                           | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    821221 | NS      | $770338.04    | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8093                                                           | CUSIP: 3132D57E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    530098 | NS      | $472813.27    | 0.02%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8099                                                           | CUSIP: 3132DV7L3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |   1011142 | NS      | $862443.04    | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA4126                                                           | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2726299 | NS      | $2462957.53   | 0.09%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7588                                                           | CUSIP: 36179WND6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5050430 | NS      | $4245594.21   | 0.16%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8146                                                           | CUSIP: 3132DWBP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2381756 | NS      | $1944288.05   | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8183                                                           | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4253575 | NS      | $3600757.20   | 0.14%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana, LLC                                                               | ETR 4.75 09/15/52                                                   | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $897282.29    | 0.03%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 2.8 01/31/30                                                    | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1274286.86   | 0.05%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6287                                                           | CUSIP: 36179U6Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    156714 | NS      | $156936.48    | 0.01%             | 2049-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7737                                                           | CUSIP: 36179WS25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    222209 | NS      | $196563.52    | 0.01%             | 2036-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                          | EQNR 3.125 04/06/30                                                 | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   2000000 | NS      | $1795676.32   | 0.07%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                              | XOM 2.61 10/15/30                                                   | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    175000 | NS      | $152860.79    | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                              | INDON 4.65 09/20/32                                                 | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | NS      | $977835.88    | 0.04%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corporation                                                             | ITC 4.95 09/22/27 144A                                              | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $986174.93    | 0.04%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8148                                                           | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1236916 | NS      | $1103159.70   | 0.04%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8255                                                           | CUSIP: 3132DWE41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3460487 | NS      | $3144830.32   | 0.12%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc                                                                       | HD 3.9 12/06/28                                                     | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $962646.02    | 0.04%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                         | KSS 5.55 07/17/45                                                   | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    175000 | NS      | $110250.00    | 0.00%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8275                                                           | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    796927 | NS      | $767087.40    | 0.03%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 725505                                                           | CUSIP: 31402DAE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92310 | NS      | $95237.28     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 5115                                                             | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    528799 | NS      | $527764.87    | 0.02%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                          | HUM 3.95 03/15/27                                                   | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    500000 | NS      | $479294.09    | 0.02%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 832198                                                           | CUSIP: 31407JRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5582 | NS      | $5680.52      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BC9468                                                           | CUSIP: 3140F5QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1460534 | NS      | $1310009.46   | 0.05%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                       | KR 2.2 05/01/30                                                     | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $811465.77    | 0.03%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| McKesson Corporation                                                                 | MCK 1.3 08/15/26                                                    | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $879431.85    | 0.03%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BP5481                                                           | CUSIP: 3140KDCT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    866487 | NS      | $795013.27    | 0.03%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA6421                                                           | CUSIP: 3140QED33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2601950 | NS      | $2292532.05   | 0.09%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                         | ILMN 5.75 12/13/27                                                  | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1012455.37   | 0.04%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Company                                                           | MPC 4.7 05/01/25                                                    | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    175000 | NS      | $172324.18    | 0.01%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                    | BRKHEC 5.15 11/15/43                                                | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    175000 | NS      | $166510.94    | 0.01%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.188 04/28/26                                                  | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $929265.29    | 0.04%             | 2026-04-28      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                               | MU 6.75 11/01/29                                                    | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1015776.87   | 0.04%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Mizuho Financial Group Inc.                                                          | MIZUHO V1.979 09/08/31                                              | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | NS      | $764736.09    | 0.03%             | 2031-09-08      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB2488                                                           | CUSIP: 3140QMXS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    570579 | NS      | $494250.57    | 0.02%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AA9346                                                           | CUSIP: 31416TL49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276289 | NS      | $272844.63    | 0.01%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS 3.125 07/27/26 MTN                                               | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1574000 | NS      | $1468182.88   | 0.06%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank Aktiengesellschaft                                     | OKB 0.375 09/17/25                                                  | CUSIP: 676167CB3<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | NUSS              | AT        |   1000000 | NS      | $896798.65    | 0.03%             | 2025-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V1.794 02/13/32 MTN                                              | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1503120.68   | 0.06%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                      | SUMITR 0.85 03/25/24 144A                                           | CUSIP: 86563VAU3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    500000 | NS      | $472902.50    | 0.02%             | 2024-03-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 4 12/15/36                                                      | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | NS      | $455983.27    | 0.02%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                       | CRM 2.7 07/15/41                                                    | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $838626.63    | 0.03%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0949                                                           | CUSIP: 31418ABT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128273 | NS      | $124215.85    | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA2771                                                           | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    658772 | NS      | $589648.38    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                         | TFC V4.26 07/28/26 MTN                                              | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | NS      | $294766.87    | 0.01%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.375 11/30/25                                                    | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | NS      | $26833593.60  | 1.01%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA2774                                                           | CUSIP: 31418CCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261428 | NS      | $237791.37    | 0.01%             | 2031-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4096                                                           | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2401892 | NS      | $2048983.30   | 0.08%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4176                                                           | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    507703 | NS      | $432384.41    | 0.02%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA4004                                                           | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    594323 | NS      | $554257.51    | 0.02%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                 | GM 2.7 08/20/27                                                     | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2675000 | NS      | $2338354.62   | 0.09%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc                                                                       | HD 3.625 04/15/52                                                   | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1157878.53   | 0.04%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Spectrum Management Holding Company LLC                                              | TWC 4.5 09/15/42                                                    | CUSIP: 88732JBD9<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    750000 | NS      | $549078.42    | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                         | TFC V4.916 07/28/33 MTN                                             | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $937992.50    | 0.04%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                         | HPP 5.95 02/15/28                                                   | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $933637.23    | 0.04%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Humana Inc.                                                                          | HUM 5.875 03/01/33                                                  | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1032303.62   | 0.04%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc                                                     | PNC V2.307 04/23/32                                                 | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1617881.02   | 0.06%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Paypal Holdings Incorporation                                                        | PYPL 2.85 10/01/29                                                  | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1306571.49   | 0.05%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1 07/31/28                                                        | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | NS      | $11475527.31  | 0.43%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.875 02/15/32                                                    | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | NS      | $5089921.87   | 0.19%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                            | JBL 4.25 05/15/27                                                   | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $945575.57    | 0.04%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                                 | LXP 2.375 10/01/31                                                  | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    175000 | NS      | $132669.49    | 0.01%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                        | QCOM 3.25 05/20/50                                                  | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    500000 | NS      | $361897.42    | 0.01%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Royalty Pharma PLC                                                                   | RPRX 2.15 09/02/31                                                  | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    175000 | NS      | $132341.40    | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| Target Corporation                                                                   | TGT 2.95 01/15/52                                                   | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $685808.54    | 0.03%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Railroad Company                                                       | UNP 5.866 07/02/30 06-1                                             | CUSIP: 90783WAA1<br>LEI: 549300E5Y4M86FFRWP82 | Long             | DBT              | CORP              | US        |    310143 | NS      | $318782.40    | 0.01%             | 2030-07-02      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8111                                                           | CUSIP: 3132D6AL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    739602 | NS      | $659657.74    | 0.02%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8123                                                           | CUSIP: 3132D6AY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3643185 | NS      | $3249342.56   | 0.12%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                                | MSFT 2.4 08/08/26                                                   | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    190000 | NS      | $177165.99    | 0.01%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| The Mosaic Company                                                                   | MOS 5.45 11/15/33                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    250000 | NS      | $243113.63    | 0.01%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.25 06/30/25                                                     | CUSIP: 912828ZW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | NS      | $31706445.40  | 1.20%             | 2025-06-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 5.25 02/15/28                                                   | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1022230.84   | 0.04%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                             | V 3.15 12/14/25                                                     | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1928144.48   | 0.07%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.25 05/31/28                                                     | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | NS      | $6926250.00   | 0.26%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 1.125 10/07/30                                                  | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |   1000000 | NS      | $784210.34    | 0.03%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                          | PFE 1.75 08/18/31                                                   | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    175000 | NS      | $140481.43    | 0.01%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD0198                                                           | CUSIP: 3132DMGF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    352213 | NS      | $345182.36    | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8061                                                           | CUSIP: 3132DV5W1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |    444933 | NS      | $380052.31    | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                  | O 3.95 08/15/27                                                     | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | NS      | $476675.73    | 0.02%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 1.4 11/02/26 GMTN                                                | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2000000 | NS      | $1754667.12   | 0.07%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                           | VMW 2.2 08/15/31                                                    | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $758863.90    | 0.03%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                                 | WLK 3.125 08/15/51                                                  | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $723419.92    | 0.03%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                 | STLD 3.45 04/15/30                                                  | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $879278.20    | 0.03%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVA 0.75 05/15/25                                                   | CUSIP: 880591EW8<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1000000 | NS      | $913845.51    | 0.03%             | 2025-05-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                           | AER 3 10/29/28                                                      | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1000000 | NS      | $837775.29    | 0.03%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8094                                                           | CUSIP: 3132DV7F6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |    107469 | NS      | $101651.13    | 0.00%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 4.5 11/18/24                                                   | CUSIP: 3133ENZ94<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1000000 | NS      | $998763.13    | 0.04%             | 2024-11-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP V5.405 08/10/33                                                | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | NS      | $933720.31    | 0.04%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVA 1.5 09/15/31                                                    | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   2000000 | NS      | $1569324.92   | 0.06%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Texas Instruments Incorporated                                                       | TXN 4.1 08/16/52                                                    | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $887753.06    | 0.03%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP 3.95 08/01/25                                                   | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $979638.07    | 0.04%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                   | AIG 3.4 06/30/30                                                    | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1675000 | NS      | $1476943.30   | 0.06%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                            | TOYOTA 1.9 01/13/27 MTN                                             | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1784634.20   | 0.07%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 3.375 02/14/42                                                  | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | NS      | $397416.64    | 0.01%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.25 08/15/31                                                     | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8807000 | NS      | $7141238.56   | 0.27%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 4.625 05/15/42                                                  | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | NS      | $454651.71    | 0.02%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corporation                                                             | ATO 5.5 06/15/41                                                    | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    175000 | NS      | $172294.15    | 0.01%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V5.304 08/09/26                                                | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | NS      | $496262.11    | 0.02%             | 2026-08-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                          | WDAY 3.8 04/01/32                                                   | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $882736.91    | 0.03%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FR RB5105                                                           | CUSIP: 3133KYU64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    791238 | NS      | $673837.80    | 0.03%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA 0.875 08/05/30                                                 | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1000000 | NS      | $793791.08    | 0.03%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                | FNMA 2.125 04/24/26                                                 | CUSIP: 3135G0K36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   7000000 | NS      | $6559745.08   | 0.25%             | 2026-04-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                | FNA 2019-M22 A2                                                     | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2016154 | NS      | $1785935.14   | 0.07%             | 2029-08-27      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                                                      | BLK 3.25 04/30/29                                                   | CUSIP: 09247XAP6<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $922206.65    | 0.03%             | 2029-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boston Properties Limited Partnership                                                | BXP 3.2 01/15/25                                                    | CUSIP: 10112RAZ7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    500000 | NS      | $478232.33    | 0.02%             | 2025-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Csail Commercial Mortagage Trust                                                     | CSAIL 2016-C7 A5                                                    | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-O            | CORP              | US        |   1825000 | NS      | $1699976.92   | 0.06%             | 2049-11-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 2.8 01/15/51                                                  | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    175000 | NS      | $110443.33    | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 644868                                                           | CUSIP: 31390FMR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33843 | NS      | $34686.14     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB2088                                                           | CUSIP: 3140QMKA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1904040 | NS      | $1614010.58   | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 5.5 11/15/32                                                  | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1042693.09   | 0.04%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                           | STZ 4.75 05/09/32                                                   | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $962215.18    | 0.04%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN FM6251                                                           | CUSIP: 3140X95M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2217189 | NS      | $2121737.69   | 0.08%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM9309                                                           | CUSIP: 3140XDKX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    857314 | NS      | $795415.37    | 0.03%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                        | WBD 3.625 05/15/30                                                  | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $824088.83    | 0.03%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana, LLC                                                               | ETR 0.95 10/01/24                                                   | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $930840.90    | 0.04%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                               | EXR 2.35 03/15/32                                                   | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $756705.74    | 0.03%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A97038                                                           | CUSIP: 312945ZB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    467238 | NS      | $449285.65    | 0.02%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4325                                                           | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2622818 | NS      | $2141107.36   | 0.08%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6866                                                           | CUSIP: 36179VTX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    467371 | NS      | $419458.62    | 0.02%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLB 1.25 12/21/26                                                  | CUSIP: 3130AQF65<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | NS      | $895168.11    | 0.03%             | 2026-12-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FR ZK7593                                                           | CUSIP: 3131XBNJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    230453 | NS      | $221519.28    | 0.01%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8131                                                           | CUSIP: 3132D6A83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2681200 | NS      | $2322512.62   | 0.09%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8144                                                           | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    417379 | NS      | $361410.02    | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD1059                                                           | CUSIP: 3132DNE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2152809 | NS      | $1964840.75   | 0.07%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA7673                                                           | CUSIP: 3133KPQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    631034 | NS      | $607577.09    | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AJ9278                                                           | CUSIP: 3138E2JY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    507690 | NS      | $475227.03    | 0.02%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS8142                                                           | CUSIP: 3138WJBL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289537 | NS      | $277270.60    | 0.01%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 190375                                                           | CUSIP: 31368HMY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35262 | NS      | $36557.94     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K052 A2                                                        | CUSIP: 3137BMTX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1000000 | NS      | $960724.00    | 0.04%             | 2025-11-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K095 A2                                                        | CUSIP: 3137FNAE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2500000 | NS      | $2262063.76   | 0.09%             | 2029-06-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS KJ37 A2                                                        | CUSIP: 3137H5FZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | NS      | $436814.05    | 0.02%             | 2030-11-25      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BO9355                                                           | CUSIP: 3140K5MD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1466489 | NS      | $1294828.59   | 0.05%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BT7183                                                           | CUSIP: 3140LV6V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1219553 | NS      | $1035346.00   | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AR6381                                                           | CUSIP: 3138W4CT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    836102 | NS      | $760770.22    | 0.03%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 735224                                                           | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26950 | NS      | $27800.20     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7650                                                           | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1372605 | NS      | $1226520.06   | 0.05%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 4801                                                             | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83910 | NS      | $83745.78     | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM3125                                                           | CUSIP: 3140X6PK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384158 | NS      | $354535.97    | 0.01%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM9088                                                           | CUSIP: 3140XDC20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355402 | NS      | $341801.35    | 0.01%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889364                                                           | CUSIP: 31410KB94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101778 | NS      | $106090.39    | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB1345                                                           | CUSIP: 31416WP71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92262 | NS      | $91462.60     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA2781                                                           | CUSIP: 31418CCT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359117 | NS      | $309614.33    | 0.01%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4493                                                           | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    832207 | NS      | $705543.24    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA3873                                                           | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    672823 | NS      | $608303.00    | 0.02%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7136                                                           | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1195265 | NS      | $1040600.81   | 0.04%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 1.75 11/15/26                                                   | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $882540.44    | 0.03%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                 | LVS 2.9 06/25/25                                                    | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    175000 | NS      | $160820.04    | 0.01%             | 2025-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 4.5 05/14/35                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1389458.19   | 0.05%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMT 2.3 09/15/31                                                    | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $777367.62    | 0.03%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                         | MAR 3.125 06/15/26 R                                                | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $936133.31    | 0.04%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Peru (Republic of)                                                                   | PERU 2.844 06/20/30                                                 | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1000000 | NS      | $844689.86    | 0.03%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: —       |
| Simon Property Group, L.P.                                                           | SPG 3.25 09/13/49                                                   | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    175000 | NS      | $115832.63    | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The J M Smucker Company                                                              | SJM 2.125 03/15/32                                                  | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $774752.41    | 0.03%             | 2032-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                                  | ADI 1.7 10/01/28                                                    | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $847319.90    | 0.03%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Aon Corp/ Aon Global Holdings PLC                                                    | AON 2.9 08/23/51                                                    | CUSIP: 03740LAB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    675000 | NS      | $429299.69    | 0.02%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                 | ELV 2.25 05/15/30                                                   | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $827244.44    | 0.03%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating Limited Partnership                                        | SUI 2.3 11/01/28                                                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $832475.26    | 0.03%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.5 11/30/24                                                      | CUSIP: 912828YV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24000000 | NS      | $22710000.00  | 0.86%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BW0037                                                           | CUSIP: 3140MRBF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1941258 | NS      | $1874093.37   | 0.07%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB1488                                                           | CUSIP: 31416WUN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142629 | NS      | $138059.52    | 0.01%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC V3.458 03/15/25 MTN                                             | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $973455.94    | 0.04%             | 2025-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS 0.65 07/31/24                                                   | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    175000 | NS      | $163146.38    | 0.01%             | 2024-07-31      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.75 08/15/32                                                     | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | NS      | $5463750.00   | 0.21%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                          | WMT 4.15 09/09/32                                                   | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $974144.04    | 0.04%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc.                                                               | AMAT 1.75 06/01/30                                                  | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    500000 | NS      | $407727.03    | 0.02%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding 2015-1                                                         | ATH 2.45 08/20/27 144A                                              | CUSIP: 04685A2P5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    825000 | NS      | $705187.27    | 0.03%             | 2027-08-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Capital One Multi Asset Execution Trust                                              | COMET 2021-A2 A2                                                    | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   1000000 | NS      | $833729.00    | 0.03%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| The Coca-Cola Company                                                                | KO 2 03/05/31                                                       | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $824656.13    | 0.03%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                | WFC 3.55 09/29/25 MTN                                               | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1442521.50   | 0.05%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                          | ZTS 2 05/15/30                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $811533.97    | 0.03%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.4 07/15/46                                                  | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2500000 | NS      | $1830975.00   | 0.07%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG New York Branch                                                     | CS 1.25 08/07/26                                                    | CUSIP: 22550L2G5<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   2999000 | NS      | $2426572.62   | 0.09%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                      | BANK 2019-BN20 ASB                                                  | CUSIP: 06540AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | NS      | $1991447.04   | 0.08%             | 2062-09-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 1.45 10/15/30                                                   | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    175000 | NS      | $139183.06    | 0.01%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                           | BIIB 4.05 09/15/25                                                  | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1458119.72   | 0.06%             | 2025-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                   | BA 2.196 02/04/26                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    175000 | NS      | $158998.46    | 0.01%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                  | D 4.7 12/01/44                                                      | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    175000 | NS      | $148983.24    | 0.01%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G02109                                                           | CUSIP: 3128LXKW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9108 | NS      | $9474.76      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cigna Corporation                                                                    | CI 2.4 03/15/30                                                     | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $837725.82    | 0.03%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                               | CMS 4.875 03/01/44                                                  | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $907030.39    | 0.03%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G02757                                                           | CUSIP: 3128M4ME0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38949 | NS      | $39819.62     | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB0233                                                           | CUSIP: 3132CWHJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    268658 | NS      | $256980.89    | 0.01%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chile (Republic of)                                                                  | CHILE 3.25 09/21/71                                                 | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000 | NS      | $307807.27    | 0.01%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                               | FANG 3.5 12/01/29                                                   | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $877321.41    | 0.03%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                            | DUK 2.45 02/01/30                                                   | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $854135.10    | 0.03%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                          | ECL 2.7 12/15/51                                                    | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $622008.87    | 0.02%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8112                                                           | CUSIP: 3132DWAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1986081 | NS      | $1534408.83   | 0.06%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8259                                                           | CUSIP: 3132DWE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    465640 | NS      | $467162.01    | 0.02%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QA3988                                                           | CUSIP: 31339UND8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    342533 | NS      | $305020.32    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AY0757                                                           | CUSIP: 3138YDZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312396 | NS      | $292924.13    | 0.01%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8121                                                           | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7723687 | NS      | $6314245.31   | 0.24%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8173                                                           | CUSIP: 3132DWCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9856313 | NS      | $8367565.89   | 0.32%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA6605                                                           | CUSIP: 3133KNKS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    925529 | NS      | $813761.61    | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM1786                                                           | CUSIP: 3140X46Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1005777 | NS      | $955898.51    | 0.04%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM6751                                                           | CUSIP: 3140XAQD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544878 | NS      | $500628.86    | 0.02%             | 2051-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 931792                                                           | CUSIP: 31412QF95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310522 | NS      | $314610.56    | 0.01%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 784768                                                           | CUSIP: 3622AAFH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1086782 | NS      | $983589.81    | 0.04%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                  | GIS 4.2 04/17/28                                                    | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $966330.94    | 0.04%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4438                                                           | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5150569 | NS      | $4368029.88   | 0.16%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Company                                                        | NEE 4.05 10/01/44                                                   | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    171000 | NS      | $144724.73    | 0.01%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                               | GM 5.2 04/01/45                                                     | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $812770.40    | 0.03%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 3.8 03/15/30                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | NS      | $2247436.35   | 0.08%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V1.542 09/10/27                                                  | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    175000 | NS      | $150959.80    | 0.01%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                | IBRD 0.75 11/24/27                                                  | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | NS      | $849690.00    | 0.03%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.239 07/21/32 GMTN                                             | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $901452.94    | 0.03%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.511 10/20/32 MTN                                              | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1565122.50   | 0.06%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7990                                                           | CUSIP: 36179W2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2319555 | NS      | $2195105.02   | 0.08%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                | SO 3.25 03/15/51 A                                                  | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $688124.07    | 0.03%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                  | BNS 1.05 03/02/26                                                   | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2500000 | NS      | $2210549.03   | 0.08%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Bank Of Amer Merrill Lynch Coml Mtg                                                  | BACM 2017-BNK3 A4                                                   | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | NS      | $3742261.20   | 0.14%             | 2050-02-17      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 5.4 08/15/32                                                    | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    500000 | NS      | $476175.25    | 0.02%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc.                                                            | GS V4.482 08/23/28                                                  | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1437621.77   | 0.05%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 1.8 10/14/31                                                    | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |   1500000 | NS      | $1214962.58   | 0.05%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                   | ORCL 4 07/15/46                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | NS      | $127529.21    | 0.00%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 2 08/12/31                                                     | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    175000 | NS      | $138599.40    | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                | IBRD 1.25 02/10/31                                                  | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | NS      | $807053.32    | 0.03%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                             | BMARK 2021-B25 A5                                                   | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | NS      | $829913.20    | 0.03%             | 2054-04-17      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                     | BRX 3.85 02/01/25                                                   | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    500000 | NS      | $479760.25    | 0.02%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                          | PEP 2.25 03/19/25                                                   | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | NS      | $475930.68    | 0.02%             | 2025-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                                   | SUCN 6.8 05/15/38                                                   | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    500000 | NS      | $523755.79    | 0.02%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA2471                                                           | CUSIP: 3140Q9W90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325081 | NS      | $309961.60    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM4488                                                           | CUSIP: 3140X77A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    778016 | NS      | $685858.87    | 0.03%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank                                                               | KDB 2.25 02/24/27                                                   | CUSIP: 500630DR6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   1000000 | NS      | $821040.00    | 0.03%             | 2027-02-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fur Wiederaufbau                                                       | KFW 1 10/01/26                                                      | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   1700000 | NS      | $1510528.34   | 0.06%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc.                                                                       | C V3.52 10/27/28                                                    | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1824792.54   | 0.07%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                      | DLTR 2.65 12/01/31                                                  | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $808827.92    | 0.03%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX 4.5 04/15/38                                                   | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1263551.91   | 0.05%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V1.512 07/20/27 GMTN                                             | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $1019650.89   | 0.04%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 2.8 03/10/27 MTN                                                 | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | NS      | $917097.97    | 0.03%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Company                                                        | FTSCN 3.05 03/15/25                                                 | CUSIP: 898813AP5<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     94000 | NS      | $90033.97     | 0.00%             | 2025-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SC0052                                                           | CUSIP: 3132D9BV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    795349 | NS      | $735812.84    | 0.03%             | 2040-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8182                                                           | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2582224 | NS      | $2104468.81   | 0.08%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8237                                                           | CUSIP: 3132DWEJ8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |   6216192 | NS      | $5831024.55   | 0.22%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q32667                                                           | CUSIP: 3132QN6D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286097 | NS      | $257621.15    | 0.01%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.125 08/15/40                                                    | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | NS      | $6831171.82   | 0.26%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 2 11/15/41                                                        | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | NS      | $2856093.76   | 0.11%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                   | ORCL 3.85 07/15/36                                                  | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2500000 | NS      | $2044284.75   | 0.08%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                                     | PKG 3.05 10/01/51                                                   | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $639413.79    | 0.02%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS2147                                                           | CUSIP: 3140XHL54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1200798 | NS      | $1126617.45   | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6821                                                           | CUSIP: 36179VSJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2365273 | NS      | $2195223.80   | 0.08%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peru (Republic of)                                                                   | PERU 3 01/15/34                                                     | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    500000 | NS      | $394037.35    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                          | PSX 4.65 11/15/34                                                   | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    500000 | NS      | $466492.07    | 0.02%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                        | SPLLLC 4.2 03/15/28                                                 | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $939970.98    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 3.625 08/21/42                                               | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    500000 | NS      | $402088.92    | 0.02%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7052                                                           | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1561824 | NS      | $1359889.81   | 0.05%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7767                                                           | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9279907 | NS      | $8049514.84   | 0.30%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 5.2 01/15/33                                                   | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $990983.85    | 0.04%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 3 02/15/47                                                        | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | NS      | $3683496.11   | 0.14%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 784393                                                           | CUSIP: 3622A23A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    478740 | NS      | $470812.19    | 0.02%             | 2047-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                                  | IVZ 3.75 01/15/26                                                   | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    500000 | NS      | $478767.77    | 0.02%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank                                                               | KDB 1.375 04/25/27                                                  | CUSIP: 500630DN5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    470000 | NS      | $406330.04    | 0.02%             | 2027-04-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.943 01/21/33                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $808978.31    | 0.03%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 3.5 09/15/53                                                      | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1034000 | NS      | $697884.01    | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.625 02/15/26                                                    | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | NS      | $5086640.63   | 0.19%             | 2026-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| The Western Union Company                                                            | WU 1.35 03/15/26                                                    | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    175000 | NS      | $153178.65    | 0.01%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                               | MSI 2.75 05/24/31                                                   | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1199312.82   | 0.05%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Northwest Pipeline LLC                                                               | WMB 7.125 12/01/25                                                  | CUSIP: 667748AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | NS      | $516475.28    | 0.02%             | 2025-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                           | OKE 6.1 11/15/32                                                    | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $999950.53    | 0.04%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| The Procter & Gamble Company                                                         | PG 2.45 11/03/26                                                    | CUSIP: 742718ER6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    175000 | NS      | $161696.00    | 0.01%             | 2026-11-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.875 05/15/28                                                    | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | NS      | $8963769.56   | 0.34%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                     | PSD 2.893 09/15/51                                                  | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $638659.98    | 0.02%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 1.15 06/10/25 MTN                                                | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | NS      | $915331.49    | 0.03%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| Bank of Montreal                                                                     | BMO 1.25 09/15/26 MTN                                               | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1500000 | NS      | $1310647.26   | 0.05%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 3.7 04/15/24                                                  | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $984756.86    | 0.04%             | 2024-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP 1.953 11/20/28                                                 | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | NS      | $850393.64    | 0.03%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QC6447                                                           | CUSIP: 3133AREU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5332817 | NS      | $4527893.79   | 0.17%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 4.125 12/12/25                                                 | CUSIP: 3133ENK82<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   2000000 | NS      | $1968144.24   | 0.07%             | 2025-12-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                          | ABBV 2.6 11/21/24                                                   | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1925000 | NS      | $1841569.24   | 0.07%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                | ARE 1.875 02/01/33                                                  | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    500000 | NS      | $371775.05    | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                         | SO 4.4 07/01/46                                                     | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    500000 | NS      | $416994.74    | 0.02%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International S.A.                                             | TTEFP 2.829 01/10/30                                                | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1000000 | NS      | $882655.06    | 0.03%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AZ4795                                                           | CUSIP: 3138YWKH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454879 | NS      | $434234.72    | 0.02%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BD3754                                                           | CUSIP: 3140FBE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    991632 | NS      | $927275.85    | 0.03%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc.                                                                          | ECL 1.65 02/01/27                                                   | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    500000 | NS      | $442607.92    | 0.02%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                     | KMI 4.7 11/01/42                                                    | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1239158.67   | 0.05%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 3.05 11/15/27                                                   | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $938893.18    | 0.04%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.25 04/30/28                                                     | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | NS      | $4338476.55   | 0.16%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.1 05/12/51                                                   | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    175000 | NS      | $124636.19    | 0.00%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.6 04/13/32                                                   | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $915126.34    | 0.03%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN BR9265                                                           | CUSIP: 3140L8JK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    756849 | NS      | $583911.55    | 0.02%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA1530                                                           | CUSIP: 3140Q8VY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    645962 | NS      | $598527.49    | 0.02%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                | WSTP V2.894 02/04/30                                                | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | NS      | $916781.38    | 0.03%             | 2030-02-04      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                 | AIIB 3.375 06/29/25                                                 | CUSIP: 04522KAF3<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1500000 | NS      | $1455895.80   | 0.05%             | 2025-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                      | AZN 1.375 08/06/30                                                  | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1500000 | NS      | $1185039.33   | 0.04%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G18726                                                           | CUSIP: 3128MMYY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    158959 | NS      | $153031.35    | 0.01%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8113                                                           | CUSIP: 3132D6AN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    259916 | NS      | $219504.65    | 0.01%             | 2036-08-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA3714                                                           | CUSIP: 31418DDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40365 | NS      | $35910.16     | 0.00%             | 2039-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4128                                                           | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519211 | NS      | $442186.70    | 0.02%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V2.159 09/15/29 144A                                            | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1000000 | NS      | $815221.33    | 0.03%             | 2029-09-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.15 11/15/30                                                  | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    425000 | NS      | $380864.67    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8076                                                           | CUSIP: 3132DV6M2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |    112416 | NS      | $106424.99    | 0.00%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8205                                                           | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5286068 | NS      | $4478110.11   | 0.17%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4329                                                           | CUSIP: 31418DY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1521837 | NS      | $1357373.59   | 0.05%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4333                                                           | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255541 | NS      | $217626.43    | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q52319                                                           | CUSIP: 3132XUSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    535342 | NS      | $496622.42    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RC1890                                                           | CUSIP: 3133L8C37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    343742 | NS      | $306594.20    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNA 2018-M12 A2                                                     | CUSIP: 3136B26W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    350000 | NS      | $330473.54    | 0.01%             | 2030-08-25      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K154 A2                                                        | CUSIP: 3137FDES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1500000 | NS      | $1401014.70   | 0.05%             | 2032-04-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH6788                                                           | CUSIP: 3138A8RJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251750 | NS      | $248843.29    | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 751325                                                           | CUSIP: 31403KVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102840 | NS      | $104813.02    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BP6768                                                           | CUSIP: 3140KEQW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    568207 | NS      | $506677.62    | 0.02%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM1691                                                           | CUSIP: 3140X42Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380419 | NS      | $356726.29    | 0.01%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7534                                                           | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    804876 | NS      | $699076.31    | 0.03%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 780189                                                           | CUSIP: 36225AF62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       684 | NS      | $684.14       | 0.00%             | 2025-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS 6.25 02/01/41                                                    | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1043692.41   | 0.04%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V0.732 08/17/24                                                | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | NS      | $963616.48    | 0.04%             | 2024-08-17      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4360                                                           | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2125698 | NS      | $1895942.90   | 0.07%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4585                                                           | CUSIP: 31418ECX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1209497 | NS      | $977471.07    | 0.04%             | 2042-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.956 05/13/31                                                 | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $823955.76    | 0.03%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                       | RENTEN 3.875 09/28/27                                               | CUSIP: 515110CC6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | NUSS              | DE        |   1000000 | NS      | $986765.64    | 0.04%             | 2027-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Fifth Third Bancorp                                                                  | FITB V1.707 11/01/27                                                | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    500000 | NS      | $443486.59    | 0.02%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Company                                                        | NEE 5.96 04/01/39                                                   | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    140000 | NS      | $148848.24    | 0.01%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Company                                                        | TAP 4.2 07/15/46                                                    | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    500000 | NS      | $387683.48    | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                               | NIB 0.5 01/21/26 GMTN                                               | CUSIP: 65562QBQ7<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   1000000 | NS      | $897814.02    | 0.03%             | 2026-01-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                             | G2 MA5079                                                           | CUSIP: 36179TUC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    612031 | NS      | $602668.44    | 0.02%             | 2048-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN AD1734                                                           | CUSIP: 36180C4T3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    182763 | NS      | $167308.08    | 0.01%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                         | NVDA 1.55 06/15/28                                                  | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    675000 | NS      | $576359.77    | 0.02%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                 | OTIS 2.293 04/05/27                                                 | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $895028.52    | 0.03%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                             | GN 737532                                                           | CUSIP: 3620ARLM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    356245 | NS      | $343112.00    | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 5.5 10/15/40                                                    | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | NS      | $492679.16    | 0.02%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                             | CE 3.5 05/08/24                                                     | CUSIP: 15089QAJ3<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    500000 | NS      | $483014.76    | 0.02%             | 2024-05-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                  | DIS 2.65 01/13/31                                                   | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1280346.69   | 0.05%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                 | RY 0.65 07/29/24                                                    | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    140000 | NS      | $130679.92    | 0.00%             | 2024-07-29      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                                  | SIVB V4.345 04/29/28                                                | CUSIP: 78486QAR2<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $945633.63    | 0.04%             | 2028-04-29      | Fixed         | 4.34%                 | No            |                  2 | On Loan: —       |
| Marathon Petroleum Company                                                           | MPC 4.75 09/15/44                                                   | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    500000 | NS      | $417499.08    | 0.02%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                               | INDOIS 4.7 06/06/32 144A                                            | CUSIP: 71567PAV2<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    400000 | NS      | $393574.74    | 0.01%             | 2032-06-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM4317                                                           | CUSIP: 3140X7YP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    619815 | NS      | $546975.32    | 0.02%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM5940                                                           | CUSIP: 3140X9S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1910990 | NS      | $1561865.53   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                            | PHILIP 2.95 05/05/45                                                | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | NS      | $359242.99    | 0.01%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, L.P.                                                           | SPG 2.45 09/13/29                                                   | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $834890.00    | 0.03%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                  | D 2.25 08/15/31 C                                                   | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $934920.64    | 0.04%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G08763                                                           | CUSIP: 3128MJZ52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    514350 | NS      | $443906.89    | 0.02%             | 2047-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                 | POLAND 5.5 11/16/27                                                 | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1000000 | NS      | $1025924.00   | 0.04%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                          | VTRS 2.7 06/22/30                                                   | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    175000 | NS      | $136821.00    | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS2503                                                           | CUSIP: 3140XHX93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    673016 | NS      | $644019.12    | 0.02%             | 2037-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 922279                                                           | CUSIP: 31412DUC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462591 | NS      | $478611.03    | 0.02%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                         | SO 3.7 04/30/30 A                                                   | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    500000 | NS      | $451261.59    | 0.02%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 3 08/15/52                                                        | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22500000 | NS      | $18537890.65  | 0.70%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8133                                                           | CUSIP: 3132DWBA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5815676 | NS      | $4489887.61   | 0.17%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q63523                                                           | CUSIP: 3132VP4H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1375972 | NS      | $1280555.36   | 0.05%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                | WFC 4.4 06/14/46 MTN                                                | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $803225.82    | 0.03%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| The Williams Companies, Inc.                                                         | WMB 4.65 08/15/32                                                   | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $930903.79    | 0.04%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2 02/15/25                                                        | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20250000 | NS      | $19267558.70  | 0.73%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.5 10/31/27                                                      | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | NS      | $12687304.65  | 0.48%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                      | UHS 2.65 10/15/30 144A                                              | CUSIP: 913903AV2<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $795873.09    | 0.03%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Limited                                                                | VALEBZ 6.875 11/21/36                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    250000 | NS      | $263783.25    | 0.01%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA8247                                                           | CUSIP: 3133KQEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    644091 | NS      | $635888.53    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AH5574                                                           | CUSIP: 3138A7FQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    599252 | NS      | $575481.04    | 0.02%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                | WFC 4.3 07/22/27 GMTN                                               | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | NS      | $721745.21    | 0.03%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                | WFC V4.897 07/25/33 MTN                                             | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $949533.12    | 0.04%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                        | AEP 2.1 07/01/30 I                                                  | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $810699.72    | 0.03%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 2.3 06/01/27                                                      | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    175000 | NS      | $155643.05    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.15 08/22/27                                                  | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1879337.91   | 0.07%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.7 08/05/51                                                   | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $774607.89    | 0.03%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC V5.015 07/22/33                                                 | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $949391.93    | 0.04%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Company                                                                | CPB 2.375 04/24/30                                                  | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    500000 | NS      | $416085.32    | 0.02%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corporation                                                         | COST 1.75 04/20/32                                                  | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1185848.15   | 0.04%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Company                                                                 | DTE 3.75 08/15/47                                                   | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $781713.78    | 0.03%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                       | DE 3.9 06/07/32 MTN                                                 | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1866940.34   | 0.07%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                    | EPD 4.85 08/15/42                                                   | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    664000 | NS      | $586539.33    | 0.02%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 1.75 03/15/29                                                   | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | NS      | $870330.94    | 0.03%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FG G08400                                                           | CUSIP: 3128MJNS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138647 | NS      | $140558.41    | 0.01%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG J17774                                                           | CUSIP: 3128PXT71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108047 | NS      | $104641.43    | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG C09020                                                           | CUSIP: 31292SAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    328566 | NS      | $307836.80    | 0.01%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8052                                                           | CUSIP: 3132D55M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1271138 | NS      | $1133857.80   | 0.04%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8108                                                           | CUSIP: 3132D6AH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    567186 | NS      | $520923.93    | 0.02%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8139                                                           | CUSIP: 3132DWBG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    884917 | NS      | $683044.93    | 0.03%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q33027                                                           | CUSIP: 3132QPLH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    867460 | NS      | $780045.89    | 0.03%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RB5066                                                           | CUSIP: 3133KYTX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    218385 | NS      | $191571.35    | 0.01%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 820341                                                           | CUSIP: 31406ULW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25275 | NS      | $25811.87     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BC9083                                                           | CUSIP: 3140F5CV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307071 | NS      | $274756.88    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB1784                                                           | CUSIP: 3140QL6W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5661828 | NS      | $4805456.71   | 0.18%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB3103                                                           | CUSIP: 3140QNNV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    950155 | NS      | $813028.97    | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM7458                                                           | CUSIP: 3140XBJC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279236 | NS      | $268536.13    | 0.01%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB9773                                                           | CUSIP: 31417G2F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    708149 | NS      | $672668.62    | 0.03%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA1773                                                           | CUSIP: 31418A6K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157981 | NS      | $152968.66    | 0.01%             | 2034-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD1655                                                           | CUSIP: 31418NZV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139311 | NS      | $137703.34    | 0.01%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA4652                                                           | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    651386 | NS      | $607136.02    | 0.02%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6603                                                           | CUSIP: 36179VKQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    326238 | NS      | $327457.66    | 0.01%             | 2050-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7051                                                           | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4003689 | NS      | $3376738.37   | 0.13%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 2.375 07/15/31                                                  | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $778428.26    | 0.03%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V2.206 08/17/29                                                | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2741000 | NS      | $2212483.31   | 0.08%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED V1.4 07/01/26 144A                                           | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | NS      | $899019.31    | 0.03%             | 2026-07-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.083 04/22/26                                                 | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1524000 | NS      | $1414723.49   | 0.05%             | 2026-04-22      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V1.953 02/04/32                                                 | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | NS      | $133861.72    | 0.01%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS 3.75 01/11/27                                                | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1500000 | NS      | $1395311.00   | 0.05%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                 | MUFG V2.852 01/19/33                                                | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | NS      | $796026.80    | 0.03%             | 2033-01-19      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                   | ORCL 2.5 04/01/25                                                   | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    800000 | NS      | $754301.30    | 0.03%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                 | PANAMA 6.4 02/14/35                                                 | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1000000 | NS      | $1014409.94   | 0.04%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                 | Q 1.35 05/28/30                                                     | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |   2000000 | NS      | $1620058.75   | 0.06%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic of)                                                                | URUGUA 5.75 10/28/34                                                | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1000000 | NS      | $1080757.42   | 0.04%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Starbucks Corporation                                                                | SBUX 2.25 03/12/30                                                  | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1246105.79   | 0.05%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4413                                                           | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10529649 | NS      | $8586790.51   | 0.32%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5818                                                           | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    288768 | NS      | $283413.46    | 0.01%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS8453                                                           | CUSIP: 3138WJMB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    506808 | NS      | $453316.88    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BJ1471                                                           | CUSIP: 3140H2T57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1247695 | NS      | $1187380.18   | 0.04%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB1146                                                           | CUSIP: 31416WHY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186855 | NS      | $186620.07    | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0639                                                           | CUSIP: 31417YV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    699928 | NS      | $672167.82    | 0.03%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                           | TVA 4.25 09/15/52                                                   | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1000000 | NS      | $884685.25    | 0.03%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                         | T 3.125 08/31/29                                                    | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | NS      | $12816035.19  | 0.48%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                               | HLNLN 3.625 03/24/32                                                | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $877878.31    | 0.03%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Halliburton Company                                                                  | HAL 5 11/15/45                                                      | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    500000 | NS      | $442723.21    | 0.02%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc                                                                       | HD 1.875 09/15/31                                                   | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1198646.57   | 0.05%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| International Finance Corporation                                                    | IFC 0.375 07/16/25 GMTN                                             | CUSIP: 45950KCT5<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    400000 | NS      | $361697.49    | 0.01%             | 2025-07-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fur Wiederaufbau                                                       | KFW 0.625 01/22/26                                                  | CUSIP: 500769JJ4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   3000000 | NS      | $2686472.67   | 0.10%             | 2026-01-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                                  | LH 3.6 09/01/27                                                     | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $946527.89    | 0.04%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                      | WBD 5.05 03/15/42 144A                                              | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1530164.40   | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                            | PHILIP 5.5 03/30/26                                                 | CUSIP: 718286BN6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | NS      | $512104.34    | 0.02%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Company                                              | PEG 4.05 05/01/45 K                                                 | CUSIP: 74456QBM7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $792411.96    | 0.03%             | 2045-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                 | Q 2.75 04/12/27                                                     | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |    500000 | NS      | $468710.46    | 0.02%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4441                                                           | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2408750 | NS      | $2085803.35   | 0.08%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4587                                                           | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    859378 | NS      | $747322.16    | 0.03%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                                             | STT 2.2 03/03/31                                                    | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $799505.88    | 0.03%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.5 02/15/45                                                      | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | NS      | $9787070.28   | 0.37%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7828                                                           | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2106157 | NS      | $1875470.25   | 0.07%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                          | IL ILS 5.1 06/01/2033                                               | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    600000 | NS      | $575843.34    | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.375 05/15/27                                                    | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | NS      | $1398457.04   | 0.05%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.625 03/31/27                                                    | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | NS      | $10846679.75  | 0.41%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                  | ITALY 3.875 05/06/51                                                | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   1000000 | NS      | $672502.00    | 0.03%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                 | JPM V1.578 04/22/27                                                 | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $1032428.39   | 0.04%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.375 09/30/27                                                    | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | NS      | $17703984.48  | 0.67%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                             | JBIC 2.25 11/04/26 DTC                                              | CUSIP: 471048AZ1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   4000000 | NS      | $3654572.06   | 0.14%             | 2026-11-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                         | MDLZ 2.75 04/13/30                                                  | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    500000 | NS      | $430976.70    | 0.02%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                         | NOC 3.25 01/15/28                                                   | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $922249.68    | 0.03%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                   | ORCL 6.125 07/08/39                                                 | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | NS      | $174067.29    | 0.01%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 1.15 01/30/28                                                   | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $849904.01    | 0.03%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                  | ALLY 2.2 11/02/28                                                   | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $779670.21    | 0.03%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| PECO Energy Company                                                                  | EXC 4.375 08/15/52                                                  | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $879604.50    | 0.03%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Perkinelmer, Inc.                                                                    | PKI 2.25 09/15/31                                                   | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $783528.63    | 0.03%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 4.65 12/01/29                                                  | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1985040.52   | 0.07%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 3 01/15/52                                                     | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    675000 | NS      | $430809.31    | 0.02%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                        | QCOM 1.3 05/20/28                                                   | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1269110.87   | 0.05%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                        | TRPCN 1 10/12/24                                                    | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1000000 | NS      | $925524.84    | 0.03%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Union Pac Rr 07-3                                                                    | UNP 6.176 01/02/31 07-3                                             | CUSIP: 90783XAA9<br>LEI: 549300E5Y4M86FFRWP82 | Long             | ABS-O            | CORP              | US        |    154774 | NS      | $159412.45    | 0.01%             | 2031-01-02      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.625 11/15/50                                                    | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | NS      | $5950000.00   | 0.22%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.25 08/15/27                                                     | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | NS      | $9250390.60   | 0.35%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic of)                                                                | URUGUA 4.375 01/23/31                                               | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    500000 | NS      | $496640.25    | 0.02%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                           | AER 3.875 01/23/28                                                  | CUSIP: 00774MAE5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1500000 | NS      | $1349018.90   | 0.05%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 3.633 04/06/30                                                 | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $1078345.48   | 0.04%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Cigna Corporation                                                                    | CI 4.8 08/15/38                                                     | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1750000 | NS      | $1624057.35   | 0.06%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                                | CPT 2.8 05/15/30                                                    | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $860428.22    | 0.03%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                               | WM 1.5 03/15/31                                                     | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $781839.06    | 0.03%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 2.75 06/01/31                                                     | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1657428.18   | 0.06%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| America Movil S.A.B. de C.V.                                                         | AMXLMM 2.875 05/07/30                                               | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    750000 | NS      | $636704.56    | 0.02%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                              | BK V5.802 10/25/28                                                  | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1034045.34   | 0.04%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                   | BA 5.93 05/01/60                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    175000 | NS      | $159415.24    | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                  | CGCMT 2018-C6 A4                                                    | CUSIP: 17327GAY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1020000 | NS      | $969894.74    | 0.04%             | 2051-11-10      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Daimler Finance North America LLC                                                    | MBGGR 1.45 03/02/26 144A                                            | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $894485.14    | 0.03%             | 2026-03-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                                   | D 2.3 12/01/31 A                                                    | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $806515.46    | 0.03%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 481417                                                           | CUSIP: 31382FYN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17921 | NS      | $18191.00     | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank 2018-Bnk10                                                                      | BANK 2018-BN10 A5                                                   | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $279424.14    | 0.01%             | 2061-02-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                   | BA 2.95 02/01/30                                                    | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | NS      | $2540767.78   | 0.10%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL1456                                                           | CUSIP: 3138EHTN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246818 | NS      | $237033.55    | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS5271                                                           | CUSIP: 3138WE2D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226894 | NS      | $217329.14    | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties Limited Partnership                                                | BXP 6.75 12/01/27                                                   | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1031106.34   | 0.04%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.5 02/15/41 144A                                              | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    175000 | NS      | $124255.91    | 0.00%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 2.625 03/15/24                                                  | CUSIP: 298785HV1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2500000 | NS      | $2436118.15   | 0.09%             | 2024-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FG A93235                                                           | CUSIP: 312941SY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75379 | NS      | $76417.94     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | BNSF 5.15 09/01/43                                                  | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | NS      | $487864.68    | 0.02%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY NORTHWEST WASH                                                                | WA ENEPWR 2.81 07/01/2024                                           | CUSIP: 29270CL37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | NS      | $48967.42     | 0.00%             | 2024-07-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AU3735                                                           | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    636760 | NS      | $578586.01    | 0.02%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 695208                                                           | CUSIP: 31400RKV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121950 | NS      | $125078.43    | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 843492                                                           | CUSIP: 31407XC58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41625 | NS      | $43116.35     | 0.00%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA3845                                                           | CUSIP: 3140QBHX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    961019 | NS      | $939010.30    | 0.04%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG C25252                                                           | CUSIP: 31293NZR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8141 | NS      | $8349.07      | 0.00%             | 2029-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8069                                                           | CUSIP: 3132D56E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    454044 | NS      | $404986.71    | 0.02%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR ZT0499                                                           | CUSIP: 3132ACRU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    227165 | NS      | $216600.16    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8088                                                           | CUSIP: 3132D56Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1516018 | NS      | $1313290.79   | 0.05%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995024                                                           | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160047 | NS      | $165469.64    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA3148                                                           | CUSIP: 31418CQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1089944 | NS      | $1010336.53   | 0.04%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8503                                                           | CUSIP: 3132D6NU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    826370 | NS      | $737118.55    | 0.03%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q22889                                                           | CUSIP: 3132JQF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    449004 | NS      | $431740.19    | 0.02%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4447                                                           | CUSIP: 31418D5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284414 | NS      | $244978.06    | 0.01%             | 2041-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4328                                                           | CUSIP: 31418DY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    917073 | NS      | $794426.10    | 0.03%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RB0352                                                           | CUSIP: 3133KTL99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    410305 | NS      | $335666.41    | 0.01%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RB5137                                                           | CUSIP: 3133KYV63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    676775 | NS      | $553596.34    | 0.02%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8146                                                           | CUSIP: 3132D6BP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    611913 | NS      | $561424.71    | 0.02%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8202                                                           | CUSIP: 3132DWDF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    423900 | NS      | $385543.28    | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4342                                                           | CUSIP: 31418DZG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370614 | NS      | $303196.70    | 0.01%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4656                                                           | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6250167 | NS      | $6016618.98   | 0.23%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RB5110                                                           | CUSIP: 3133KYVB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    261332 | NS      | $213773.64    | 0.01%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K067 A2                                                        | CUSIP: 3137FAWS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1100000 | NS      | $1042629.61   | 0.04%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q35369                                                           | CUSIP: 3132QR6F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    784546 | NS      | $706133.02    | 0.03%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q52312                                                           | CUSIP: 3132XUSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    536118 | NS      | $512014.01    | 0.02%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7707                                                           | CUSIP: 36179WR42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1685184 | NS      | $1550576.01   | 0.06%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8347                                                           | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2439380 | NS      | $2366762.97   | 0.09%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL6281                                                           | CUSIP: 3138EN6T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321095 | NS      | $307561.98    | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BM1780                                                           | CUSIP: 3140J56S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191408 | NS      | $187866.52    | 0.01%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                          | GSK 3 06/01/24                                                      | CUSIP: 377373AG0<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    500000 | NS      | $486403.87    | 0.02%             | 2024-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                         | HPP 3.95 11/01/27                                                   | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $850868.26    | 0.03%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 0.23 01/19/24                                                  | CUSIP: 3133EMNG3<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1000000 | NS      | $953271.56    | 0.04%             | 2024-01-19      | Fixed         | 0.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K100 A2                                                        | CUSIP: 3137FQ3A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2007000 | NS      | $1795946.49   | 0.07%             | 2029-09-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                | REPHUN 3.125 09/21/51 144A                                          | CUSIP: 445545AN6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1000000 | NS      | $600424.00    | 0.02%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                                          | IBM 4.15 07/27/27                                                   | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $974391.93    | 0.04%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                                                    | MKC 3.25 11/15/25                                                   | CUSIP: 579780AK3<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    357000 | NS      | $338789.33    | 0.01%             | 2025-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                                | MSFT 2.921 03/17/52                                                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1547000 | NS      | $1094503.60   | 0.04%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AU3742                                                           | CUSIP: 3138X3EQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389704 | NS      | $364528.42    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AW8165                                                           | CUSIP: 3138XYCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256942 | NS      | $246753.46    | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                          | MIZUHO 2.564 09/13/31                                               | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | NS      | $762012.12    | 0.03%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                 | POLAND 3.25 04/06/26                                                | CUSIP: 731011AU6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    500000 | NS      | $478900.00    | 0.02%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc.                                                         | RJF 3.75 04/01/51                                                   | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    500000 | NS      | $360987.54    | 0.01%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan                                                             | SCDA 3.25 06/08/27                                                  | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | MUN               | CA        |   1000000 | NS      | $953316.17    | 0.04%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BP6626                                                           | CUSIP: 3140KELG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4221351 | NS      | $3452572.45   | 0.13%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM8966                                                           | CUSIP: 3140XC6C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7062905 | NS      | $6017639.76   | 0.23%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | USB V2.215 01/27/28 mtn                                             | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $898860.05    | 0.03%             | 2028-01-27      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.5 02/28/26                                                      | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | NS      | $15147929.73  | 0.57%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD0588                                                           | CUSIP: 31418MUN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192759 | NS      | $195593.89    | 0.01%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                          | FISV 4.2 10/01/28                                                   | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $945949.24    | 0.04%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY N C CHAPEL HILL                                                           | NC UNCHGR 3.85 12/01/2034                                           | CUSIP: 914713K68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | NS      | $893338.60    | 0.03%             | 2034-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6822                                                           | CUSIP: 36179VSK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204037 | NS      | $194161.25    | 0.01%             | 2050-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7254                                                           | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4295894 | NS      | $3620326.37   | 0.14%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7340                                                           | CUSIP: 36179WEM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    338659 | NS      | $308678.25    | 0.01%             | 2036-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8491                                                           | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | NS      | $1006212.87   | 0.04%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BN5278                                                           | CUSIP: 3140JM2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    392089 | NS      | $382529.05    | 0.01%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB0397                                                           | CUSIP: 3140QKNP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9870987 | NS      | $8675125.15   | 0.33%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 5260                                                             | CUSIP: 36202FZZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     34191 | NS      | $34452.57     | 0.00%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 469980                                                           | CUSIP: 36209FCR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162560 | NS      | $156568.83    | 0.01%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM8938                                                           | CUSIP: 3140XC4Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5831614 | NS      | $4786128.30   | 0.18%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5651                                                           | CUSIP: 36179UH47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2658328 | NS      | $2532790.18   | 0.10%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7771                                                           | CUSIP: 36179WT40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    735038 | NS      | $715904.41    | 0.03%             | 2051-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOUSTON TEX                                                                          | TX HOUUTL 3.83 05/15/2028                                           | CUSIP: 4424355B5<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |   1000000 | NS      | $961020.50    | 0.04%             | 2028-05-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 3.25 05/12/61                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    175000 | NS      | $119803.53    | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc.                                                               | GBDC 2.5 08/24/26                                                   | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    175000 | NS      | $148574.33    | 0.01%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                    | HSBC V1.589 05/24/27                                                | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    175000 | NS      | $150887.00    | 0.01%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 3.05 08/12/51                                                  | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    175000 | NS      | $113311.70    | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MMC 4.375 03/15/29                                                  | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    500000 | NS      | $482944.13    | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC V2.972 07/21/52                                                 | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2175000 | NS      | $1358535.30   | 0.05%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                    | BRKHEC 3.7 07/15/30                                                 | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    500000 | NS      | $455538.27    | 0.02%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                      | IADB 1.125 07/20/28                                                 | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1000000 | NS      | $849083.43    | 0.03%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC 6.11 01/29/37                                                   | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | NS      | $505680.32    | 0.02%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                              | MA 3.3 03/26/27                                                     | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $952374.30    | 0.04%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                                           | BRKHEC 2.7 08/01/52                                                 | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $752300.06    | 0.03%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                                   | CTRA 3.9 05/15/27                                                   | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $933720.99    | 0.04%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                  | CNC 2.5 03/01/31                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1173709.67   | 0.04%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust                                   | MSBAM 2016-C32 A4                                                   | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | NS      | $1450663.91   | 0.05%             | 2049-12-17      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.484 09/16/36                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1450262.48   | 0.05%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                        | ED 3.125 11/15/27 B                                                 | CUSIP: 209111FM0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $916911.75    | 0.03%             | 2027-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                     | DUK 3.5 06/15/51                                                    | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    175000 | NS      | $121495.12    | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                  | ABT 1.4 06/30/30                                                    | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    500000 | NS      | $397180.39    | 0.01%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Nike, Inc.                                                                           | NKE 2.85 03/27/30                                                   | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $893645.05    | 0.03%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2022-B OWNER TRUST                                           | NAROT 2022-B A4                                                     | CUSIP: 65480JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | NS      | $1182216.60   | 0.04%             | 2029-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                             | ARCC 2.875 06/15/28                                                 | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2279000 | NS      | $1827368.39   | 0.07%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 3.7 06/06/27                                                    | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    500000 | NS      | $472412.89    | 0.02%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corporation                                                    | RTX 2.82 09/01/51                                                   | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $761122.67    | 0.03%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corporation                                                          | SCCO 5.25 11/08/42                                                  | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    500000 | NS      | $477091.19    | 0.02%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc.                                                                   | SUCN 3.75 03/04/51                                                  | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    175000 | NS      | $125710.21    | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 4.375 04/15/40                                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1280099.39   | 0.05%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mylan II B.V.                                                                        | VTRS 3.95 06/15/26                                                  | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | NL        |    500000 | NS      | $467432.37    | 0.02%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                              | NXPI 2.65 02/15/32                                                  | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |   1000000 | NS      | $782643.27    | 0.03%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                         | BMY 4.35 11/15/47                                                   | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1321473.18   | 0.05%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CF Industries, Inc.                                                                  | CF 5.15 03/15/34                                                    | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    175000 | NS      | $165636.45    | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8084                                                           | CUSIP: 3132DV6V2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |   2519750 | NS      | $2220436.60   | 0.08%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD7552                                                           | CUSIP: 3132DVL94<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |   1875394 | NS      | $1601548.40   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.375 08/15/24                                                    | CUSIP: 912828D56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | NS      | $9166015.63   | 0.35%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.625 08/15/29                                                    | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25500000 | NS      | $22128222.72  | 0.83%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| The Coca-Cola Company                                                                | KO 2.6 06/01/50                                                     | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1324737.06   | 0.05%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Company                                                            | CL 3.25 08/15/32                                                    | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $902441.22    | 0.03%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                                   | PFSFC 2021-A A                                                      | CUSIP: 69335PDZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | NS      | $282278.94    | 0.01%             | 2026-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                         | PEG 1.6 08/15/30                                                    | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    175000 | NS      | $135688.33    | 0.01%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.25 03/15/24                                                     | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34000000 | NS      | $32232265.54  | 1.22%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                | WFC V3.526 03/24/28 MTN                                             | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1852001.96   | 0.07%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8201                                                           | CUSIP: 3132DWDE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2759585 | NS      | $2423336.37   | 0.09%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8213                                                           | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8272840 | NS      | $7264355.37   | 0.27%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 2.25 01/15/31                                                   | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1604463.84   | 0.06%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress Inc                                                             | DUK 2 08/15/31                                                      | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    657000 | NS      | $519149.41    | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                            | TD 4.693 09/15/27 MTN                                               | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | NS      | $988571.79    | 0.04%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 3.1 04/27/26 MTN                                                | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $944516.54    | 0.04%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8245                                                           | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5689394 | NS      | $5476502.51   | 0.21%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA6019                                                           | CUSIP: 3133KMVL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2922955 | NS      | $2480393.42   | 0.09%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.375 01/31/26                                                    | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | NS      | $14680488.24  | 0.55%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 3.5 08/15/39                                                    | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1225926.66   | 0.05%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exelon Generation Company, LLC                                                       | CEG 3.25 06/01/25                                                   | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $956748.74    | 0.04%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG C73009                                                           | CUSIP: 31288BKW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36867 | NS      | $37808.85     | 0.00%             | 2032-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                     | AEP 5.75 11/01/27                                                   | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1026437.53   | 0.04%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.1 03/22/28                                                     | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1110000 | NS      | $963344.80    | 0.04%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| W. P. Carey Inc                                                                      | WPC 2.45 02/01/32                                                   | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $781409.29    | 0.03%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                           | ZBH 4.25 08/15/35                                                   | CUSIP: 98956PAG7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1028000 | NS      | $851176.89    | 0.03%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RB5135                                                           | CUSIP: 3133KYV48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    657603 | NS      | $554321.11    | 0.02%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RC1319                                                           | CUSIP: 3133L7PC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    246273 | NS      | $225827.22    | 0.01%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD7514                                                           | CUSIP: 3132DVK38<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |    612553 | NS      | $564396.58    | 0.02%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8160                                                           | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3632843 | NS      | $2963111.59   | 0.11%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc (CA) Inc                                                       | WCNCN 2.2 01/15/32                                                  | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   1000000 | NS      | $793307.25    | 0.03%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| The Williams Companies, Inc.                                                         | WMB 2.6 03/15/31                                                    | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    675000 | NS      | $546245.76    | 0.02%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                           | CDWC 2.67 12/01/26                                                  | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | NS      | $887818.00    | 0.03%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                | CHCOCH 2.742 12/31/39                                               | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    175000 | NS      | $135321.22    | 0.01%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QA2378                                                           | CUSIP: 31334YUB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    356999 | NS      | $316522.06    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BC1105                                                           | CUSIP: 3140EVGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1365157 | NS      | $1268003.80   | 0.05%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLB 5.75 06/12/26                                                  | CUSIP: 3133XG6E9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    600000 | NS      | $627518.66    | 0.02%             | 2026-06-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QA5131                                                           | CUSIP: 31346YVY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    600098 | NS      | $551110.84    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C 4.45 09/29/27                                                     | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3250000 | NS      | $3098577.17   | 0.12%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V1.281 11/03/25                                                   | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $921436.01    | 0.03%             | 2025-11-03      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BE2369                                                           | CUSIP: 3140FMT30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316166 | NS      | $302051.65    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BO7843                                                           | CUSIP: 3140K3WD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1570002 | NS      | $1389398.92   | 0.05%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K061 A2                                                        | CUSIP: 3137BTUM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1882000 | NS      | $1801014.53   | 0.07%             | 2026-11-25      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHLMC 0.375 09/23/25                                                | CUSIP: 3137EAEX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2000000 | NS      | $1799762.14   | 0.07%             | 2025-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Council of Europe Development Bank                                                   | COE 0.875 09/22/26                                                  | CUSIP: 222213AY6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |   1500000 | NS      | $1321148.22   | 0.05%             | 2026-09-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corporation                                                       | DE 1.7 01/11/27 MTN                                                 | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | NS      | $445849.34    | 0.02%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN CA2652                                                           | CUSIP: 3140Q95N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308074 | NS      | $307932.46    | 0.01%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB3189                                                           | CUSIP: 3140QNRK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1424349 | NS      | $1270344.02   | 0.05%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company                                                                  | DIS 4.125 12/01/41 E                                                | CUSIP: 25468PCR5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $857548.08    | 0.03%             | 2041-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG C91891                                                           | CUSIP: 3128P8C41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    685960 | NS      | $637074.24    | 0.02%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS3500                                                           | CUSIP: 3140XJ3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    900000 | NS      | $818559.75    | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4120                                                           | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1139302 | NS      | $972417.74    | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 761903                                                           | CUSIP: 31403YNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20127 | NS      | $20284.65     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB2175                                                           | CUSIP: 3140QMMZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2415543 | NS      | $2213347.58   | 0.08%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8097                                                           | CUSIP: 3132DV7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1310857 | NS      | $1072257.59   | 0.04%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8278                                                           | CUSIP: 3132DWFT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    496139 | NS      | $503612.61    | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB3298                                                           | CUSIP: 3140QNUY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4924169 | NS      | $4175914.63   | 0.16%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM1388                                                           | CUSIP: 3140X4RJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1567182 | NS      | $1443148.92   | 0.05%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QA8043                                                           | CUSIP: 3133A25C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    152198 | NS      | $136011.15    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA6428                                                           | CUSIP: 3133KND91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1181096 | NS      | $1037032.18   | 0.04%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4584                                                           | CUSIP: 31418ECW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1139226 | NS      | $1067000.22   | 0.04%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA3454                                                           | CUSIP: 36179RZT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    543397 | NS      | $506902.65    | 0.02%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA6817                                                           | CUSIP: 3133KNSE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2350431 | NS      | $1993639.17   | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BH8644                                                           | CUSIP: 3140GXTA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377287 | NS      | $359019.68    | 0.01%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BM5328                                                           | CUSIP: 3140J94N8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365577 | NS      | $348808.78    | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM4717                                                           | CUSIP: 3140X8G35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1330611 | NS      | $1134510.53   | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V0.969 06/23/25                                                 | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1025000 | NS      | $955473.28    | 0.04%             | 2025-06-23      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Johnson Controls, Inc.                                                               | JCI 3.625 07/02/24                                                  | CUSIP: 478373AC7<br>LEI: 3LB2NG8VUULSCV2NO430 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $964090.90    | 0.04%             | 2024-07-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM9958                                                           | CUSIP: 3140XEB45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3295899 | NS      | $3007532.26   | 0.11%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS1861                                                           | CUSIP: 3140XHB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    285409 | NS      | $267332.44    | 0.01%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fur Wiederaufbau                                                       | KFW 0.75 09/30/30                                                   | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   2000000 | NS      | $1561846.03   | 0.06%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 3.9 06/15/32                                                    | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | NS      | $471147.22    | 0.02%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Fnma Pass-Thru I                                                                     | FN FM8785                                                           | CUSIP: 3140XCXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4122587 | NS      | $3520646.35   | 0.13%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 888416                                                           | CUSIP: 31410GAR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30922 | NS      | $31576.79     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                               | MCD 1.45 09/01/25 MTN                                               | CUSIP: 58013MFL3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    500000 | NS      | $458493.17    | 0.02%             | 2025-09-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                    | NWG V5.516 09/30/28                                                 | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | NS      | $987681.59    | 0.04%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                | FN MA4378                                                           | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11436060 | NS      | $9329820.43   | 0.35%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4511                                                           | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5672995 | NS      | $4620176.57   | 0.17%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4382                                                           | CUSIP: 31418D2Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1114321 | NS      | $964946.83    | 0.04%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4470                                                           | CUSIP: 31418D6G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394460 | NS      | $351818.23    | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                         | NSC 3.05 05/15/50                                                   | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $669782.49    | 0.03%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                   | ORCL 3.65 03/25/41                                                  | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1476386.70   | 0.06%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8044                                                           | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1805399 | NS      | $1658898.76   | 0.06%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7882                                                           | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4390436 | NS      | $3909423.74   | 0.15%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                            | KHC 3.75 04/01/30                                                   | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $910648.46    | 0.03%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Life Storage LP                                                                      | LSI 2.4 10/15/31                                                    | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $769299.24    | 0.03%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 4.3 02/15/30 *                                                    | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1629000 | NS      | $1533861.16   | 0.06%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 4.15 08/15/49                                                   | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    500000 | NS      | $355755.92    | 0.01%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V2.739 10/15/30                                                 | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $985373.86    | 0.04%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 4.09 09/15/52                                                   | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | NS      | $418731.98    | 0.02%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                      | WBD 4.054 03/15/29 144A                                             | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2500000 | NS      | $2162805.18   | 0.08%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 4.125 05/11/35                                               | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    500000 | NS      | $463573.83    | 0.02%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Company                                                               | TE 5 07/15/52                                                       | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $912215.76    | 0.03%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 2.5 06/03/50                                                   | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2500000 | NS      | $1575527.10   | 0.06%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP 1.65 11/04/26                                                   | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $886142.46    | 0.03%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                 | KDP 4.597 05/25/28                                                  | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1465458.27   | 0.06%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.889 07/20/33                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | NS      | $469760.65    | 0.02%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 3.25 05/15/42                                                     | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19000000 | NS      | $16657656.27  | 0.63%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.25 01/31/24                                                     | CUSIP: 912828V80<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | NS      | $19472656.20  | 0.73%             | 2024-01-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                               | NIB 3.375 09/08/27                                                  | CUSIP: 65562QBV6<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |   1000000 | NS      | $965672.02    | 0.04%             | 2027-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                     | PFG 1.5 11/17/26 144A                                               | CUSIP: 74256LES4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1749134.82   | 0.07%             | 2026-11-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Target Corporation                                                                   | TGT 3.375 04/15/29                                                  | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1388673.47   | 0.05%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.375 08/15/50                                                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | NS      | $5000976.54   | 0.19%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.875 11/15/30                                                    | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | NS      | $7193671.92   | 0.27%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.125 08/31/28                                                    | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32474000 | NS      | $27727214.37  | 1.05%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 1.65 08/15/28                                                  | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    175000 | NS      | $145916.19    | 0.01%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                                            | AEP 3.7 05/01/50 Z                                                  | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $728292.20    | 0.03%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                            | QRVO 4.375 10/15/29                                                 | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   1894000 | NS      | $1674750.56   | 0.06%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 1.5 02/15/26                                                   | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1343144.10   | 0.05%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2 11/15/26                                                        | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | NS      | $15255410.12  | 0.58%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verisign, Inc.                                                                       | VRSN 2.7 06/15/31                                                   | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $814416.46    | 0.03%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                                   | TMUS 3.4 10/15/52                                                   | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1675000 | NS      | $1125514.47   | 0.04%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corporation                                                         | UNANA 3.5 03/22/28                                                  | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $936874.10    | 0.04%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                                    | CNRCN 3.5 11/15/42                                                  | CUSIP: 136375BW1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   1000000 | NS      | $748250.83    | 0.03%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                    | COF 3.3 10/30/24                                                    | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $965149.33    | 0.04%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3.85 11/01/42                                                    | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1250000 | NS      | $990669.05    | 0.04%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V2.904 11/03/42                                                   | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1380163.30   | 0.05%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                    | DHI 1.4 10/15/27                                                    | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $834732.99    | 0.03%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| Mexico (United Mexican States)                                                       | MEX 4.75 04/27/32                                                   | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2000000 | NS      | $1873429.64   | 0.07%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.625 02/15/29                                                    | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | NS      | $3234765.63   | 0.12%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.625 05/15/30                                                    | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | NS      | $16620351.51  | 0.63%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.125 02/29/28                                                    | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | NS      | $15584765.58  | 0.59%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Eaton Corporation                                                                    | ETN 4.7 08/23/52                                                    | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    500000 | NS      | $452376.65    | 0.02%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                          | EIBKOR 2.625 05/26/26                                               | CUSIP: 302154CC1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1000000 | NS      | $935265.29    | 0.04%             | 2026-05-26      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ventas Realty L.P./Ventas Capital Corp.                                              | VTR 3.25 10/15/26                                                   | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    500000 | NS      | $461823.91    | 0.02%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Verizon Communications Inc.                                                          | VZ 3.7 03/22/61                                                     | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    175000 | NS      | $122060.82    | 0.00%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A88761                                                           | CUSIP: 312935WW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10204 | NS      | $10257.65     | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A91164                                                           | CUSIP: 312939JH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178133 | NS      | $180591.29    | 0.01%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                | WFC V3.908 04/25/26 MTN                                             | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $971907.23    | 0.04%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                 | PANOTA 3.75 04/17/26                                                | CUSIP: P8S091DN1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1000000 | NS      | $940510.00    | 0.04%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG J38921                                                           | CUSIP: 31307V4E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131145 | NS      | $126079.68    | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8110                                                           | CUSIP: 3132D6AK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1399177 | NS      | $1212032.93   | 0.05%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | AMZN 2.1 05/12/31                                                   | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    175000 | NS      | $142913.80    | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Limited                                      | ANZ 5.088 12/08/25                                                  | CUSIP: 05254JAA8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1000000 | NS      | $1004013.35   | 0.04%             | 2025-12-08      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                | SANTAN V4.175 03/24/28                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | NS      | $1855029.42   | 0.07%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVSPAS 6.036 12/10/28                                               | CUSIP: 126650BP4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1418056 | NS      | $1396824.93   | 0.05%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS 2.125 09/15/31                                                  | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    175000 | NS      | $138752.45    | 0.01%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                               | FR SD8134                                                           | CUSIP: 3132DWBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7680272 | NS      | $6273504.82   | 0.24%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8277                                                           | CUSIP: 3132DWFS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    720885 | NS      | $722820.13    | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                    | BRKHEC 2.85 05/15/51                                                | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   2735000 | NS      | $1790550.64   | 0.07%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                   | BA 5.705 05/01/40                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $953562.47    | 0.04%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                             | CE 6.165 07/15/27                                                   | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $986326.21    | 0.04%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                                              | CNP 2.35 04/01/31 AE                                                | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $829202.44    | 0.03%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA6334                                                           | CUSIP: 3133KNBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1239550 | NS      | $1010212.56   | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RB5119                                                           | CUSIP: 3133KYVL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    376826 | NS      | $326971.25    | 0.01%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                   | CM 2.25 01/28/25                                                    | CUSIP: 13607GLZ5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | NS      | $943733.57    | 0.04%             | 2025-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Canadian Pacific Railway Company                                                     | CP 3 12/02/41                                                       | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1000000 | NS      | $753897.97    | 0.03%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                               | CB 2.85 12/15/51                                                    | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $660811.80    | 0.02%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| The Dow Chemical Company                                                             | DOW 4.8 11/30/28                                                    | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1150000 | NS      | $1133309.91   | 0.04%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | ET 5.15 03/15/45                                                    | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $827682.18    | 0.03%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings, Inc.                                                   | RE 3.125 10/15/52                                                   | CUSIP: 299808AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | NS      | $624188.80    | 0.02%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                        | DELL 8.35 07/15/46                                                  | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | NS      | $39874.17     | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                                   | DGELN 5.5 01/24/33                                                  | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1000000 | NS      | $1046259.16   | 0.04%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G06359                                                           | CUSIP: 3128M8MG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237422 | NS      | $228263.06    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8089                                                           | CUSIP: 3132DV7A7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |   3032590 | NS      | $2585355.16   | 0.10%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K127 A2                                                        | CUSIP: 3137FXZ35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    500000 | NS      | $418929.40    | 0.02%             | 2031-01-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB8898                                                           | CUSIP: 31417F3G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347798 | NS      | $316452.45    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                                           | DG 3.5 04/03/30                                                     | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    500000 | NS      | $449822.72    | 0.02%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida, LLC                                                             | DUK 1.75 06/15/30                                                   | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $794707.58    | 0.03%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8104                                                           | CUSIP: 3132DWAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1133881 | NS      | $876016.77    | 0.03%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8171                                                           | CUSIP: 3132DWCG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2285823 | NS      | $1761880.81   | 0.07%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4414                                                           | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3298530 | NS      | $2800582.02   | 0.11%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4237                                                           | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9197736 | NS      | $7518365.57   | 0.28%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLB 1 10/07/26 0000                                                | CUSIP: 3130APBV6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4000000 | NS      | $3525364.96   | 0.13%             | 2026-10-07      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8079                                                           | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    167799 | NS      | $149672.69    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4696                                                           | CUSIP: 31418EGE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    487228 | NS      | $448435.71    | 0.02%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6088                                                           | CUSIP: 36179UXR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150010 | NS      | $130860.12    | 0.00%             | 2049-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8184                                                           | CUSIP: 3132DWCV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2973215 | NS      | $2613317.31   | 0.10%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RB5121                                                           | CUSIP: 3133KYVN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    552159 | NS      | $465441.97    | 0.02%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | AXP 2.55 03/04/27                                                   | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    850000 | NS      | $773247.72    | 0.03%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RB5131                                                           | CUSIP: 3133KYVY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1819243 | NS      | $1533515.77   | 0.06%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BH1792                                                           | CUSIP: 3140GP7E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    893716 | NS      | $852154.62    | 0.03%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aercap Ireland Capital DAC                                                           | AER 3.85 10/29/41                                                   | CUSIP: 00774MAZ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1500000 | NS      | $1060462.05   | 0.04%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC 3.95 04/21/25 L                                                 | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $973208.03    | 0.04%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                           | STZ 5.25 11/15/48                                                   | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    500000 | NS      | $468411.98    | 0.02%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA5519                                                           | CUSIP: 3140QDDZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    498223 | NS      | $439903.15    | 0.02%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB1841                                                           | CUSIP: 3140QMBK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    724350 | NS      | $635248.68    | 0.02%             | 2041-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8157                                                           | CUSIP: 3132D6B25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1916408 | NS      | $1659379.84   | 0.06%             | 2037-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD7516                                                           | CUSIP: 3132DVK53<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |    742516 | NS      | $710384.33    | 0.03%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Company                                                       | ADM 2.9 03/01/32                                                    | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $859142.06    | 0.03%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                          | BCECN 3.2 02/15/52 US-6                                             | CUSIP: 0778FPAH2<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |    925000 | NS      | $619110.51    | 0.02%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                  | D 3.375 04/01/30 C                                                  | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | NS      | $440608.17    | 0.02%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                  | ETR 0.9 09/15/25                                                    | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $890512.66    | 0.03%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                               | BRK 2.3 03/15/27                                                    | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    900000 | NS      | $830872.37    | 0.03%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 3.5 03/01/42                                                   | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1281513.08   | 0.05%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio Lp                                                                   | ESS 1.65 01/15/31                                                   | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $746105.19    | 0.03%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 1.375 03/15/27 GMTN                                             | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | NS      | $894398.65    | 0.03%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                             | G2 MA6932                                                           | CUSIP: 36179VVZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3174131 | NS      | $2853448.61   | 0.11%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7391                                                           | CUSIP: 36179WF86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158505 | NS      | $140219.58    | 0.01%             | 2036-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A90319                                                           | CUSIP: 312938K85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77244 | NS      | $78309.58     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLB 3.25 11/16/28                                                  | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2500000 | NS      | $2400653.65   | 0.09%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                             | G2 3795                                                             | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25322 | NS      | $25845.43     | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 1.45 06/24/30                                                   | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    500000 | NS      | $398920.79    | 0.02%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 3.1 08/15/25                                                   | CUSIP: 3133ENG95<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1000000 | NS      | $969601.71    | 0.04%             | 2025-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA3610                                                           | CUSIP: 31418DAL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245112 | NS      | $235741.77    | 0.01%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8106                                                           | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4594759 | NS      | $3756292.21   | 0.14%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q29590                                                           | CUSIP: 3132MAKB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363329 | NS      | $340178.98    | 0.01%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM1503                                                           | CUSIP: 3140X4U53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414848 | NS      | $367843.90    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4436                                                           | CUSIP: 31418D4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1943995 | NS      | $1498595.71   | 0.06%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                   | MET 4.4 06/30/27 144A                                               | CUSIP: 59217GFB0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $974631.07    | 0.04%             | 2027-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                         | MAA 2.875 09/15/51                                                  | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    750000 | NS      | $477995.88    | 0.02%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Peru (Republic of)                                                                   | PERU 3.55 03/10/51                                                  | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1000000 | NS      | $710827.88    | 0.03%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Rockwell Automation, Inc.                                                            | ROK 1.75 08/15/31                                                   | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $930251.67    | 0.04%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.875 11/15/51                                                    | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | NS      | $2533437.52   | 0.10%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.125 11/15/28                                                    | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | NS      | $1430683.59   | 0.05%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4356                                                           | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3625795 | NS      | $3071716.82   | 0.12%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4833                                                           | CUSIP: 31418ELP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    518294 | NS      | $505836.85    | 0.02%             | 2037-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.5 04/30/27                                                      | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | NS      | $9471601.60   | 0.36%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.125 02/15/31                                                    | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | NS      | $8965429.66   | 0.34%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| Ford Credit Floorplan Master Owner Trust A                                           | FORDF 2018-4 A                                                      | CUSIP: 34528PAK2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   1100000 | NS      | $1032306.77   | 0.04%             | 2030-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA3310                                                           | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    516048 | NS      | $479780.73    | 0.02%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.75 08/31/26                                                     | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32642000 | NS      | $28902195.94  | 1.09%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                | WEC 0.8 03/15/24                                                    | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $947389.22    | 0.04%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Danaher Corporation                                                                  | DHR 2.8 12/10/51                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $660760.18    | 0.02%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                        | DELL 8.1 07/15/36                                                   | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | NS      | $85166.97     | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR RA1211                                                           | CUSIP: 3133KGKY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    636771 | NS      | $637136.45    | 0.02%             | 2049-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM3083                                                           | CUSIP: 3140X6M99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354166 | NS      | $347151.57    | 0.01%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA3936                                                           | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1165508 | NS      | $1054921.59   | 0.04%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7704                                                           | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2282610 | NS      | $1916995.99   | 0.07%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| The Estee Lauder Companies Inc.                                                      | EL 2.375 12/01/29                                                   | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $857518.50    | 0.03%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8149                                                           | CUSIP: 3132DWBS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1078672 | NS      | $832262.87    | 0.03%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 932279                                                           | CUSIP: 31412QXG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84319 | NS      | $85384.16     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4330                                                           | CUSIP: 31418DY48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    758892 | NS      | $696380.57    | 0.03%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8256                                                           | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1729961 | NS      | $1622767.36   | 0.06%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QB2462                                                           | CUSIP: 3133A8WX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    625092 | NS      | $552578.89    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4570                                                           | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2899178 | NS      | $2443780.74   | 0.09%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE0103                                                           | CUSIP: 31419ADH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36963 | NS      | $38588.79     | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                     | GMT 4.9 03/15/33                                                    | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $932437.15    | 0.04%             | 2033-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                             | G2 MA7192                                                           | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1826278 | NS      | $1530802.44   | 0.06%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QB3855                                                           | CUSIP: 3133AAH88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3093088 | NS      | $2631800.84   | 0.10%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS8667                                                           | CUSIP: 3138WJTZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    837677 | NS      | $777131.89    | 0.03%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                                          | IBM 3 05/15/24                                                      | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $972528.09    | 0.04%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KLA Corporation                                                                      | KLAC 4.65 07/15/32                                                  | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    500000 | NS      | $489750.30    | 0.02%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                             | G2 MA7310                                                           | CUSIP: 36179WDP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    490002 | NS      | $394086.95    | 0.01%             | 2051-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V1.431 03/09/27                                                  | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $876907.93    | 0.03%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                   | HBAN V2.487 08/15/36                                                | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $719150.16    | 0.03%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank                                                               | KDB 4.25 09/08/32                                                   | CUSIP: 500630DU9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   2000000 | NS      | $1890301.10   | 0.07%             | 2032-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8099                                                           | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1763753 | NS      | $1622855.47   | 0.06%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 408165                                                           | CUSIP: 36206DMN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1004 | NS      | $1003.44      | 0.00%             | 2025-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corporation                                                             | KIM 2.25 12/01/31                                                   | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $767732.74    | 0.03%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                     | KMI 6.95 01/15/38 MTN                                               | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    175000 | NS      | $185152.90    | 0.01%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MMC 2.375 12/15/31                                                  | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $807548.66    | 0.03%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                     | MRK 2.15 12/10/31                                                   | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1633188.50   | 0.06%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                   | MET 0.95 07/02/25 144A                                              | CUSIP: 59217GEJ4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $906012.39    | 0.03%             | 2025-07-02      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 4.625 01/15/33                                                  | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    500000 | NS      | $484033.56    | 0.02%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BE9622                                                           | CUSIP: 3140FVVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378432 | NS      | $361363.22    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA3828                                                           | CUSIP: 3140QBHE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272668 | NS      | $259370.37    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                         | NAB 2.99 05/21/31 144A                                              | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1000000 | NS      | $782774.44    | 0.03%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Oneok Partners Lp                                                                    | OKE 6.2 09/15/43                                                    | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    675000 | NS      | $640842.88    | 0.02%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                 | POLAND 5.75 11/16/32                                                | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1000000 | NS      | $1064106.00   | 0.04%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 4.6 01/23/46                                                    | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1750000 | NS      | $1363468.47   | 0.05%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Company                                                 | FE 6.15 06/01/37                                                    | CUSIP: 476556CX1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    500000 | NS      | $488558.52    | 0.02%             | 2037-06-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                                        | MDT 4.625 03/15/45                                                  | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | IE        |   1072000 | NS      | $998349.34    | 0.04%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                   | MET 4.3 08/25/29 144A                                               | CUSIP: 59217GFD6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    500000 | NS      | $474963.93    | 0.02%             | 2029-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE 4.625 07/15/27                                                  | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1474883.07   | 0.06%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CA4804                                                           | CUSIP: 3140QCKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    760030 | NS      | $703121.07    | 0.03%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4181                                                           | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2955594 | NS      | $2283507.04   | 0.09%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 3.5 02/12/34                                                    | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | NS      | $400134.33    | 0.02%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.375 01/31/25                                                    | CUSIP: 912828Z52<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | NS      | $20676562.50  | 0.78%             | 2025-01-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Citizens Bank National Association                                                   | CFG V4.575 08/09/28                                                 | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $965450.82    | 0.04%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                           | RCICN 4.5 03/15/42 144A                                             | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1000000 | NS      | $815066.97    | 0.03%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.5 06/30/27                                                      | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | NS      | $10692382.75  | 0.40%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.85 09/03/41                                                    | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1376402.56   | 0.05%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                   | VICI 4.75 02/15/28                                                  | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $948667.68    | 0.04%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                      | SANUK V1.673 06/14/27                                               | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1000000 | NS      | $850292.73    | 0.03%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 1.75 10/15/28                                                   | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    175000 | NS      | $148207.74    | 0.01%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 2.55 12/01/33                                                     | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3338000 | NS      | $2565285.55   | 0.10%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                           | MMM 4 09/14/48 MTN                                                  | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    500000 | NS      | $393047.45    | 0.01%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| The Toronto-Dominion Bank                                                            | TD 3.25 03/11/24 GMTN                                               | CUSIP: 89114QCB2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | NS      | $978964.64    | 0.04%             | 2024-03-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.375 11/15/40                                                    | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | NS      | $4875878.93   | 0.18%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | D 3.8 09/15/47 B                                                    | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | NS      | $382214.28    | 0.01%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                  | FITB V4.055 04/25/28                                                | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $948131.62    | 0.04%             | 2028-04-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA4195                                                           | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3698183 | NS      | $3326835.42   | 0.13%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                          | AVB 2.95 05/11/26 GMTN                                              | CUSIP: 05348EAX7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1476000 | NS      | $1372033.01   | 0.05%             | 2026-05-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC V4.078 04/23/40 MTN                                             | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $831463.97    | 0.03%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Holding LLC                                                            | GEHC 5.65 11/15/27 144A                                             | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1011700.49   | 0.04%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 698218                                                           | CUSIP: 36296QVK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    326798 | NS      | $333317.43    | 0.01%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                                       | TXN 1.75 05/04/30                                                   | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $822071.29    | 0.03%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corporation                                                         | UNANA 1.75 08/12/31                                                 | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    185000 | NS      | $145358.69    | 0.01%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                     | BMO 4.25 09/14/24 H                                                 | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | NS      | $986678.67    | 0.04%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Cfcre Commercial Mortgage Trust 2017-C8                                              | CFCRE 2017-C8 A4                                                    | CUSIP: 12532CBA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | NS      | $921656.60    | 0.03%             | 2050-06-17      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V2.383 07/21/32                                                  | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4555000 | NS      | $3534264.08   | 0.13%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                      | IADB 0.5 09/23/24                                                   | CUSIP: 4581X0DZ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1500000 | NS      | $1397351.19   | 0.05%             | 2024-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                      | CSLAU 4.625 04/27/42 144A                                           | CUSIP: 12661PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1000000 | NS      | $898449.36    | 0.03%             | 2042-04-27      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 5.375 05/01/47                                                 | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $784442.55    | 0.03%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                  | CMCSA 2.887 11/01/51                                                | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1586000 | NS      | $1018600.50   | 0.04%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                      | EQT 5.7 04/01/28                                                    | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    500000 | NS      | $497313.33    | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 3.771 05/24/61                                                  | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | NS      | $631529.66    | 0.02%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 3 11/15/44                                                        | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | NS      | $4126562.51   | 0.16%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                  | KMI 4.8 02/01/33                                                    | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $927115.50    | 0.03%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS 4.35 09/08/26 GMTN                                               | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1455363.87   | 0.05%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                              | XOM 2.992 03/19/25                                                  | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    500000 | NS      | $481602.84    | 0.02%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG C91765                                                           | CUSIP: 3128P76A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286973 | NS      | $276641.10    | 0.01%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                        | NI 2.95 09/01/29                                                    | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $867292.83    | 0.03%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                  | O 3.65 01/15/28                                                     | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    500000 | NS      | $466449.98    | 0.02%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.75 08/15/41                                                     | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35901000 | NS      | $24568344.58  | 0.93%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 2.25 02/15/52                                                     | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | NS      | $8344687.44   | 0.31%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8017                                                           | CUSIP: 3132DV4A0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |     74253 | NS      | $68215.11     | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8178                                                           | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5032826 | NS      | $4271608.80   | 0.16%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic of)                                                                | URUGUA 4.975 04/20/55                                               | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    500000 | NS      | $477697.11    | 0.02%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                            | UNP 3.6 09/15/37                                                    | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    500000 | NS      | $422589.29    | 0.02%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8188                                                           | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2366398 | NS      | $1928380.85   | 0.07%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q18522                                                           | CUSIP: 3132J94G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    281702 | NS      | $263922.68    | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                   | VOD 4.125 05/30/25                                                  | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1500000 | NS      | $1476114.32   | 0.06%             | 2025-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG V61548                                                           | CUSIP: 3132KFWH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268755 | NS      | $251571.84    | 0.01%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G61846                                                           | CUSIP: 31335CBP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69458 | NS      | $66303.74     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QN2792                                                           | CUSIP: 3133G9C56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    625901 | NS      | $558132.75    | 0.02%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS8461                                                           | CUSIP: 3138WJMK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386352 | NS      | $357340.98    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BA4384                                                           | CUSIP: 3140E82S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188998 | NS      | $173366.79    | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB1771                                                           | CUSIP: 3140QL6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2613222 | NS      | $2014523.39   | 0.08%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM3339                                                           | CUSIP: 3140X6V99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1539225 | NS      | $1314232.30   | 0.05%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4261                                                           | CUSIP: 31418DWX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2057180 | NS      | $1834883.47   | 0.07%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4547                                                           | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9971770 | NS      | $8125310.05   | 0.31%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5018                                                           | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2338908 | NS      | $2106292.77   | 0.08%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5652                                                           | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1394200 | NS      | $1352957.61   | 0.05%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 550764                                                           | CUSIP: 36213CZ52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16902 | NS      | $17519.73     | 0.00%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GN 781769                                                           | CUSIP: 36225B6E3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97807 | NS      | $100089.58    | 0.00%             | 2033-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 784731                                                           | CUSIP: 3622AAEC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    703111 | NS      | $675227.99    | 0.03%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc                                                                       | HD 4.5 09/15/32                                                     | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $976400.86    | 0.04%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.                                                  | JBHT 3.875 03/01/26                                                 | CUSIP: 445658CF2<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    500000 | NS      | $484159.31    | 0.02%             | 2026-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 3.4 03/25/25                                                   | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $974869.71    | 0.04%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Inter-American Development Bank                                                      | IADB 0.875 04/20/26 GMTN                                            | CUSIP: 4581X0DV7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1500000 | NS      | $1342047.06   | 0.05%             | 2026-04-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                 | JPM V5.717 09/14/33                                                 | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $976053.45    | 0.04%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Company                                                           | PPL 5.125 11/01/40                                                  | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    175000 | NS      | $165677.26    | 0.01%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.25 05/31/25                                                     | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34000000 | NS      | $30865625.00  | 1.16%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                              | UNH 4 05/15/29                                                      | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $954998.28    | 0.04%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corporation                                                         | LNC 3.4 03/01/32                                                    | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $809174.01    | 0.03%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Paccar Financial Corp                                                                | PCAR 2 02/04/27                                                     | CUSIP: 69371RR65<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    500000 | NS      | $451185.00    | 0.02%             | 2027-02-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corporation                                                          | PH 4.2 11/21/34 MTN                                                 | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $900885.60    | 0.03%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                     | RDSALN 2.75 04/06/30                                                | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1000000 | NS      | $877404.74    | 0.03%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                         | SWK 2.3 03/15/30                                                    | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $819440.98    | 0.03%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                                         | TFC 3.2 04/01/24 BNKT                                               | CUSIP: 86787EBC0<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $976265.28    | 0.04%             | 2024-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Swedish Export Credit Corporation                                                    | SEK 4.625 11/28/25 GMTN                                             | CUSIP: 87031CAH6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1000000 | NS      | $1000354.22   | 0.04%             | 2025-11-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                                                       | SYF 5.625 08/23/27                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $974432.24    | 0.04%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                        | TACHEM 2.05 03/31/30                                                | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1000000 | NS      | $816249.34    | 0.03%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 4.875 05/19/33                                                  | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | NS      | $917941.87    | 0.03%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.125 02/29/24                                                    | CUSIP: 912828W48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19000000 | NS      | $18445585.89  | 0.70%             | 2024-02-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.5 09/30/24                                                      | CUSIP: 912828YH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | NS      | $23739257.76  | 0.90%             | 2024-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.25 05/15/24                                                     | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | NS      | $18824218.80  | 0.71%             | 2024-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 3.55 03/22/51                                                    | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $837014.98    | 0.03%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | AMGN 2.8 08/15/41                                                   | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4229000 | NS      | $2929895.98   | 0.11%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Aon Corp/ Aon Global Holdings PLC                                                    | AON 2.05 08/23/31                                                   | CUSIP: 03740LAA0<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    175000 | NS      | $138368.64    | 0.01%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                               | ASIA 2.875 05/06/25 GMTN                                            | CUSIP: 045167FM0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2000000 | NS      | $1930639.90   | 0.07%             | 2025-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                   | BA 4.875 05/01/25                                                   | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    314000 | NS      | $311595.71    | 0.01%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                     | BPLN 3.001 03/17/52                                                 | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $659176.63    | 0.02%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                       | DE 3.4 06/06/25 MTN                                                 | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $970118.27    | 0.04%             | 2025-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                            | EDC 3.375 08/26/25                                                  | CUSIP: 30216BJU7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   1000000 | NS      | $973544.69    | 0.04%             | 2025-08-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR ZT2228                                                           | CUSIP: 3132AEPM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4666442 | NS      | $4296114.66   | 0.16%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8119                                                           | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    848120 | NS      | $756439.44    | 0.03%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SD8267                                                           | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1880553 | NS      | $1854546.55   | 0.07%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHLMC 1.5 02/12/25                                                  | CUSIP: 3137EAEP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   5000000 | NS      | $4711399.20   | 0.18%             | 2025-02-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                | FN 735484                                                           | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284079 | NS      | $290106.17    | 0.01%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS3360                                                           | CUSIP: 3140XJWW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    620974 | NS      | $628162.32    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4466                                                           | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2278297 | NS      | $1934056.46   | 0.07%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4260                                                           | CUSIP: 31418DWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    897895 | NS      | $777828.54    | 0.03%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4516                                                           | CUSIP: 31418EAS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2183541 | NS      | $1947462.74   | 0.07%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                    | FDX 4.1 02/01/45                                                    | CUSIP: 31428XBB1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $773103.58    | 0.03%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6712                                                           | CUSIP: 36179VN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1226802 | NS      | $1171975.39   | 0.04%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.75 01/13/25                                                  | CUSIP: 037833DF4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $962900.43    | 0.04%             | 2025-01-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bnsf Railway Co Tr                                                                   | BNSF 4.967 04/01/23                                                 | CUSIP: 05567YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38101 | NS      | $37930.24     | 0.00%             | 2023-04-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8100                                                           | CUSIP: 36179W7M4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3115730 | NS      | $2948558.01   | 0.11%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7255                                                           | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2039299 | NS      | $1775223.23   | 0.07%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                              | BK 1.9 01/25/29 J                                                   | CUSIP: 06406RAZ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $835914.98    | 0.03%             | 2029-01-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | BNSF 4.45 01/15/53                                                  | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | NS      | $888269.11    | 0.03%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA7935                                                           | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9148648 | NS      | $7665900.86   | 0.29%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 3808                                                             | CUSIP: 36202EGR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48877 | NS      | $51606.89     | 0.00%             | 2036-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                      | CAT 5.2 05/27/41                                                    | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    500000 | NS      | $508403.35    | 0.02%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                      | CVX 3.85 01/15/28                                                   | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1447622.63   | 0.05%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                    | BRKHEC 5.95 05/15/37                                                | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    175000 | NS      | $181562.57    | 0.01%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company                                                        | XEL 4 08/15/45                                                      | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $814264.00    | 0.03%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corporation                                                       | DE 1.75 03/09/27 MTN                                                | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $890424.37    | 0.03%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Incorporation                                                               | ENBCN 2.5 08/01/33                                                  | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1175000 | NS      | $903727.97    | 0.03%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                        | OGS 4.25 09/01/32                                                   | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $946896.34    | 0.04%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Thermo Fisher Scientific Inc                                                         | TMO 2 10/15/31                                                      | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $951596.45    | 0.04%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG C91710                                                           | CUSIP: 3128P73T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195522 | NS      | $187611.02    | 0.01%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8124                                                           | CUSIP: 3132D6AZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2485705 | NS      | $2274700.18   | 0.09%             | 2036-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                          | UPS 2.4 11/15/26                                                    | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1391170.56   | 0.05%             | 2026-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.25 07/31/25                                                     | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26500000 | NS      | $23913144.47  | 0.90%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR QA9049                                                           | CUSIP: 3133A4BS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    391044 | NS      | $345438.21    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL0962                                                           | CUSIP: 3138EHB84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179487 | NS      | $177930.00    | 0.01%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 4.272 01/15/36                                                   | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    390000 | NS      | $347171.99    | 0.01%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                 | VZMT 2021-1 A                                                       | CUSIP: 92348KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | NS      | $939345.90    | 0.04%             | 2027-05-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS3103                                                           | CUSIP: 3138WCNV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    390087 | NS      | $381000.56    | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BO7515                                                           | CUSIP: 3140K3K50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    364852 | NS      | $344152.72    | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-Lc22                                      | WFCM 2015-LC22 A4                                                   | CUSIP: 94989TAZ7<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-O            | CORP              | US        |   2400000 | NS      | $2287863.60   | 0.09%             | 2058-09-17      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM9080                                                           | CUSIP: 3140XDCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4795433 | NS      | $3935707.75   | 0.15%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA3985                                                           | CUSIP: 31418DNB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    950383 | NS      | $891256.17    | 0.03%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4231                                                           | CUSIP: 31418DVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323871 | NS      | $264959.86    | 0.01%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA3522                                                           | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179383 | NS      | $172564.95    | 0.01%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6473                                                           | CUSIP: 36179VFN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    465640 | NS      | $407192.49    | 0.02%             | 2050-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA6930                                                           | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1477232 | NS      | $1246865.24   | 0.05%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8343                                                           | CUSIP: 36179XHU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    942307 | NS      | $817088.68    | 0.03%             | 2052-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8490                                                           | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | NS      | $992272.00    | 0.04%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                              | INDON 3.5 01/11/28                                                  | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | NS      | $949149.21    | 0.04%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 2.8 08/12/41                                                   | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1175000 | NS      | $820431.93    | 0.03%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 3.75 08/05/27                                                  | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $960681.68    | 0.04%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.625 12/01/27                                                  | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1848913.91   | 0.07%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                         | NOVNVX 2.2 08/14/30                                                 | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1701071.88   | 0.06%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                                    | NUE 3.95 05/23/25                                                   | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $978371.89    | 0.04%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                            | PHILIP 5.609 04/13/33                                               | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | NS      | $211579.16    | 0.01%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: —       |
| Cooperatieve Rabobank U.A.                                                           | RABOBK V1.106 02/24/27 144A                                         | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1000000 | NS      | $873448.64    | 0.03%             | 2027-02-24      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                                               | SIEGR 4.4 05/27/45 144A                                             | CUSIP: 82620KAF0<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    500000 | NS      | $444555.71    | 0.02%             | 2045-05-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                         | TMO 2.8 10/15/41                                                    | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2409000 | NS      | $1772919.73   | 0.07%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc                    | ABIBB 3.65 02/01/26 *                                               | CUSIP: 03522AAG5<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $962406.24    | 0.04%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC V2.482 09/21/36                                                 | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $734760.32    | 0.03%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                              | BK 1.8 07/28/31 MTN                                                 | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $771819.68    | 0.03%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| Bank 2017 - Bnk7                                                                     | BANK 2017-BNK7 A5                                                   | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | NS      | $461702.45    | 0.02%             | 2060-09-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 4.298 08/22/32                                                  | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $936021.90    | 0.04%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G16557                                                           | CUSIP: 3128MFQJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    328733 | NS      | $326098.60    | 0.01%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FR SB8023                                                           | CUSIP: 3132D54G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    377496 | NS      | $337665.33    | 0.01%             | 2034-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q36667                                                           | CUSIP: 3132QTMR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    409741 | NS      | $381338.64    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNA 2020-M1 A2                                                      | CUSIP: 3136B75M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    650000 | NS      | $569311.02    | 0.02%             | 2029-10-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 735925                                                           | CUSIP: 31402RSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62333 | NS      | $63656.04     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 744328                                                           | CUSIP: 31403B4M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11220 | NS      | $11457.73     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4492                                                           | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4700333 | NS      | $3832138.92   | 0.14%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA4364                                                           | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361484 | NS      | $307849.08    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE0943                                                           | CUSIP: 31419BBM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138841 | NS      | $140593.86    | 0.01%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA5597                                                           | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150717 | NS      | $150682.33    | 0.01%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                                | GILD 1.2 10/01/27                                                   | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $848044.91    | 0.03%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V1.093 12/09/26 VAR                                              | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $881526.05    | 0.03%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                      | IADB 0.625 07/15/25                                                 | CUSIP: 4581X0DN5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2000000 | NS      | $1820660.00   | 0.07%             | 2025-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                    | ISRAEL 3.25 01/17/28                                                | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1000000 | NS      | $947500.00    | 0.04%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM 3.9 07/15/25                                                    | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | NS      | $171084.26    | 0.01%             | 2025-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.565 06/14/30                                                 | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1411296.38   | 0.05%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                    | JNJ 3.4 01/15/38                                                    | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1697531.54   | 0.06%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                          | LMT 5.7 11/15/54                                                    | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $1047760.71   | 0.04%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 3.65 04/05/29                                                   | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1847862.44   | 0.07%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | LOW 2.8 09/15/41                                                    | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $680501.39    | 0.03%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                               | MU 2.703 04/15/32                                                   | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $747725.87    | 0.03%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Oncor Electric Delivery Company LLC                                                  | ONCRTX 2.7 11/15/51                                                 | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2000000 | NS      | $1306192.36   | 0.05%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                               | ROP 1 09/15/25                                                      | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1350000 | NS      | $1209549.81   | 0.05%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                         | SHW 2.2 03/15/32                                                    | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $793903.05    | 0.03%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corporation                                                         | TFC 1.95 06/05/30 MTN                                               | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | NS      | $803315.93    | 0.03%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Union Electric Company                                                               | AEE 2.15 03/15/32                                                   | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1500000 | NS      | $1185565.92   | 0.04%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.125 05/15/40                                                    | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | NS      | $5945664.11   | 0.22%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.75 05/31/29                                                     | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | NS      | $2787187.50   | 0.11%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-17

**Name of Applicant:** GREAT-WEST FUNDS INC

**Signature:** /s/Kelly New

**Name of Signer:** Kelly New

**Title:** Treasurer, Great-West Funds, Inc.