# EDGAR Filing Document

**Accession Number:** 0000710826
**File Stem:** 0001752724-23-044037
**Filing Date:** 2023-2
**Character Count:** 600508
**Document Hash:** 36d4e8a01a114022b9b900beff39ea84
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-044037.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-044037

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Brighthouse Funds Trust II
- **CENTRAL INDEX KEY:** 0000710826
- **IRS NUMBER:** 833164113
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03618
- **FILM NUMBER:** 23678704

**BUSINESS ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 125 HIGH STREET, SUITE 732
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 980-949-5121

**MAIL ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 125 HIGH STREET, SUITE 732
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** METROPOLITAN SERIES FUND
- **DATE OF NAME CHANGE:** 20120430

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

## Series and Classes Contracts Data

### MetLife Aggregate Bond Index Portfolio (Series ID: S000006509)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000017796 | Class A      |  |
| C000017797 | Class B      |  |
| C000017798 | Class E      |  |
| C000075817 | Class G      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Brighthouse Funds Trust II

- **b. Investment Company Act file number:** 811-03618

- **c. CIK number of Registrant:** 0000710826

- **d. LEI of Registrant:** 549300NPPA08K2CWOV06

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

  - **Street Address 1:** Brighthouse Investment Advisers, LLC

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 980-949-4301

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

- **a. Name of Series:** MetLife Aggregate Bond Index Portfolio

- **b. EDGAR series identifier (if any):** S000006509

- **c. LEI of Series:** 549300NRL8B3H8T0W741

**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:** $2370958120.91

**Total Liabilities:** $360739759.16

**Net Assets:** $2010218361.75

**Cash Not Reported:** $48501.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -838.63000000 | **1-Year:** -33542.01000000 | **5-Year:** -103972.51000000 | **10-Year:** -162416.58000000 | **30-Year:** -113512.04000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017798 | -1.32%               | 3.67%                | -0.54%               |
| Class ID C000017796 | -1.31%               | 3.65%                | -0.43%               |
| Class ID C000075817 | -1.35%               | 3.64%                | -0.44%               |
| Class ID C000017797 | -1.34%               | 3.74%                | -0.55%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4518842.89             | $-26357530.53                              |
| Month 2  | $-7043244.60             | $74589016.64                               |
| Month 3  | $-2572662.39             | $-11543417.34                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5374506 | PA      | $4569333.88   | 0.23%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                             | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                     | CUSIP: 61766LBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2211421.84   | 0.11%             | 2049-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    431766 | PA      | $400703.95    | 0.02%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31404VX52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56365 | PA      | $58938.77     | 0.00%             | 2034-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                            | Evergy Inc                                                                      | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1299870.00   | 0.06%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                 | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94941.00     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132AEB88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    340173 | PA      | $312867.31    | 0.02%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4443750.00   | 0.22%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10900000 | PA      | $10046734.38  | 0.50%             | 2026-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    923849 | PA      | $830401.41    | 0.04%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36292DXR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18444 | PA      | $18530.40     | 0.00%             | 2036-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138Y4L31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    522634 | PA      | $503935.35    | 0.03%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                         | Sempra Energy                                                                   | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1021900.00   | 0.05%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138YKNF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    819887 | PA      | $760160.21    | 0.04%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7800000 | PA      | $7263750.00   | 0.36%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                     | Ares Capital Corp                                                               | CUSIP: 04010LAV5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    900000 | PA      | $855909.00    | 0.04%             | 2025-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| UBS AG LONDON                                                         | UBS AG LONDON                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.25%             | 2023-03-23      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $1739000.00   | 0.09%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347971 | PA      | $331949.28    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138AFW63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324579 | PA      | $321597.10    | 0.02%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $6813875.00   | 0.34%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7TF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    524849 | PA      | $503452.98    | 0.03%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3700000 | PA      | $2997578.13   | 0.15%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202FLQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    158041 | PA      | $161027.63    | 0.01%             | 2040-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8300000 | PA      | $7689820.35   | 0.38%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2358750.00   | 0.12%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36213GZE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        68 | PA      | $68.33        | 0.00%             | 2031-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1851960.00   | 0.09%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| MERCEDES-BENZ FIN NA                                                  | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    550000 | PA      | $679327.00    | 0.03%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES                                                 | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1843920.00   | 0.09%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31416XRZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88549 | PA      | $86202.70     | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MML68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65441 | PA      | $64293.95     | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 312938JL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    360482 | PA      | $349680.94    | 0.02%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                               | Fidelity National Information Services Inc                                      | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $878780.00    | 0.04%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| Dominion Energy Inc                                                   | Dominion Energy Inc                                                             | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    800000 | PA      | $684952.00    | 0.03%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJQ37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    321861 | PA      | $301735.76    | 0.02%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                       | Tyson Foods Inc                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1125624.00   | 0.06%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3506222 | PA      | $2710836.27   | 0.13%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                   | CNH Equipment Trust 2020-A                                                      | CUSIP: 12597PAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105277 | PA      | $103881.19    | 0.01%             | 2025-06-16      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                               | Exxon Mobil Corp                                                                | CUSIP: 30231GAC6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    900000 | PA      | $883053.00    | 0.04%             | 2024-03-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418BUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571914 | PA      | $543365.13    | 0.03%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417C3W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    596306 | PA      | $540737.02    | 0.03%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179QT50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167203 | PA      | $161550.40    | 0.01%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31403CGV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62559 | PA      | $62826.19     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4432223 | PA      | $3845801.96   | 0.19%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                               | International Bank for Reconstruction & Development                             | CUSIP: 459058JL8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $1798400.00   | 0.09%             | 2025-10-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    793560 | PA      | $741173.41    | 0.04%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31383HA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       349 | PA      | $361.82       | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                              | Province of British Columbia Canada                                             | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $799660.00    | 0.04%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                | Asian Development Bank                                                          | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $1649060.00   | 0.08%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9838110 | PA      | $8071595.10   | 0.40%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1450000 | PA      | $1695456.00   | 0.08%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1247859 | PA      | $1109293.44   | 0.06%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMVU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    877086 | PA      | $818910.13    | 0.04%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31402DPQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89146 | PA      | $95016.96     | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MUFG Bank Ltd, New York Branch                                        | MUFG Bank Ltd, New York Branch                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000270 | PA      | $3000270.00   | 0.15%             | 2023-04-13      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD,NY                                     | SUMITOMO MITSUI TRUST BANK LTD,NY                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5001390 | PA      | $5001390.00   | 0.25%             | 2023-03-07      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31371H2G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        39 | PA      | $41.07        | 0.00%             | 2029-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                      | Altria Group Inc                                                                | CUSIP: 02209SAS2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990060.00    | 0.05%             | 2024-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Societe Generale                                                      | Societe Generale                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   8300000 | PA      | $8300000.00   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                              | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   4700000 | PA      | $4311592.00   | 0.21%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                               | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $852660.00    | 0.04%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| AbbVie Inc                                                            | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1921700.00   | 0.10%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                               | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $774800.00    | 0.04%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Berkshire Hathaway Inc                                                | Berkshire Hathaway Inc                                                          | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1440315.00   | 0.07%             | 2026-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31371MDN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23416 | PA      | $23300.63     | 0.00%             | 2025-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $5395164.09   | 0.27%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                        | Home Depot Inc/The                                                              | CUSIP: 437076BM3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1714896.00   | 0.09%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF CHILE                                                     | Chile Government International Bond                                             | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1200000 | PA      | $752232.00    | 0.04%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWBT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1770021 | PA      | $1446761.40   | 0.07%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179VXZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2040996 | PA      | $1833919.00   | 0.09%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6466695 | PA      | $5277794.48   | 0.26%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1005296.88   | 0.05%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                | Commonwealth Edison Co                                                          | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    900000 | PA      | $622188.00    | 0.03%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3874634 | PA      | $3404864.09   | 0.17%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31402CU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69624 | PA      | $69921.04     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                          | Newmont Corp                                                                    | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1901196.00   | 0.09%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31402JW78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160838 | PA      | $161524.67    | 0.01%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4300000 | PA      | $2967000.00   | 0.15%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                    | Raytheon Technologies Corp                                                      | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1490320.65   | 0.07%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36208YH93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3266 | PA      | $3333.75      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                  | Parker-Hannifin Corp                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1702590.00   | 0.08%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RXD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    661435 | PA      | $621674.73    | 0.03%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1405015.63   | 0.07%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                              | Visa Inc                                                                        | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2393386.00   | 0.12%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SYU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    307100 | PA      | $305323.53    | 0.02%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIBC NY                                                               | CIBC NY                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4001531 | PA      | $4001531.12   | 0.20%             | 2023-03-03      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJQD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101491 | PA      | $100657.34    | 0.01%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                   | Emerson Electric Co                                                             | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $405070.00    | 0.02%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                   | Southern California Edison Co                                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    900000 | PA      | $842409.00    | 0.04%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417CSN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    711535 | PA      | $645228.61    | 0.03%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                | Marriott International Inc/MD                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $894025.00    | 0.04%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7200000 | PA      | $6831000.00   | 0.34%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128K1PZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102183 | PA      | $102977.01    | 0.01%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417YWB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184382 | PA      | $179894.08    | 0.01%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8100000 | PA      | $7845925.76   | 0.39%             | 2024-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| Societe Generale                                                      | Societe Generale                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   1700000 | PA      | $1700000.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7YQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    849851 | PA      | $796866.80    | 0.04%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                            | 3M Co                                                                           | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $749450.00    | 0.04%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31371FBH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       728 | PA      | $738.56       | 0.00%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1740109 | PA      | $1509975.90   | 0.08%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31404R4U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24563 | PA      | $24690.47     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                          | Barclays PLC                                                                    | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $3382155.00   | 0.17%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6MW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53203 | PA      | $54843.41     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179VMF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    588033 | PA      | $564568.71    | 0.03%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    614582 | PA      | $585024.20    | 0.03%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36290TRL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80706 | PA      | $85450.83     | 0.00%             | 2036-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                            | JPMBB Commercial Mortgage Securities Trust 2015-C31                             | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1331711 | PA      | $1276521.42   | 0.06%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1866487 | PA      | $1522753.68   | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJWB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    719714 | PA      | $667935.85    | 0.03%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31403QR93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33388 | PA      | $34093.80     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1199417 | PA      | $1066230.75   | 0.05%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2669769.00   | 0.13%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31382WFL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       338 | PA      | $349.54       | 0.00%             | 2029-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31407PW20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42849 | PA      | $43134.40     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8DR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    908061 | PA      | $838265.86    | 0.04%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31416WET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423430 | PA      | $419668.89    | 0.02%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN SYSTEMS                                              | Northrop Grumman Systems Corp                                                   | CUSIP: 666807AW2<br>LEI: 549300KYOZYCZII5OX23 | Long             | DBT              | CORP              | US        |    515000 | PA      | $589577.15    | 0.03%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                                               | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1662065.10   | 0.08%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                     | Cisco Systems Inc                                                               | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1047020.00   | 0.05%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179MX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    509972 | PA      | $480392.24    | 0.02%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                   | Dominion Energy Inc                                                             | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1853336.00   | 0.09%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31406WXJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14684 | PA      | $14781.95     | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128PSCZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38328 | PA      | $37630.12     | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DKU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393686 | PA      | $362102.31    | 0.02%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DTB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481035 | PA      | $455997.88    | 0.02%             | 2050-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    328130 | PA      | $306468.29    | 0.02%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179U4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    524949 | PA      | $488462.91    | 0.02%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland                                                    | Republic of Poland Government International Bond                                | CUSIP: 731011AU6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1000000 | PA      | $959900.00    | 0.05%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36296XVF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    322745 | PA      | $321347.26    | 0.02%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36212QTQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       907 | PA      | $924.92       | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1182128.00   | 0.06%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31401J3F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21081 | PA      | $22037.72     | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138Y9MH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    668677 | PA      | $643582.26    | 0.03%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UV90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    409540 | PA      | $393198.01    | 0.02%             | 2049-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK LONDON                                         | CANADIAN IMPERIAL BANK LONDON                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.10%             | 2023-01-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                         | Westlake Corp                                                                   | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    500000 | PA      | $310040.00    | 0.02%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31371HYA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1950 | PA      | $2033.16      | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJTW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201450 | PA      | $199650.01    | 0.01%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                        | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $669330.00    | 0.03%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31403AKX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13405 | PA      | $14287.72     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                | Federal Home Loan Banks                                                         | CUSIP: 3130ASVS5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1894000.00   | 0.09%             | 2027-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    482940 | PA      | $453909.74    | 0.02%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3363719 | PA      | $2933616.93   | 0.15%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    376379 | PA      | $362280.73    | 0.02%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                   | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $1733660.00   | 0.09%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1872000 | PA      | $1769040.00   | 0.09%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5200000 | PA      | $3701750.00   | 0.18%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                            | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3056910.00   | 0.15%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank                                                                  | BANK 2018-BNK15                                                                 | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    881000 | PA      | $844163.50    | 0.04%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31413UKP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40505 | PA      | $42462.47     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8701562.50   | 0.43%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    360496 | PA      | $339585.97    | 0.02%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132AD3T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170107 | PA      | $162275.41    | 0.01%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31383SDF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       362 | PA      | $362.80       | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31287YMX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91950 | PA      | $96552.20     | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36208CET0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1667 | PA      | $1686.31      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1605960.00   | 0.08%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31368HKL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9521 | PA      | $9828.12      | 0.00%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                   | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JH8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $2892960.00   | 0.14%             | 2023-10-19      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4578108 | PA      | $3737846.03   | 0.19%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                    | Union Pacific Corp                                                              | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $952068.00    | 0.05%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1938626 | PA      | $1867977.64   | 0.09%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2855468.75   | 0.14%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                        | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $720730.00    | 0.04%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                  | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $2082045.50   | 0.10%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                 | Waste Connections Inc                                                           | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $398245.00    | 0.02%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Halliburton Co                                                        | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1070388.00   | 0.05%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $4155937.50   | 0.21%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                             | Apple Inc                                                                       | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $613560.00    | 0.03%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                                                      | Bank of Montreal                                                                | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2300000 | PA      | $2034741.00   | 0.10%             | 2027-01-22      | Fixed         | 0.95%                 | No            |                  2 | On Loan: —       |
| PROVINCE OF ALBERTA                                                   | Province of Alberta Canada                                                      | CUSIP: 013051EK9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   1500000 | PA      | $1381845.00   | 0.07%             | 2025-05-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1976117 | PA      | $1688357.56   | 0.08%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292GXF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       515 | PA      | $533.94       | 0.00%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417SCS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111935 | PA      | $110189.15    | 0.01%             | 2024-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                  | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $725454.00    | 0.04%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    429534 | PA      | $421596.49    | 0.02%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1269763 | PA      | $1085256.12   | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LIMITED NEW YORK                                          | MIZUHO BANK LIMITED NEW YORK                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000901 | PA      | $3000901.05   | 0.15%             | 2023-01-26      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                 | MidAmerican Energy Co                                                           | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1292430.00   | 0.06%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202CZN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       545 | PA      | $563.30       | 0.00%             | 2028-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418BMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    758644 | PA      | $708151.21    | 0.04%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4251896 | PA      | $3621340.50   | 0.18%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FBU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1265000 | PA      | $1198707.52   | 0.06%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4096164 | PA      | $3355578.20   | 0.17%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31412TAV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27400 | PA      | $28215.67     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202DNL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6905 | PA      | $7218.95      | 0.00%             | 2031-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31400CEY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28290 | PA      | $28848.88     | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7GG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    151556 | PA      | $149757.73    | 0.01%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418ACH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394334 | PA      | $380319.45    | 0.02%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                           | Walmart Inc                                                                     | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    935000 | PA      | $987846.20    | 0.05%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138YLHJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    489212 | PA      | $453573.83    | 0.02%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $3713781.25   | 0.18%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                                                 | Canadian National Railway Co                                                    | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $361464.00    | 0.02%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    296692 | PA      | $283306.94    | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    845429 | PA      | $786668.69    | 0.04%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620AARA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44039 | PA      | $44907.12     | 0.00%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1154976.00   | 0.06%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9439062.50   | 0.47%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132GDJZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    314664 | PA      | $303779.00    | 0.02%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                            | FedEx Corp                                                                      | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $817180.00    | 0.04%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                           | Equinor ASA                                                                     | CUSIP: 85771PAX0<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   2100000 | PA      | $2048886.00   | 0.10%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138LTJZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    760527 | PA      | $712303.12    | 0.04%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $4589203.13   | 0.23%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2141898.00   | 0.11%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                   | Cardinal Health Inc                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1686456.00   | 0.08%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: —       |
| Province of Quebec                                                    | Province of Quebec Canada                                                       | CUSIP: 748148PB3<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    350000 | PA      | $354665.50    | 0.02%             | 2023-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31297AZK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32917 | PA      | $33649.47     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10429804.66  | 0.52%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31406PHJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44002 | PA      | $44230.37     | 0.00%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31409GWH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51950 | PA      | $53446.41     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                           | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAEX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $900730.00    | 0.04%             | 2025-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NATIXIS NY                                                            | NATIXIS NY                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5001973 | PA      | $5001972.65   | 0.25%             | 2023-02-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132A9T64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    459066 | PA      | $434997.86    | 0.02%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $5325000.00   | 0.26%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132HNA82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    918013 | PA      | $833330.34    | 0.04%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                            | FedEx Corp                                                                      | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941170.00    | 0.05%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ALEXANDRIA REAL ESTATE E                                              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |   1000000 | PA      | $877990.00    | 0.04%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Biogen Inc                                                            | Biogen Inc                                                                      | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291666.00    | 0.01%             | 2025-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128286X3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6800000 | PA      | $6367031.28   | 0.32%             | 2026-05-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31413NVM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57919 | PA      | $63031.81     | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2140312.50   | 0.11%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31400SGS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4561 | PA      | $4652.56      | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                              | AT&T Inc                                                                        | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1182772.08   | 0.06%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ING (US) Funding LLC                                                  | ING (US) Funding LLC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   8010896 | PA      | $8010896.00   | 0.40%             | 2023-08-04      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31385Y5U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       336 | PA      | $349.66       | 0.00%             | 2030-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                        | Air Lease Corp                                                                  | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    900000 | PA      | $885087.00    | 0.04%             | 2024-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE TELEKOM INT FIN                                              | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1183490.00   | 0.06%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                        | Amazon.com Inc                                                                  | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943550.00    | 0.05%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                 | Mexico Government International Bond                                            | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    900000 | PA      | $728766.00    | 0.04%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                               | Philippine Government International Bond                                        | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1740000 | PA      | $1700101.80   | 0.08%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Bank                                                                  | BANK 2021-BNK33                                                                 | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1653069.12   | 0.08%             | 2064-05-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3838068 | PA      | $3373476.90   | 0.17%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                               | America Movil SAB de CV                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $858170.00    | 0.04%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                             | Amgen Inc                                                                       | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1250864.00   | 0.06%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31415PZX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28152 | PA      | $28989.99     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UV82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    315018 | PA      | $293250.92    | 0.01%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                               | Procter & Gamble Co/The                                                         | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    900000 | PA      | $778959.00    | 0.04%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Amazon.com Inc                                                        | Amazon.com Inc                                                                  | CUSIP: 023135AN6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1773036.00   | 0.09%             | 2024-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $11401250.00  | 0.57%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 312943WV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    264096 | PA      | $255732.31    | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3300000 | PA      | $1908951.00   | 0.09%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31413UJQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12493 | PA      | $13372.29     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138E1HV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276824 | PA      | $266986.10    | 0.01%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31293EAT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1609 | PA      | $1652.67      | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                            | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1119651.00   | 0.06%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10947148.41  | 0.54%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                                      | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1500000 | PA      | $1395105.00   | 0.07%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4820000 | PA      | $3905706.25   | 0.19%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5600000 | PA      | $5109562.53   | 0.25%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179QBG5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    319084 | PA      | $308297.55    | 0.02%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36294PKR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38148 | PA      | $39825.39     | 0.00%             | 2036-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7ED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19255 | PA      | $19117.01     | 0.00%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                           | PepsiCo Inc                                                                     | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1241006.00   | 0.06%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| TRAVELERS COS INC                                                     | Travelers Cos Inc/The                                                           | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    800000 | PA      | $554240.00    | 0.03%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828W48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12000000 | PA      | $11650781.28  | 0.58%             | 2024-02-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                              | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1171716.00   | 0.06%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DZ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2157690 | PA      | $1819895.23   | 0.09%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DPF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    902720 | PA      | $830051.26    | 0.04%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co                                                             | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1868280.00   | 0.09%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                              | International Business Machines Corp                                            | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $999408.00    | 0.05%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SABINE PASS LIQUEFACTION                                              | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1619616.00   | 0.08%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31391UKS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4613 | PA      | $4816.85      | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $8841679.74   | 0.44%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                                                        | S&P Global Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $882864.00    | 0.04%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7RE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220750 | PA      | $215334.41    | 0.01%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                       | McDonald's Corp                                                                 | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1399245.00   | 0.07%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1939162 | PA      | $1762206.94   | 0.09%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Bank Of Canada                                               | National Bank Of Canada                                                         | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |  20000000 | PA      | $20000000.00  | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138X0M54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    441873 | PA      | $421001.31    | 0.02%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6800000 | PA      | $6194906.28   | 0.31%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                               | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1795194.00   | 0.09%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138W9VX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    756511 | PA      | $720777.18    | 0.04%             | 2028-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2386177 | PA      | $2040188.06   | 0.10%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1692198.00   | 0.08%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL CHICAGO                                              | BANK OF MONTREAL CHICAGO                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4999922 | PA      | $4999922.00   | 0.25%             | 2023-04-04      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                             | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $861390.00    | 0.04%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DV7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3768763 | PA      | $3092052.89   | 0.15%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5800000 | PA      | $3719250.00   | 0.19%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36178WGL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    654434 | PA      | $593000.94    | 0.03%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    398734 | PA      | $383076.26    | 0.02%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                    | BANK OF AMERICA NA                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2999966 | PA      | $2999966.10   | 0.15%             | 2023-05-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418TVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290414 | PA      | $280948.72    | 0.01%             | 2040-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RXC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    814920 | PA      | $738611.25    | 0.04%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                    | MACQUARIE BANK LTD                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5001350 | PA      | $5001350.00   | 0.25%             | 2023-02-03      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                             | Apple Inc                                                                       | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2097232.00   | 0.10%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31401CDM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43690 | PA      | $45671.32     | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36225AR69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4566 | PA      | $4607.29      | 0.00%             | 2027-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    900000 | PA      | $822321.00    | 0.04%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                    | Valero Energy Corp                                                              | CUSIP: 91913YAU4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $942110.00    | 0.05%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| NATIONAL RETAIL PROP INC                                              | National Retail Properties Inc                                                  | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |   1000000 | PA      | $811900.00    | 0.04%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31283GXA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       748 | PA      | $771.35       | 0.00%             | 2027-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                               | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961590.00    | 0.05%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136B8TH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1435000 | PA      | $1231227.17   | 0.06%             | 2030-01-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    592937 | PA      | $556311.60    | 0.03%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                            | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $892630.00    | 0.04%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8571002 | PA      | $7011199.48   | 0.35%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                                               | GE Capital International Funding Co Unlimited Co                                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |   1459000 | PA      | $1351442.52   | 0.07%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: —       |
| KAISER FOUNDATION HOSPIT                                              | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $681410.00    | 0.03%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2409062.50   | 0.12%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31405RVW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105062 | PA      | $105607.39    | 0.01%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7701875.04   | 0.38%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31410TBR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9662 | PA      | $10115.73     | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417KYH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272059 | PA      | $269692.90    | 0.01%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31413BPH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67664 | PA      | $70934.81     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    986807 | PA      | $846996.30    | 0.04%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7TA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    405526 | PA      | $402392.57    | 0.02%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    220656 | PA      | $211990.79    | 0.01%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31297SHS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105586 | PA      | $106406.31    | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                | Asian Development Bank                                                          | CUSIP: 045167EL3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   3700000 | PA      | $3615381.00   | 0.18%             | 2024-01-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET INST US GOVT FUND                                        | STATE STREET INST US GOVT FUND                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   7000000 | NS      | $7000000.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                               | Walt Disney Co/The                                                              | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1052571.50   | 0.05%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418TEH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92648 | PA      | $91361.47     | 0.00%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                              | Uruguay Government International Bond                                           | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1900000 | PA      | $1921698.00   | 0.10%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31283HCV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1257 | PA      | $1307.03      | 0.00%             | 2028-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WFS80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    629857 | PA      | $605667.66    | 0.03%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3893864 | PA      | $3193482.57   | 0.16%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    958453 | PA      | $869565.98    | 0.04%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31382RRH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1037 | PA      | $1070.61      | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1886062.50   | 0.09%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31391LX75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6447 | PA      | $6762.97      | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138W9MJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    533722 | PA      | $516533.02    | 0.03%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3405937.52   | 0.17%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $5439007.84   | 0.27%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                              | Rogers Communications Inc                                                       | CUSIP: 775109BF7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1005334.00   | 0.05%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                                                  | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1177548.00   | 0.06%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1006957 | PA      | $905730.66    | 0.05%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BKG CORP, NEW YORK                                            | WESTPAC BKG CORP, NEW YORK                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4999450 | PA      | $4999450.00   | 0.25%             | 2023-02-17      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31371LSJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14954 | PA      | $14872.33     | 0.00%             | 2024-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                              | European Investment Bank                                                        | CUSIP: 298785GS9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $949340.00    | 0.05%             | 2025-02-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley BAML Trust                                             | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25                     | CUSIP: 61765TAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1547000 | PA      | $1468994.89   | 0.07%             | 2048-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1968414 | PA      | $1896679.76   | 0.09%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WBTM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    504268 | PA      | $490652.15    | 0.02%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                  | Lockheed Martin Corp                                                            | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    954000 | PA      | $812197.44    | 0.04%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                               | Shell International Finance BV                                                  | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2600730.00   | 0.13%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128KKGW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21290 | PA      | $22312.68     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                    | Essex Portfolio LP                                                              | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |   1000000 | PA      | $848170.00    | 0.04%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36200JJQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45354 | PA      | $47265.38     | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                               | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BN3<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   1500000 | PA      | $1428810.00   | 0.07%             | 2025-01-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNAE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1800000 | PA      | $1629601.88   | 0.08%             | 2029-06-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| United Mexican States                                                 | Mexico Government International Bond                                            | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1050000 | PA      | $1103077.50   | 0.05%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620A2TX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54593 | PA      | $54356.86     | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1990041 | PA      | $1789988.22   | 0.09%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828YV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $7194171.86   | 0.36%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1241093.75   | 0.06%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31371FJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       796 | PA      | $810.97       | 0.00%             | 2026-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31403NJG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88555 | PA      | $90332.15     | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMUF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1034175 | PA      | $970124.25    | 0.05%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138ABZ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    637828 | PA      | $631967.75    | 0.03%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJQ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293617 | PA      | $275267.73    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DV4A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    464084 | PA      | $426832.13    | 0.02%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321788 | PA      | $306971.68    | 0.02%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5668020 | PA      | $4807437.17   | 0.24%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $1863359.38   | 0.09%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| LABORATORY CORP OF AMER                                               | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAQ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484425.00    | 0.02%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3464917 | PA      | $3338646.61   | 0.17%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31391CEZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10069 | PA      | $10267.79     | 0.00%             | 2032-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                                 | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1058964.00   | 0.05%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWAW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9705156 | PA      | $7953486.47   | 0.40%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                              | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1626458.00   | 0.08%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                               | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1301610.75   | 0.06%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                             | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24                     | CUSIP: 61765LAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1668382.78   | 0.08%             | 2048-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128K2FG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76690 | PA      | $78695.83     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                          | Comcast Corp                                                                    | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1905640.00   | 0.09%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH INBEV WOR                                              | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1897777.00   | 0.09%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $5195960.97   | 0.26%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CPJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238879 | PA      | $222499.23    | 0.01%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $781060.00    | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                                                      | Peruvian Government International Bond                                          | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1450000 | PA      | $1777323.00   | 0.09%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WEWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    630492 | PA      | $597733.49    | 0.03%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                         | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1700000 | PA      | $2107376.95   | 0.10%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3100000 | PA      | $2633304.70   | 0.13%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31288A6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6465 | PA      | $6757.22      | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7QF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201686 | PA      | $196960.19    | 0.01%             | 2031-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON                                           | BANK OF NOVA SCOTIA HOUSTON                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000081 | PA      | $2000081.46   | 0.10%             | 2023-01-09      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DV6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    948603 | PA      | $843005.32    | 0.04%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5900000 | PA      | $5109953.13   | 0.25%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2928501 | PA      | $2821778.90   | 0.14%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417YRB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104297 | PA      | $103099.74    | 0.01%             | 2030-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5495156.28   | 0.27%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179QWD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    567904 | PA      | $515565.50    | 0.03%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620A9TL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44550 | PA      | $45463.33     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DJJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    766098 | PA      | $705995.40    | 0.04%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31371K7M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2109 | PA      | $2100.80      | 0.00%             | 2023-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133KYV71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2770553 | PA      | $2332866.97   | 0.12%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3569477 | PA      | $3055229.61   | 0.15%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc                                                                   | CUSIP: 172967HV6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $887013.00    | 0.04%             | 2024-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132GK2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245703 | PA      | $237203.58    | 0.01%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                | UnitedHealth Group Inc                                                          | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2546596.00   | 0.13%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| NATL BANK CANADA                                                      | NATL BANK CANADA                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.25%             | 2023-01-06      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1435647 | PA      | $1290874.04   | 0.06%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                   | Sherwin-Williams Co/The                                                         | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1689336.00   | 0.08%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Fifth Third Bancorp                                                   | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1458609.75   | 0.07%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Reynolds American Inc                                                 | Reynolds American Inc                                                           | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2741340.00   | 0.14%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31402CYK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67479 | PA      | $67767.09     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                              | Benchmark 2019-B14 Mortgage Trust                                               | CUSIP: 08162YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1430000 | PA      | $1257349.41   | 0.06%             | 2062-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                   | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |   1751000 | PA      | $1876721.80   | 0.09%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWB51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4430295 | PA      | $3618436.11   | 0.18%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7L68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47850 | PA      | $47345.01     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36296QQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    142426 | PA      | $141808.88    | 0.01%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RZT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    539964 | PA      | $507505.94    | 0.03%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWBY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5380379 | PA      | $4396086.96   | 0.22%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                           | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2497110.00   | 0.12%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| DISCOVERY COMMUNICATIONS                                              | Discovery Communications LLC                                                    | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $895516.27    | 0.04%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31412RMK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    434770 | PA      | $407175.50    | 0.02%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138Y2GC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    954286 | PA      | $918471.59    | 0.05%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2333273 | PA      | $1957648.84   | 0.10%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DAL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259397 | PA      | $250128.88    | 0.01%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133KYU23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1501844 | PA      | $1308029.20   | 0.07%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DBG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    536646 | PA      | $510836.78    | 0.03%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31401XW29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36478 | PA      | $36633.40     | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292GXT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1274 | PA      | $1308.84      | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $5461406.25   | 0.27%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4402734.40   | 0.22%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                              | Export-Import Bank of Korea                                                     | CUSIP: 302154BT5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   1400000 | PA      | $1342796.00   | 0.07%             | 2025-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                   | COMM 2016-DC2 Mortgage Trust                                                    | CUSIP: 12594CBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1539000 | PA      | $1462311.94   | 0.07%             | 2049-02-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                            | JPMBB Commercial Mortgage Securities Trust 2015-C32                             | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1326251.92   | 0.07%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SKANDANAVISKA ENSKILDA BANKEN                                         | SKANDANAVISKA ENSKILDA BANKEN                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2001976 | PA      | $2001976.00   | 0.10%             | 2023-05-03      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132GD6B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169578 | PA      | $168184.93    | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31287QQ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95979 | PA      | $100783.59    | 0.01%             | 2032-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5661093.78   | 0.28%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36296QRR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75838 | PA      | $75509.93     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                | ConocoPhillips Co                                                               | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    700000 | PA      | $776412.00    | 0.04%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                               | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEG5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |   1300000 | PA      | $1186783.00   | 0.06%             | 2025-05-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| Union Electric Co                                                     | Union Electric Co                                                               | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1667592.00   | 0.08%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY FIN                                                | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1511997.00   | 0.08%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31415YRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16509 | PA      | $16278.81     | 0.00%             | 2024-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD,NY                                     | SUMITOMO MITSUI TRUST BANK LTD,NY                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000234 | PA      | $3000234.00   | 0.15%             | 2023-01-10      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                 | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1079190.00   | 0.05%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138YGA44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    436765 | PA      | $419991.19    | 0.02%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7742727 | PA      | $6350052.70   | 0.32%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3P3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    482684 | PA      | $461298.45    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10100000 | PA      | $9413515.63   | 0.47%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128L9PZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82743 | PA      | $83774.23     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                            | CUSIP: 06053FAA7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2889864.95   | 0.14%             | 2023-07-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $956790.00    | 0.05%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| CONNECTICUT LIGHT & PWR                                               | Connecticut Light and Power Co/The                                              | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $837670.00    | 0.04%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245628 | PA      | $234547.50    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166977 | PA      | $159288.58    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179QJS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    754698 | PA      | $710145.58    | 0.04%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292HKX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2515 | PA      | $2631.03      | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31419JSV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270981 | PA      | $268574.35    | 0.01%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5162812.50   | 0.26%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36180MX85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    542291 | PA      | $491375.25    | 0.02%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp                                                                     | CUSIP: 68389XBS3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2214486.00   | 0.11%             | 2024-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36208VXY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       560 | PA      | $574.35       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                 | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1881342.00   | 0.09%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Banco Santander SA                                                    | Banco Santander SA                                                              | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2200000 | PA      | $2069804.00   | 0.10%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132J9U71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    768955 | PA      | $720523.50    | 0.04%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                               | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1647576.00   | 0.08%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                                                | BP Capital Markets America Inc                                                  | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $840270.00    | 0.04%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36209N3P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1272 | PA      | $1291.36      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $3694312.50   | 0.18%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140X9X67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1598386 | PA      | $1386995.90   | 0.07%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 312935JA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167544 | PA      | $166249.70    | 0.01%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828WJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10100000 | PA      | $9801734.38   | 0.49%             | 2024-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWBA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    875855 | PA      | $677177.89    | 0.03%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    690649 | PA      | $622351.56    | 0.03%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    564437 | PA      | $537290.96    | 0.03%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9600000 | PA      | $7581000.00   | 0.38%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138E9JX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    412929 | PA      | $387626.05    | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                              | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133EMYX4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1475400.00   | 0.07%             | 2023-05-10      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36207J3N1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2618 | PA      | $2697.18      | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1416090.00   | 0.07%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                                  | Royal Bank of Canada                                                            | CUSIP: 78016EYM3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2100000 | PA      | $1965159.00   | 0.10%             | 2025-01-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: —       |
| Republic of Panama                                                    | Panama Government International Bond                                            | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1400000 | PA      | $1083124.00   | 0.05%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3926538 | PA      | $3683375.59   | 0.18%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                               | Inter-American Development Bank                                                 | CUSIP: 458182BV3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $211270.00    | 0.01%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138X2VS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455050 | PA      | $412567.70    | 0.02%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                              | Capital One Financial Corp                                                      | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1689282.00   | 0.08%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| TORONTO DOMINION NY                                                   | TORONTO DOMINION NY                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4999781 | PA      | $4999781.00   | 0.25%             | 2023-02-09      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                      | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1041165.00   | 0.05%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                                                 | LyondellBasell Industries NV                                                    | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1105622.00   | 0.06%             | 2055-02-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418AF45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525831 | PA      | $492489.33    | 0.02%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                              | AT&T Inc                                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2687000 | PA      | $2562108.24   | 0.13%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31297VSY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30503 | PA      | $31947.70     | 0.00%             | 2035-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DUD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8604304 | PA      | $7688197.95   | 0.38%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                | John Deere Owner Trust 2020-B                                                   | CUSIP: 47787NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56947 | PA      | $56040.87     | 0.00%             | 2024-11-15      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    579192 | PA      | $559001.52    | 0.03%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                            | US Bancorp                                                                      | CUSIP: 91159HHK9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2940990.00   | 0.15%             | 2024-09-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2605312.50   | 0.13%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                               | Walt Disney Co/The                                                              | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    900000 | PA      | $729432.00    | 0.04%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132JAZ99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    445163 | PA      | $417124.57    | 0.02%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DV3T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    964807 | PA      | $857665.93    | 0.04%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179VFQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    607785 | PA      | $565378.24    | 0.03%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36296RUJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18277 | PA      | $18621.67     | 0.00%             | 2038-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    939859 | PA      | $881804.73    | 0.04%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                     | Atmos Energy Corp                                                               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $858979.00    | 0.04%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| DIAGEO CAPITAL PLC                                                    | Diageo Capital PLC                                                              | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1198708.00   | 0.06%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                                    | Union Pacific Corp                                                              | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $955416.00    | 0.05%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36296QPK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79005 | PA      | $80495.71     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179U6V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    725357 | PA      | $674843.95    | 0.03%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                   | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1012022.00   | 0.05%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    480432 | PA      | $461887.98    | 0.02%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TD Prime Svcs                                                         | TD Prime Svcs                                                                   | CUSIP: 000000000<br>LEI: 549300ZBQI1JB1844X09 | Long             | RA               | CORP              | US        |   4635662 | PA      | $4635662.00   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3100000 | PA      | $2569609.38   | 0.13%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607GLZ5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $944290.00    | 0.05%             | 2025-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286423 | PA      | $263444.40    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31384WEF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       581 | PA      | $603.32       | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31380ALE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       178 | PA      | $182.40       | 0.00%             | 2028-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                              | Discovery Communications LLC                                                    | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $978978.00    | 0.05%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31385XM87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63075 | PA      | $62228.37     | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31404RYN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12845 | PA      | $13116.38     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31403DBY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152311 | PA      | $153325.39    | 0.01%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                      | Societe Generale                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                     | Chile Government International Bond                                             | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1000000 | PA      | $728260.00    | 0.04%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WFF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9081986 | PA      | $7639601.69   | 0.38%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138XDDA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    654386 | PA      | $631148.56    | 0.03%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Federal National Mortgage Association                                           | CUSIP: 3135G0K36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2341900.00   | 0.12%             | 2026-04-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $4439390.63   | 0.22%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                              | Florida Power & Light Co                                                        | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1815141.00   | 0.09%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36292LR30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47519 | PA      | $48612.01     | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138Y9BV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    570644 | PA      | $549336.92    | 0.03%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1088208.00   | 0.05%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                            | Cigna Corp                                                                      | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1183908.00   | 0.06%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36225BWG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66725 | PA      | $69445.94     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                     | Canada Government International Bond                                            | CUSIP: 135087K78<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $946090.00    | 0.05%             | 2025-01-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36177NVJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176758 | PA      | $165931.13    | 0.01%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132GKDZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    726616 | PA      | $701480.46    | 0.03%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36209V2S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3818 | PA      | $3882.24      | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RTA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    312352 | PA      | $301463.60    | 0.01%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2986996 | PA      | $2896223.35   | 0.14%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                            | Cigna Corp                                                                      | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    313000 | PA      | $326787.65    | 0.02%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DMN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    913057 | PA      | $782646.96    | 0.04%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                              | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2368080.00   | 0.12%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31294MGC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62376 | PA      | $60748.60     | 0.00%             | 2026-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828D56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13600000 | PA      | $13124531.22  | 0.65%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NATIXIS FINANCIAL PRODUCTS LLC                                        | NATIXIS FINANCIAL PRODUCTS LLC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.25%             | 2023-02-03      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179MVR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    671302 | PA      | $610576.57    | 0.03%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WDBE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288972 | PA      | $278126.88    | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2732449 | PA      | $2294255.64   | 0.11%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1486244 | PA      | $1335499.95   | 0.07%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    951193 | PA      | $806040.91    | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8100000 | PA      | $7675699.24   | 0.38%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                                          | Alphabet Inc                                                                    | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $656007.00    | 0.03%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                              | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1635843.00   | 0.08%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31371LCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56024 | PA      | $56263.07     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                | Philip Morris International Inc                                                 | CUSIP: 718172BM0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967240.00    | 0.05%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ESTEE LAUDER CO INC                                                   | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $891638.00    | 0.04%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN ENER PART                                               | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2033300.00   | 0.10%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1600000 | PA      | $1872272.00   | 0.09%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $3064950.00   | 0.15%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJWR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    728990 | PA      | $701683.53    | 0.03%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620ARCF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108593 | PA      | $110871.15    | 0.01%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5229296.88   | 0.26%             | 2025-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| STANDARD CHARTERED NY                                                 | STANDARD CHARTERED NY                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000246 | PA      | $2000246.00   | 0.10%             | 2023-01-17      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                             | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2575800.00   | 0.13%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Nutrien Ltd                                                           | Nutrien Ltd                                                                     | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $942210.00    | 0.05%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700441 | PA      | $650049.46    | 0.03%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31411VGK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42312 | PA      | $43560.82     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                              | European Investment Bank                                                        | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1100000 | PA      | $1177506.00   | 0.06%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31406HSM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41085 | PA      | $41953.00     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292HK29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       188 | PA      | $194.80       | 0.00%             | 2031-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2340870.00   | 0.12%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8085937.50   | 0.40%             | 2025-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| Simon Property Group LP                                               | Simon Property Group LP                                                         | CUSIP: 828807CW5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   2800000 | PA      | $2666300.00   | 0.13%             | 2026-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| APPALACHIAN POWER CO                                                  | Appalachian Power Co                                                            | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    900000 | PA      | $662652.00    | 0.03%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10200000 | PA      | $8333718.75   | 0.41%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS, NY                                                       | BNP PARIBAS, NY                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5001740 | PA      | $5001740.00   | 0.25%             | 2023-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                     | ILLINOIS ST                                                                     | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   1230000 | PA      | $1180478.85   | 0.06%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                              | European Investment Bank                                                        | CUSIP: 298785JK3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $1766640.00   | 0.09%             | 2026-03-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3204503 | PA      | $2732509.33   | 0.14%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $9401250.00   | 0.47%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Bill                                                     | CUSIP: 912796ZK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   4200000 | PA      | $4193991.36   | 0.21%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132D6AG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    801220 | PA      | $715534.37    | 0.04%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36297KKW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    174791 | PA      | $174034.61    | 0.01%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418C4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308460 | PA      | $302318.47    | 0.02%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $7235437.50   | 0.36%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179VN48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    690015 | PA      | $640657.24    | 0.03%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                               | Honeywell International Inc                                                     | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1663758.00   | 0.08%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31400KEF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30828 | PA      | $32187.22     | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 312931UF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122581 | PA      | $121633.68    | 0.01%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                       | Israel Government International Bond                                            | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1000000 | PA      | $878830.00    | 0.04%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36208CJQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3666 | PA      | $3765.74      | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                         | Allstate Corp/The                                                               | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $842226.00    | 0.04%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                              | Enterprise Products Operating LLC                                               | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2208460.00   | 0.11%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31390GHF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20229 | PA      | $21356.04     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8300000 | PA      | $7088718.75   | 0.35%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| PNC Bank NA                                                           | PNC Bank NA                                                                     | CUSIP: 69353REK0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3939526.00   | 0.20%             | 2025-02-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUS, NEW YORK                                       | COMMONWEALTH BANK AUS, NEW YORK                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000148 | PA      | $2000148.00   | 0.10%             | 2023-03-30      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418BWF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659550 | PA      | $611503.48    | 0.03%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1863750.00   | 0.09%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                           | Walmart Inc                                                                     | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    900000 | PA      | $806400.00    | 0.04%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132D55T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1252491 | PA      | $1152131.53   | 0.06%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2610407 | PA      | $2265450.65   | 0.11%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31419LYR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    645340 | PA      | $639608.06    | 0.03%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                               | Exxon Mobil Corp                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1371808.00   | 0.07%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2042897 | PA      | $1744780.14   | 0.09%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    232099 | PA      | $232670.23    | 0.01%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5300000 | PA      | $5045765.63   | 0.25%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    440843 | PA      | $423827.43    | 0.02%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163535 | PA      | $163937.36    | 0.01%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    697363 | PA      | $655443.25    | 0.03%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMSX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    714611 | PA      | $672140.55    | 0.03%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31406T4P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7814 | PA      | $8009.05      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4021562.52   | 0.20%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6300000 | PA      | $5318578.13   | 0.26%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                               | International Bank for Reconstruction & Development                             | CUSIP: 459058EP4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $1910600.00   | 0.10%             | 2025-07-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5900000 | PA      | $5577343.75   | 0.28%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31419AWN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41784 | PA      | $43834.53     | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Bill - WI Post Auction                                   | CUSIP: 912796ZL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5100000 | PA      | $5088573.75   | 0.25%             | 2023-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418BTK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    636255 | PA      | $588335.03    | 0.03%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2399945 | PA      | $2076002.44   | 0.10%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                                         | BlackRock Inc                                                                   | CUSIP: 09247XAL5<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3741860.00   | 0.19%             | 2024-03-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc                                                | UnitedHealth Group Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875690.00    | 0.04%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175155 | PA      | $167253.52    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4400000 | PA      | $4304093.77   | 0.21%             | 2024-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co                                                             | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4602381.00   | 0.23%             | 2025-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236381 | PA      | $231674.72    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31297S6L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44028 | PA      | $44370.26     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6366152 | PA      | $5219110.00   | 0.26%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1353315.00   | 0.07%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2263370 | PA      | $1848655.83   | 0.09%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138A9RJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    402713 | PA      | $399012.73    | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31380YN30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38336 | PA      | $39618.04     | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJSS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    881930 | PA      | $800391.78    | 0.04%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7700000 | PA      | $6364531.25   | 0.32%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                              | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974570.00    | 0.05%             | 2025-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31306YYA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    255366 | PA      | $243755.56    | 0.01%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CJH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    985666 | PA      | $918080.71    | 0.05%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4371363 | PA      | $3574478.35   | 0.18%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                           | Target Corp                                                                     | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1205008.00   | 0.06%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138Y1GZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    710089 | PA      | $662827.80    | 0.03%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                   | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JP0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $932730.00    | 0.05%             | 2024-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| Amgen Inc                                                             | Amgen Inc                                                                       | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1110252.00   | 0.06%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1816831 | PA      | $1635654.12   | 0.08%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31406VCQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12422 | PA      | $12505.22     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                          | NiSource Inc                                                                    | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1329855.00   | 0.07%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7643125.04   | 0.38%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                            | Federal National Mortgage Association                                           | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1289250.00   | 0.06%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138A25M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391036 | PA      | $378291.35    | 0.02%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138MFSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    959508 | PA      | $873466.33    | 0.04%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31419AGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298380 | PA      | $289150.75    | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RLN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    928280 | PA      | $841356.32    | 0.04%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                              | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1621746.00   | 0.08%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $4253437.50   | 0.21%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128LAFY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49218 | PA      | $50736.04     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DV4P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1244966 | PA      | $1106713.46   | 0.06%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128285Z9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3900000 | PA      | $3807527.33   | 0.19%             | 2024-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                      | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1000635.00   | 0.05%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31419B5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185477 | PA      | $179432.52    | 0.01%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                      | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1798016.00   | 0.09%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4700333 | PA      | $3833257.88   | 0.19%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3700000 | PA      | $2798125.00   | 0.14%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3772346 | PA      | $3351744.56   | 0.17%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                   | Elevance Health Inc                                                             | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1845378.00   | 0.09%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2173458.75   | 0.11%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                                                 | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1987260.00   | 0.10%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| State of California                                                   | CALIFORNIA ST                                                                   | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1457849.52   | 0.07%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                     | Marathon Oil Corp                                                               | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998500.00    | 0.05%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292HL28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1064 | PA      | $1104.65      | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418B3S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    727784 | PA      | $653967.11    | 0.03%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31405SCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41950 | PA      | $42998.50     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6700000 | PA      | $6367093.75   | 0.32%             | 2026-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36296QQL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     47563 | PA      | $48603.98     | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                  | Boston Properties LP                                                            | CUSIP: 10112RAZ7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   1400000 | PA      | $1342614.00   | 0.07%             | 2025-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Societe Generale                                                      | Societe Generale                                                                | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |  26000000 | PA      | $26000000.00  | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128PTJ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174437 | PA      | $170284.84    | 0.01%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DV7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2940743 | PA      | $2515256.25   | 0.13%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                 | Louisville Gas and Electric Co                                                  | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    800000 | PA      | $669672.00    | 0.03%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                              | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2034580.00   | 0.10%             | 2025-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Becton Dickinson and Co                                               | Becton Dickinson and Co                                                         | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1769140.00   | 0.09%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                             | ONEOK Inc                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $925397.00    | 0.05%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DV6W0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1740917 | PA      | $1599895.41   | 0.08%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6570156.25   | 0.33%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31416RZN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8350 | PA      | $8277.31      | 0.00%             | 2039-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJX47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    568290 | PA      | $526631.17    | 0.03%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                   | Kimberly-Clark Corp                                                             | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $990055.00    | 0.05%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                                                 | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $755810.00    | 0.04%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31400KP75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65909 | PA      | $68898.68     | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31296NVA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78796 | PA      | $79221.93     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4252055 | PA      | $3639475.30   | 0.18%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1780496 | PA      | $1593745.27   | 0.08%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138E7TW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361082 | PA      | $347612.95    | 0.02%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                | BP Capital Markets America Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $676060.00    | 0.03%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1927000 | PA      | $1778929.32   | 0.09%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    319999 | PA      | $305821.29    | 0.02%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31371HHT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       844 | PA      | $871.51       | 0.00%             | 2029-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                 | Entergy Louisiana LLC                                                           | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $904370.00    | 0.04%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200311 | PA      | $196518.01    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SVENSKA NY                                                            | SVENSKA NY                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3002037 | PA      | $3002037.00   | 0.15%             | 2023-04-12      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                               | Public Service Electric and Gas Co                                              | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1280096.00   | 0.06%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1785976 | PA      | $1555407.97   | 0.08%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7200000 | PA      | $6574500.00   | 0.33%             | 2025-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3948068 | PA      | $3236708.78   | 0.16%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    367393 | PA      | $340393.84    | 0.02%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418WPP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482032 | PA      | $477750.84    | 0.02%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31296N2F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81377 | PA      | $81816.44     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CBV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3784843.76   | 0.19%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS                                                   | El Paso Natural Gas Co LLC                                                      | CUSIP: 283695BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $250830.80    | 0.01%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD,NY                                     | SUMITOMO MITSUI TRUST BANK LTD,NY                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5001640 | PA      | $5001640.00   | 0.25%             | 2023-02-24      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418APY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    538936 | PA      | $505781.45    | 0.03%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    733704 | PA      | $674890.11    | 0.03%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                        | Fannie Mae-Aces                                                                 | CUSIP: 3136B9H34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1039859 | PA      | $944110.32    | 0.05%             | 2031-03-25      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FAWS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    685000 | PA      | $649906.33    | 0.03%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                  | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1623683.00   | 0.08%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                      | Coca-Cola Co/The                                                                | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $1966392.00   | 0.10%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| Telefonica Emisiones SAU                                              | Telefonica Emisiones SA                                                         | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    900000 | PA      | $853749.00    | 0.04%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36213DGZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24780 | PA      | $26263.12     | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36292EM80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     82517 | PA      | $82160.62     | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                      | ERP Operating LP                                                                | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |   1000000 | PA      | $874070.00    | 0.04%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| CANADIAN PACIFIC RAILWAY                                              | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $918951.00    | 0.05%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| SOUTHWESTERN ELEC POWER                                               | Southwestern Electric Power Co                                                  | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1711026.00   | 0.09%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31387G2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23496 | PA      | $24365.05     | 0.00%             | 2031-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST                                           | STATE STREET BANK AND TRUST                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2002354 | PA      | $2002354.00   | 0.10%             | 2023-07-14      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                          | Chevron Corp                                                                    | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1425150.00   | 0.07%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| United Mexican States                                                 | Mexico Government International Bond                                            | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1100000 | PA      | $859749.00    | 0.04%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179VTW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4006201 | PA      | $3493948.40   | 0.17%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DV5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1621959 | PA      | $1390300.12   | 0.07%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                              | International Business Machines Corp                                            | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1811403.00   | 0.09%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                                 | Toronto-Dominion Bank/The                                                       | CUSIP: 89114QC48<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2977590.00   | 0.15%             | 2023-07-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36230SAB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    466665 | PA      | $455496.19    | 0.02%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31379RWW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4025 | PA      | $4067.18      | 0.00%             | 2028-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                            | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2955810.00   | 0.15%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1484000 | PA      | $1463413.98   | 0.07%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMPU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    292830 | PA      | $282763.35    | 0.01%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417LD36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245825 | PA      | $238221.17    | 0.01%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179NQ68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195997 | PA      | $195507.03    | 0.01%             | 2043-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1612422.00   | 0.08%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2492888 | PA      | $2216388.76   | 0.11%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                               | Inter-American Development Bank                                                 | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1400000 | PA      | $1252202.00   | 0.06%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                       | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1303050.00   | 0.06%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7200000 | PA      | $6108750.00   | 0.30%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138NXV79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    451891 | PA      | $409780.29    | 0.02%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132AEEY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218457 | PA      | $200921.36    | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    922310 | PA      | $819654.84    | 0.04%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                              | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1498320.00   | 0.07%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31403MPJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27596 | PA      | $28179.04     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                              | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1153920.00   | 0.06%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 312937BJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118016 | PA      | $117103.66    | 0.01%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3100000 | PA      | $2739625.00   | 0.14%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FJZ93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $3844482.80   | 0.19%             | 2028-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138A1BA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337310 | PA      | $326317.08    | 0.02%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481654 | PA      | $459876.06    | 0.02%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BKG CORP, NEW YORK                                            | WESTPAC BKG CORP, NEW YORK                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000682 | PA      | $2000682.00   | 0.10%             | 2023-02-22      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36181BQJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    418446 | PA      | $398854.92    | 0.02%             | 2028-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                   | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1807120.00   | 0.09%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179VZR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1874188 | PA      | $1634545.22   | 0.08%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1942230 | PA      | $1646906.57   | 0.08%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3698122.00   | 0.18%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                | LOS ANGELES CA UNIF SCH DIST                                                    | CUSIP: 544646ZR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $738347.61    | 0.04%             | 2034-07-01      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    668413 | PA      | $620325.41    | 0.03%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                        | Merck & Co Inc                                                                  | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1148640.00   | 0.06%             | 2037-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DA85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377190 | PA      | $375778.78    | 0.02%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EGH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3933892 | PA      | $3574912.10   | 0.18%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                   | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $789110.00    | 0.04%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SYSCO CORPORATION                                                     | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    900000 | PA      | $974961.00    | 0.05%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128K7LJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46203 | PA      | $46561.89     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2397539 | PA      | $2021760.18   | 0.10%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                        | Microsoft Corp                                                                  | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1887120.00   | 0.09%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138A9DX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174222 | PA      | $169451.71    | 0.01%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31335A5Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291550 | PA      | $288618.96    | 0.01%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                    | Raytheon Technologies Corp                                                      | CUSIP: 913017BA6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $227082.00    | 0.01%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WKRH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199108 | PA      | $190105.26    | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                                             | INVESCO GOVT AND AGCY LEX                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3000000 | NS      | $3000000.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DV5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1121492 | PA      | $997300.04    | 0.05%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6320234.41   | 0.31%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138MPWW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750052 | PA      | $715252.30    | 0.04%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6402048 | PA      | $5477732.65   | 0.27%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMU35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    916031 | PA      | $868954.02    | 0.04%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202FM86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    206540 | PA      | $206474.42    | 0.01%             | 2040-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128286Z8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $7284125.00   | 0.36%             | 2024-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Regents of the University of California Medical Center Pooled Revenue | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $660388.30    | 0.03%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31419MDB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    667850 | PA      | $647662.36    | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                       | CFCRE Commercial Mortgage Trust 2016-C7                                         | CUSIP: 12532BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1726123 | PA      | $1604996.60   | 0.08%             | 2054-12-10      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZ86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    569805 | PA      | $527930.69    | 0.03%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                   | American International Group Inc                                                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $956945.00    | 0.05%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                                           | PROLOGIS LP                                                                     | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468025.00    | 0.02%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5649843.78   | 0.28%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                         | Medtronic Inc                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    933000 | PA      | $872177.73    | 0.04%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620AATC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    222880 | PA      | $227472.55    | 0.01%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                  | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1700000 | PA      | $1265531.00   | 0.06%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WDQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4050823 | PA      | $3408733.25   | 0.17%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                              | AT&T Inc                                                                        | CUSIP: 00206RGT3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110369.00    | 0.01%             | 2031-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1028116 | PA      | $912870.74    | 0.05%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                        | Public Storage                                                                  | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    500000 | PA      | $466795.00    | 0.02%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: —       |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FNB82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2250000 | PA      | $2001130.29   | 0.10%             | 2029-07-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2809370 | PA      | $2384237.02   | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO BK NY                                                        | SUMITOMO BK NY                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6000660 | PA      | $6000660.00   | 0.30%             | 2023-03-06      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                               | John Deere Capital Corp                                                         | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $812620.00    | 0.04%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                                                     | Johnson & Johnson                                                               | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $846220.00    | 0.04%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36208WDF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       363 | PA      | $373.85       | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                              | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $813762.00    | 0.04%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                      | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $1765600.00   | 0.09%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292GT30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       329 | PA      | $338.98       | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                               | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    900000 | PA      | $644004.00    | 0.03%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WHER9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    998067 | PA      | $896836.60    | 0.04%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128KFBZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16001 | PA      | $16769.71     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                   | Georgia-Pacific LLC                                                             | CUSIP: 373298CF3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1854054.00   | 0.09%             | 2024-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620A6DV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    177054 | PA      | $172105.16    | 0.01%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXE22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31656 | PA      | $31280.58     | 0.00%             | 2035-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2470781.25   | 0.12%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133KYU64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2028816 | PA      | $1712555.64   | 0.09%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31297ULF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7486 | PA      | $7544.44      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $833840.00    | 0.04%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RBW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    516580 | PA      | $468208.03    | 0.02%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                          | Comcast Corp                                                                    | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1516694.00   | 0.08%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36181GFL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    481271 | PA      | $436084.77    | 0.02%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BW3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1860060.00   | 0.09%             | 2025-07-19      | Fixed         | 0.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140X9DH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    805379 | PA      | $759434.28    | 0.04%             | 2036-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UST0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    288387 | PA      | $268537.83    | 0.01%             | 2049-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417CVL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321312 | PA      | $300938.61    | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                            | 3M Co                                                                           | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    900000 | PA      | $713862.00    | 0.04%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                              | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1900000 | PA      | $1721324.00   | 0.09%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Municipal Electric Authority of Georgia                               | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1925000 | PA      | $2059252.97   | 0.10%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128ME5D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    893795 | PA      | $834511.16    | 0.04%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31402QSK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39272 | PA      | $40101.78     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11200000 | PA      | $9973250.00   | 0.50%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36178DZM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    618783 | PA      | $562653.91    | 0.03%             | 2043-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Federal National Mortgage Association                                           | CUSIP: 3135G0ZR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    800000 | PA      | $776448.00    | 0.04%             | 2024-09-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179NTE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    226326 | PA      | $220211.09    | 0.01%             | 2043-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                 | Norfolk Southern Corp                                                           | CUSIP: 655844AW8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28247.80     | 0.00%             | 2025-05-17      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1181933 | PA      | $1030805.11   | 0.05%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON                                           | BANK OF NOVA SCOTIA HOUSTON                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6002522 | PA      | $6002521.50   | 0.30%             | 2023-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    223655 | PA      | $213565.32    | 0.01%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1381185.00   | 0.07%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132A5HQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    507591 | PA      | $469831.79    | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325566 | PA      | $310845.46    | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $4953515.63   | 0.25%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2155058 | PA      | $1834376.17   | 0.09%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36297DF77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78554 | PA      | $78213.99     | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 312943R21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247867 | PA      | $245906.41    | 0.01%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                           | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $923470.00    | 0.05%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                               | Principal Financial Group Inc                                                   | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $930190.00    | 0.05%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                       | Caterpillar Inc                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1284480.00   | 0.06%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WFLC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    650023 | PA      | $602670.55    | 0.03%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    630365 | PA      | $571239.01    | 0.03%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                               | CarMax Auto Owner Trust 2021-3                                                  | CUSIP: 14317DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1085000 | PA      | $979840.15    | 0.05%             | 2027-01-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WG28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2091135 | PA      | $1758376.80   | 0.09%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                               | National Bank Of Canada                                                         | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |  45000000 | PA      | $45000000.00  | 2.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138YKWB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1257037 | PA      | $1141777.33   | 0.06%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140MA4R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3830491 | PA      | $3480946.88   | 0.17%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                              | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $673370.00    | 0.03%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| TWDC Enterprises 18 Corp                                              | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1866760.00   | 0.09%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620AFH34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    172907 | PA      | $176616.94    | 0.01%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                   | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $831080.00    | 0.04%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP, NEW YORK BRANCH                                      | NORDEA BANK ABP, NEW YORK BRANCH                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4000684 | PA      | $4000684.00   | 0.20%             | 2023-02-13      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132ADXY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172947 | PA      | $169503.15    | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $6438031.29   | 0.32%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6AR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96861 | PA      | $99766.76     | 0.00%             | 2037-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CUH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    672912 | PA      | $637636.84    | 0.03%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SNU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    909106 | PA      | $823931.08    | 0.04%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3172975 | PA      | $2976479.46   | 0.15%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4412555 | PA      | $3722138.16   | 0.19%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12200000 | PA      | $10910421.94  | 0.54%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132JAXZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    961017 | PA      | $872167.17    | 0.04%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                    | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2165540.00   | 0.11%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132HQYV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    692614 | PA      | $628722.94    | 0.03%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132D54V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    742318 | PA      | $700221.17    | 0.03%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                               | Marathon Petroleum Corp                                                         | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591600.00    | 0.03%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4371709 | PA      | $3894303.80   | 0.19%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                 | Norfolk Southern Corp                                                           | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $859330.00    | 0.04%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31384AF78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1238 | PA      | $1268.22      | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1975260.00   | 0.10%             | 2024-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WBJU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234546 | PA      | $231960.36    | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                              | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1942040.00   | 0.10%             | 2026-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                          | QUALCOMM Inc                                                                    | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   2333000 | PA      | $1805182.08   | 0.09%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| Prudential Financial Inc                                              | Prudential Financial Inc                                                        | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1580662.50   | 0.08%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| New York City Municipal Water Finance Authority                       | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    300000 | PA      | $311771.76    | 0.02%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31402ESN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69937 | PA      | $71340.60     | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828Y79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6600000 | PA      | $6379828.16   | 0.32%             | 2025-07-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7V29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    364516 | PA      | $369228.77    | 0.02%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1780000 | PA      | $1828671.88   | 0.09%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWCU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2311726 | PA      | $1963069.09   | 0.10%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31296WE29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25500 | PA      | $25661.38     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 312930XX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94199 | PA      | $93471.91     | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                    | Honda Auto Receivables 2020-2 Owner Trust                                       | CUSIP: 43813DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1451981.46   | 0.07%             | 2026-10-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DV5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    631358 | PA      | $561246.43    | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                              | Northern States Power Co/MN                                                     | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1296876.00   | 0.06%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                        | Starbucks Corp                                                                  | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $924520.00    | 0.05%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| General Mills Inc                                                     | General Mills Inc                                                               | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1452855.00   | 0.07%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620AHEE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35419 | PA      | $35912.20     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                    | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   2170000 | PA      | $2206217.30   | 0.11%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1026888.00   | 0.05%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128L0VT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29582 | PA      | $31694.56     | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                             | Wyeth LLC                                                                       | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1952352.00   | 0.10%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                 | Unilever Capital Corp                                                           | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1404780.00   | 0.07%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138A4XY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374178 | PA      | $361983.15    | 0.02%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON                                           | BANK OF NOVA SCOTIA HOUSTON                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2002338 | PA      | $2002338.00   | 0.10%             | 2023-08-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                 | Province of Ontario Canada                                                      | CUSIP: 68323AFC3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $981290.00    | 0.05%             | 2024-01-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| COMMONSPIRIT HEALTH                                                   | CommonSpirit Health                                                             | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1113825.00   | 0.06%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31371MF93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21369 | PA      | $21162.38     | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1964395 | PA      | $1937144.38   | 0.10%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138Y2KX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    218037 | PA      | $209854.00    | 0.01%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                      | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAW9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1386630.00   | 0.07%             | 2025-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                 | Vale Overseas Ltd                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    528000 | PA      | $561417.12    | 0.03%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1220000 | PA      | $1275471.88   | 0.06%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31419J5Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    604218 | PA      | $585953.99    | 0.03%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $4792007.84   | 0.24%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                                                    | Province of Quebec Canada                                                       | CUSIP: 748149AJ0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   2000000 | PA      | $1885080.00   | 0.09%             | 2026-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202FZX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    392306 | PA      | $369534.24    | 0.02%             | 2041-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                         | Welltower Inc                                                                   | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |   1500000 | PA      | $1462620.00   | 0.07%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1198520.00   | 0.06%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CYJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415437 | PA      | $396605.44    | 0.02%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36210A2J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       917 | PA      | $930.61       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7100000 | PA      | $4477437.50   | 0.22%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DU83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3347914 | PA      | $2991459.20   | 0.15%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31376AKS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       137 | PA      | $137.87       | 0.00%             | 2026-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                   | American International Group Inc                                                | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $707928.00    | 0.04%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| MidAmerican Energy Co                                                 | MidAmerican Energy Co                                                           | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1596895.00   | 0.08%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132D56E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2421569 | PA      | $2163754.95   | 0.11%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1132427 | PA      | $1018587.71   | 0.05%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D6F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2687620 | PA      | $2332176.84   | 0.12%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                              | Prudential Financial Inc                                                        | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1662180.00   | 0.08%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL CHICAGO                                              | BANK OF MONTREAL CHICAGO                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.50%             | 2023-03-02      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                               | Inter-American Development Bank                                                 | CUSIP: 4581X0CM8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $1910340.00   | 0.10%             | 2025-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1486727 | PA      | $1394607.55   | 0.07%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828G38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6700000 | PA      | $6437234.38   | 0.32%             | 2024-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $3911484.38   | 0.19%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138E2MD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214952 | PA      | $207027.31    | 0.01%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2294971 | PA      | $1935885.23   | 0.10%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                   | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    900000 | PA      | $740358.00    | 0.04%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31410GFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113625 | PA      | $114808.97    | 0.01%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138W35S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    902267 | PA      | $828580.51    | 0.04%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1068835 | PA      | $960427.27    | 0.05%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                              | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $832905.15    | 0.04%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2046576.00   | 0.10%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Johnson & Johnson                                                     | Johnson & Johnson                                                               | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    910000 | PA      | $1016979.60   | 0.05%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2279062.50   | 0.11%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179VFN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    931281 | PA      | $812202.71    | 0.04%             | 2050-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828K74<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $4818703.13   | 0.24%             | 2025-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179V7G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1126199 | PA      | $1047316.57   | 0.05%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                   | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $861529.50    | 0.04%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                                                    | Raytheon Technologies Corp                                                      | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $933170.00    | 0.05%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31400QMH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27180 | PA      | $28413.18     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2305187.50   | 0.11%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5135625.00   | 0.26%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                   | Gilead Sciences Inc                                                             | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1932760.00   | 0.10%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292SA67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    625468 | PA      | $567771.52    | 0.03%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    665912 | PA      | $591967.10    | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    668083 | PA      | $643058.02    | 0.03%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DV5L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    623901 | PA      | $573820.44    | 0.03%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                 | AvalonBay Communities Inc                                                       | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |   1000000 | PA      | $833410.00    | 0.04%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| NIKE INC                                                              | NIKE Inc                                                                        | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1872380.00   | 0.09%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31388CZW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2851 | PA      | $2979.14      | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                              | European Investment Bank                                                        | CUSIP: 298785GQ3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   1800000 | PA      | $1739106.00   | 0.09%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                               | International Bank for Reconstruction & Development                             | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2600000 | PA      | $2141620.00   | 0.11%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                               | Shell International Finance BV                                                  | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    900000 | PA      | $655407.00    | 0.03%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31412QEQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34479 | PA      | $34068.24     | 0.00%             | 2024-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                         | Discover Bank                                                                   | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1330826.00   | 0.07%             | 2024-09-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                | Verizon Communications Inc                                                      | CUSIP: 92343VEN0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2078000 | PA      | $2015514.54   | 0.10%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJUR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    365316 | PA      | $341336.07    | 0.02%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CHG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188438 | PA      | $179917.27    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                         | UBS Commercial Mortgage Trust 2019-C18                                          | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1948523.04   | 0.10%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                               | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |   1500000 | PA      | $1396395.00   | 0.07%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Orange SA                                                             | Orange SA                                                                       | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $495090.00    | 0.02%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292K2B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    403561 | PA      | $408947.38    | 0.02%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6572934 | PA      | $5360264.19   | 0.27%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36241KGZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     84432 | PA      | $85833.78     | 0.00%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                               | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $930850.00    | 0.05%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292SCB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    471756 | PA      | $440789.56    | 0.02%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                   | General Electric Co                                                             | CUSIP: 36959CAA6<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113200.00    | 0.01%             | 2035-08-21      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXC32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74511 | PA      | $73627.41     | 0.00%             | 2035-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128283Z1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6900000 | PA      | $6669281.25   | 0.33%             | 2025-02-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418BC20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    555910 | PA      | $535047.28    | 0.03%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                   | Abbott Laboratories                                                             | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1291901.00   | 0.06%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                | American Honda Finance Corp                                                     | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274566.00    | 0.01%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                                           | PepsiCo Inc                                                                     | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    800000 | PA      | $709640.00    | 0.04%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    991200 | PA      | $898333.71    | 0.04%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                 | Novartis Capital Corp                                                           | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1620320.00   | 0.08%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| eBay Inc                                                              | eBay Inc                                                                        | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1418655.00   | 0.07%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| TRANE TECHNOLOGIES LUX                                                | Trane Technologies Luxembourg Finance SA                                        | CUSIP: 456873AD0<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $924470.00    | 0.05%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| National Bank Financial Inc                                           | National Bank Financial Inc                                                     | CUSIP: 000000000<br>LEI: 254900XZG349Z8CSZB72 | Long             | RA               | CORP              | US        |  11222699 | PA      | $11222698.75  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3408234 | PA      | $2994348.97   | 0.15%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2235106 | PA      | $1727641.25   | 0.09%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31404J3Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74818 | PA      | $75207.18     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292HL93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5109 | PA      | $5345.12      | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4616869 | PA      | $4002472.92   | 0.20%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                            | AbbVie Inc                                                                      | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390100.00    | 0.02%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    313175 | PA      | $307244.95    | 0.02%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620A6CS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    229664 | PA      | $223244.41    | 0.01%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                           | Exelon Corp                                                                     | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511120.00    | 0.03%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2300322 | PA      | $2001907.58   | 0.10%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1077393 | PA      | $1028678.51   | 0.05%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1476562.50   | 0.07%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $5649648.47   | 0.28%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3900000 | PA      | $3157781.25   | 0.16%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36209LMQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       402 | PA      | $417.33       | 0.00%             | 2031-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                  | Verizon Master Trust                                                            | CUSIP: 92348KAD5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $932198.89    | 0.05%             | 2028-04-20      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                              | American Water Capital Corp                                                     | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $851049.00    | 0.04%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31402TTR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49098 | PA      | $48439.22     | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                   | PayPal Holdings Inc                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1745880.00   | 0.09%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MCBA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5762 | PA      | $5742.79      | 0.00%             | 2024-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1970523 | PA      | $1808566.34   | 0.09%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $3919359.38   | 0.19%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                                | General Motors Financial Co Inc                                                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3049152.00   | 0.15%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2420000 | PA      | $2237365.63   | 0.11%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $154932.80    | 0.01%             | 2037-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128PSNZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62935 | PA      | $61687.79     | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                            | Chubb Corp/The                                                                  | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $920904.95    | 0.05%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC                                                        | Mastercard Inc                                                                  | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1562198.00   | 0.08%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292G6L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2916 | PA      | $3076.10      | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31384TBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11371 | PA      | $11827.82     | 0.00%             | 2030-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                               | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1763532.00   | 0.09%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417Q7D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338041 | PA      | $335101.32    | 0.02%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    900000 | PA      | $793818.00    | 0.04%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31384WLA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1386 | PA      | $1479.23      | 0.00%             | 2031-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31387UGE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9087 | PA      | $9409.20      | 0.00%             | 2030-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179VQS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2423945 | PA      | $2114006.90   | 0.11%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828ZC7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3548546.89   | 0.18%             | 2025-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PHILIPPINES                                               | Philippine Government International Bond                                        | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1100000 | PA      | $934087.00    | 0.05%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292GZV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1021 | PA      | $1065.33      | 0.00%             | 2029-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2612397 | PA      | $2303754.89   | 0.11%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                        | Air Lease Corp                                                                  | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    900000 | PA      | $834282.00    | 0.04%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    120647 | PA      | $116417.50    | 0.01%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179QDZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    381626 | PA      | $368724.90    | 0.02%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                      | Georgia Power Co                                                                | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1723040.00   | 0.09%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132GJLU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    274413 | PA      | $264920.37    | 0.01%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417KWJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255035 | PA      | $252816.80    | 0.01%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                    | Conagra Brands Inc                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1267331.00   | 0.06%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36178DRT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    689089 | PA      | $624403.18    | 0.03%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1992921.88   | 0.10%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    900000 | PA      | $1061865.00   | 0.05%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5172552 | PA      | $4424144.88   | 0.22%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31307BM98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    503683 | PA      | $480339.17    | 0.02%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $2003500.00   | 0.10%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132D56K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1907744 | PA      | $1704634.15   | 0.08%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620A94G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190501 | PA      | $189675.68    | 0.01%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                          | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    900000 | PA      | $721998.00    | 0.04%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6900000 | PA      | $6406757.85   | 0.32%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                        | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $883949.00    | 0.04%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TD Prime Svcs                                                         | TD Prime Svcs                                                                   | CUSIP: 000000000<br>LEI: 549300ZBQI1JB1844X09 | Long             | RA               | CORP              | US        |   2210000 | PA      | $2210000.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $642562.50    | 0.03%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1019069 | PA      | $870041.62    | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $741429.00    | 0.04%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| OWL ROCK CAPITAL CORP                                                 | Owl Rock Capital Corp                                                           | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1402624.00   | 0.07%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                                 | Truist Financial Corp                                                           | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1776260.00   | 0.09%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7300000 | PA      | $6754210.97   | 0.34%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                              | Stanley Black & Decker Inc                                                      | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2148875.00   | 0.11%             | 2060-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                                                | American Honda Finance Corp                                                     | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $861770.00    | 0.04%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1138865.00   | 0.06%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Altria Group Inc                                                      | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1075416.00   | 0.05%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Microsoft Corp                                                        | Microsoft Corp                                                                  | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4931037.00   | 0.25%             | 2025-11-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4345315 | PA      | $3707488.52   | 0.18%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1560000 | PA      | $1750368.75   | 0.09%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140JACX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243938 | PA      | $225643.58    | 0.01%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                | Credit Suisse Group AG                                                          | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2700000 | PA      | $2400813.00   | 0.12%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31298N5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       974 | PA      | $1011.03      | 0.00%             | 2031-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1773327.00   | 0.09%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7300000 | PA      | $6057859.38   | 0.30%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31382WRZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       233 | PA      | $241.41       | 0.00%             | 2029-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4086735 | PA      | $3347857.60   | 0.17%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58307 | PA      | $59538.27     | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                 | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $893560.00    | 0.04%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2468649 | PA      | $2334770.83   | 0.12%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $629000.00    | 0.03%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179T4P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    306855 | PA      | $294805.10    | 0.01%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                          | CD 2017-CD3 Mortgage Trust                                                      | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950000 | PA      | $885010.37    | 0.04%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36209QX75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       283 | PA      | $283.52       | 0.00%             | 2029-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UD82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    156542 | PA      | $146002.90    | 0.01%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2672617 | PA      | $2386841.99   | 0.12%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5216250.00   | 0.26%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FHPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2434883.75   | 0.12%             | 2028-07-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31294FT55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4213 | PA      | $4387.01      | 0.00%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31374TVZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2612 | PA      | $2724.35      | 0.00%             | 2029-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128284M9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $8135531.29   | 0.40%             | 2025-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                                          | GS Mortgage Securities Trust 2015-GC30                                          | CUSIP: 36250GAP0<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |   1835000 | PA      | $1741884.19   | 0.09%             | 2050-05-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    888785 | PA      | $805514.70    | 0.04%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                             | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1004805.00   | 0.05%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3300000 | PA      | $2855273.45   | 0.14%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382956 | PA      | $371260.46    | 0.02%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                           | Exelon Corp                                                                     | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951640.00    | 0.05%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36241KC22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46294 | PA      | $48635.47     | 0.00%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2160843.75   | 0.11%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    934079 | PA      | $721512.45    | 0.04%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417LYR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299199 | PA      | $289944.56    | 0.01%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    544000 | PA      | $527092.48    | 0.03%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6541171.91   | 0.33%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2249768.00   | 0.11%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12178867.22  | 0.61%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36206W3U7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       630 | PA      | $647.93       | 0.00%             | 2026-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31412P5U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440518 | PA      | $436686.93    | 0.02%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                             | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1012869.00   | 0.05%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31405Y3R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53840 | PA      | $56298.70     | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36241KYZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    161539 | PA      | $164827.08    | 0.01%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31403DTG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40007 | PA      | $41884.27     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4700000 | PA      | $3991328.13   | 0.20%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138EGTC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221781 | PA      | $224524.87    | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7036865 | PA      | $5986198.82   | 0.30%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1990157 | PA      | $1996201.15   | 0.10%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                | Hartford Financial Services Group Inc/The                                       | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    780000 | PA      | $788400.60    | 0.04%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31293PAM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       663 | PA      | $680.66       | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5321154 | PA      | $4349473.05   | 0.22%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                 | Tennessee Valley Authority                                                      | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1600000 | PA      | $1328192.00   | 0.07%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 312933WP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187835 | PA      | $182207.14    | 0.01%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140EXFH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1353281 | PA      | $1262318.60   | 0.06%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128282U3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10200000 | PA      | $9755742.16   | 0.49%             | 2024-08-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $6898750.00   | 0.34%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEW YORK                                                     | RABOBANK NEW YORK                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5001045 | PA      | $5001045.00   | 0.25%             | 2023-02-01      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc                                                                   | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1577923.00   | 0.08%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179VXY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1801173 | PA      | $1570865.74   | 0.08%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    497203 | PA      | $450645.52    | 0.02%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    609437 | PA      | $541763.37    | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140EUKN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    747640 | PA      | $692137.31    | 0.03%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                              | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1001410.70   | 0.05%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3132J85A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    572737 | PA      | $521902.74    | 0.03%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828XT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8400000 | PA      | $8093203.10   | 0.40%             | 2024-05-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Amazon.com Inc                                                        | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1693451.00   | 0.08%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4447955 | PA      | $3438480.45   | 0.17%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $5953281.25   | 0.30%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140FPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300333 | PA      | $286753.48    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138EGCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583436 | PA      | $578253.78    | 0.03%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31293S7M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       131 | PA      | $132.21       | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CFJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424059 | PA      | $395555.76    | 0.02%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31293QXV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       214 | PA      | $218.22       | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                        | Lowe's Cos Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1182795.00   | 0.06%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                               | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1848480.00   | 0.09%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2399109.39   | 0.12%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2202992 | PA      | $1886977.41   | 0.09%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                           | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAEP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1412730.00   | 0.07%             | 2025-02-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3140HBFK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    545076 | PA      | $519978.48    | 0.03%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                  | BANK 2019-BNK20                                                                 | CUSIP: 06540AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385190 | PA      | $331922.99    | 0.02%             | 2062-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179Q3J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    778545 | PA      | $732584.14    | 0.04%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $797226.56    | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WWZ77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    670751 | PA      | $629086.25    | 0.03%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                  | Lockheed Martin Corp                                                            | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    523000 | PA      | $508680.26    | 0.03%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DV6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1208707 | PA      | $1110983.57   | 0.06%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D4C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4225280 | PA      | $3773483.73   | 0.19%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1239334 | PA      | $1147158.80   | 0.06%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10800000 | PA      | $10228781.30  | 0.51%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36210AVB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1493 | PA      | $1534.79      | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merck Sharp & Dohme Corp                                              | Merck Sharp & Dohme Corp                                                        | CUSIP: 589331AE7<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $320544.00    | 0.02%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMRK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    424409 | PA      | $409725.59    | 0.02%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                              | CSX Corp                                                                        | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1714400.00   | 0.09%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2475278 | PA      | $2152634.99   | 0.11%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3129452X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48641 | PA      | $48241.34     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31384VPK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       230 | PA      | $235.83       | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                           | Walmart Inc                                                                     | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986090.00    | 0.05%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418B3U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    736395 | PA      | $679079.54    | 0.03%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3270000 | PA      | $2809134.38   | 0.14%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                         | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2026300.00   | 0.10%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                 | United Parcel Service Inc                                                       | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1578768.00   | 0.08%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418AN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    520624 | PA      | $487612.48    | 0.02%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                  | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   2000000 | PA      | $1661720.00   | 0.08%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    462377 | PA      | $445454.04    | 0.02%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DY22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4075881 | PA      | $3536837.05   | 0.18%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WEFA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    786357 | PA      | $736899.84    | 0.04%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31404KM58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49718 | PA      | $49048.79     | 0.00%             | 2034-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31298FKG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30371 | PA      | $31096.37     | 0.00%             | 2031-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                           | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M2K9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2696512.00   | 0.13%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| DREYFUS TREASURY & AGENCY LEX                                         | DREYFUS TREASURY & AGENCY LEX                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2000000 | NS      | $2000000.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $1893672.00   | 0.09%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                 | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $642969.00    | 0.03%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                              | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |   1100000 | PA      | $792792.00    | 0.04%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36180C4B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    495077 | PA      | $448603.14    | 0.02%             | 2043-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $4266687.50   | 0.21%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418VKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162714 | PA      | $158375.65    | 0.01%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                   | Nomura Holdings Inc                                                             | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $802290.00    | 0.04%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CNQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174086 | PA      | $168574.91    | 0.01%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON                                           | BANK OF NOVA SCOTIA HOUSTON                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3999819 | PA      | $3999818.96   | 0.20%             | 2023-02-17      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJUV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    595844 | PA      | $574036.86    | 0.03%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP, NEW YORK BRANCH                                      | NORDEA BANK ABP, NEW YORK BRANCH                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5001385 | PA      | $5001385.00   | 0.25%             | 2023-02-27      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292SA91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    502169 | PA      | $470786.58    | 0.02%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31416BTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118544 | PA      | $119779.00    | 0.01%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4171843 | PA      | $3551060.70   | 0.18%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138X0Y36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469860 | PA      | $425994.99    | 0.02%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWAP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3281814 | PA      | $2803925.63   | 0.14%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank Canada Toronto                                             | Royal Bank Canada Toronto                                                       | CUSIP: 000000000<br>LEI: 549300HXQQQCCUBS2Z23 | Long             | RA               | CORP              | US        |   8000000 | PA      | $8000000.00   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                  | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    395000 | PA      | $348243.02    | 0.02%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31413CLA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40226 | PA      | $42170.13     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6472722 | PA      | $5496490.88   | 0.27%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3702500.00   | 0.18%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31294MM24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210690 | PA      | $202847.67    | 0.01%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CNT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468567 | PA      | $459457.54    | 0.02%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1376032.00   | 0.07%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| STRYKER CORP                                                          | Stryker Corp                                                                    | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915450.00    | 0.05%             | 2025-06-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                               | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1810396.00   | 0.09%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| MIT UFJ TR NY                                                         | MIT UFJ TR NY                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5001500 | PA      | $5001500.00   | 0.25%             | 2023-02-14      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36207UTK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2806 | PA      | $2849.08      | 0.00%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31412RH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347878 | PA      | $352130.93    | 0.02%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                            | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1576278.00   | 0.08%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    492339 | PA      | $456157.12    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                       | Yale University                                                                 | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1285340.00   | 0.06%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| International Paper Co                                                | International Paper Co                                                          | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    800000 | PA      | $659880.00    | 0.03%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    306128 | PA      | $292565.23    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMT45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    709323 | PA      | $690627.51    | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4424585 | PA      | $3420468.31   | 0.17%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                     | GM Financial Consumer Automobile Receivables Trust 2019-3                       | CUSIP: 36257PAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    931423 | PA      | $925821.90    | 0.05%             | 2024-11-18      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                 | Indonesia Government International Bond                                         | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    700000 | PA      | $660709.00    | 0.03%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3985625.00   | 0.20%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3981718 | PA      | $3926482.58   | 0.20%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260840 | PA      | $248830.04    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                  | ROYAL BANK OF CANADA                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   9999840 | PA      | $9999840.00   | 0.50%             | 2023-01-11      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5015625.00   | 0.25%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31382N3L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5908 | PA      | $6099.32      | 0.00%             | 2029-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    474186 | PA      | $441100.82    | 0.02%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31402YFW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    505088 | PA      | $507244.01    | 0.03%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7466875.04   | 0.37%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    755086 | PA      | $709696.84    | 0.04%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4800000 | PA      | $3608250.00   | 0.18%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128283V0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10100000 | PA      | $9715726.61   | 0.48%             | 2025-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LOAN BANK                                                | Federal Home Loan Banks                                                         | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2700000 | PA      | $2598534.00   | 0.13%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                                                   | American Express Co                                                             | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2811840.00   | 0.14%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12700000 | PA      | $10181828.13  | 0.51%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1601953.13   | 0.08%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9703107 | PA      | $7951798.06   | 0.40%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2006122.02   | 0.10%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31417EVQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    666174 | PA      | $635265.77    | 0.03%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                                              | Shire Acquisitions Investments Ireland DAC                                      | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1882300.00   | 0.09%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418D7G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2238276 | PA      | $1972445.43   | 0.10%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31297UMG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47795 | PA      | $49045.05     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                       | DTE Electric Co                                                                 | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $797220.00    | 0.04%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $3490765.63   | 0.17%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    784103 | PA      | $738562.29    | 0.04%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3260000 | PA      | $2680840.63   | 0.13%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                 | Svensk Exportkredit AB                                                          | CUSIP: 00254EMZ2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   1000000 | PA      | $912770.00    | 0.05%             | 2025-05-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138X5SG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    548320 | PA      | $497129.69    | 0.02%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $7934375.00   | 0.39%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5981100 | PA      | $5094112.22   | 0.25%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                   | Charles Schwab Corp/The                                                         | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    900000 | PA      | $885834.00    | 0.04%             | 2030-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138XBRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    668834 | PA      | $645083.74    | 0.03%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202F4S2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    165403 | PA      | $165307.95    | 0.01%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                           | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    700000 | PA      | $611422.00    | 0.03%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911076 | PA      | $813644.85    | 0.04%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                              | Constellation Brands Inc                                                        | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1669017.00   | 0.08%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                              | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $900730.00    | 0.04%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| HSBC Securities,Inc.                                                  | HSBC Securities,Inc.                                                            | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                              | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $728794.00    | 0.04%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                              | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2686000 | PA      | $1826399.42   | 0.09%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| Northrop Grumman Corp                                                 | Northrop Grumman Corp                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1019282.00   | 0.05%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    461055 | PA      | $439826.20    | 0.02%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                        | Home Depot Inc/The                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1747480.00   | 0.09%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Citigroup Global Markets Inc                                          | Citigroup Global Markets Inc                                                    | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |   6000000 | PA      | $6000000.00   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179QPH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    628217 | PA      | $606979.32    | 0.03%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                          | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1505435.00   | 0.07%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600982 | PA      | $552768.13    | 0.03%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                               | Capital One Multi-Asset Execution Trust                                         | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   1865000 | PA      | $1703415.32   | 0.08%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138EAJ81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    178406 | PA      | $172096.71    | 0.01%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                   | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1639760.00   | 0.08%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202FJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    143810 | PA      | $146527.93    | 0.01%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3959349 | PA      | $3332984.50   | 0.17%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                     | HSBC Holdings PLC                                                               | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1205000 | PA      | $1235498.55   | 0.06%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31406HKR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29564 | PA      | $30914.18     | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                 | Mexico Government International Bond                                            | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $845220.00    | 0.04%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31403NML8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91297 | PA      | $93129.32     | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJWJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1020315 | PA      | $918251.57    | 0.05%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES                                                 | Healthpeak Properties Inc                                                       | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    900000 | PA      | $802422.00    | 0.04%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1410423.00   | 0.07%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 312938UJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121015 | PA      | $120080.24    | 0.01%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $721070.00    | 0.04%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WG3Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    530179 | PA      | $490820.43    | 0.02%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                               | Japan Bank for International Cooperation                                        | CUSIP: 471048BY3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   3900000 | PA      | $3773562.00   | 0.19%             | 2024-05-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                                                | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1800000 | PA      | $1698696.00   | 0.08%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DV5X9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1070235 | PA      | $951511.92    | 0.05%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36200RG71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10052 | PA      | $10672.75     | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5370468.78   | 0.27%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5629606 | PA      | $4603217.99   | 0.23%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7230625.04   | 0.36%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| AstraZeneca PLC                                                       | AstraZeneca PLC                                                                 | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1044144.00   | 0.05%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $4912500.00   | 0.24%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36212XL29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     95103 | PA      | $94695.00     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                             | Kroger Co/The                                                                   | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $812880.00    | 0.04%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 312940RF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164172 | PA      | $162873.44    | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1492881 | PA      | $1411919.99   | 0.07%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3133KYV97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2824531 | PA      | $2293111.69   | 0.11%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418MLS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2010 | PA      | $1999.75      | 0.00%             | 2024-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                               | Inter-American Development Bank                                                 | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1391280.00   | 0.07%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                | Federal Home Loan Banks                                                         | CUSIP: 3130A2UW4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4600000 | PA      | $4461218.00   | 0.22%             | 2024-09-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128K3AG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37602 | PA      | $39382.63     | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                 | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $960140.00    | 0.05%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| AXA SA                                                                | AXA SA                                                                          | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |   1165000 | PA      | $1404465.75   | 0.07%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                                             | Boeing Co/The                                                                   | CUSIP: 097023AM7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    460000 | PA      | $479333.80    | 0.02%             | 2025-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                  | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1542288.00   | 0.08%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Comcast Corp                                                          | Comcast Corp                                                                    | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1576395.00   | 0.08%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    339869 | PA      | $331734.10    | 0.02%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202FSE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    156800 | PA      | $156710.52    | 0.01%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RABOBANK LONDON                                                       | RABOBANK LONDON                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6000000 | PA      | $6000000.00   | 0.30%             | 2023-05-16      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                | Asian Development Bank                                                          | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    900000 | PA      | $776421.00    | 0.04%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31371KTC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25218 | PA      | $26330.16     | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                | Massachusetts Institute of Technology                                           | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $742344.00    | 0.04%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138LUYP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501208 | PA      | $469426.89    | 0.02%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6400000 | PA      | $5923500.03   | 0.29%             | 2026-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                           | Lennar Corp                                                                     | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1253421.00   | 0.06%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132A5H32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    429229 | PA      | $385666.27    | 0.02%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31292HA87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3267 | PA      | $3385.55      | 0.00%             | 2030-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31371LHY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3885 | PA      | $3866.43      | 0.00%             | 2024-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                            | Cigna Corp                                                                      | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1230120.00   | 0.06%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418AEB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    421342 | PA      | $403798.41    | 0.02%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4S6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177906 | PA      | $174537.86    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132AEJ80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    342333 | PA      | $325869.72    | 0.02%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3990156.24   | 0.20%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9800000 | PA      | $8274875.00   | 0.41%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36202FJQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    273256 | PA      | $273169.97    | 0.01%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                      | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FJKE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2900000 | PA      | $2817479.34   | 0.14%             | 2028-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                               | International Bank for Reconstruction & Development                             | CUSIP: 45905URL0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2000000 | PA      | $1908240.00   | 0.09%             | 2025-03-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912828ZF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3675312.52   | 0.18%             | 2025-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| CITIBANK NY                                                           | CITIBANK NY                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000355 | PA      | $5000355.00   | 0.25%             | 2023-03-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Bofa Securities, Inc                                                  | Bofa Securities, Inc                                                            | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |  23333944 | PA      | $23333944.15  | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138WGG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    796573 | PA      | $738544.91    | 0.04%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                     | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE                                | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $709023.70    | 0.04%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                  | Waste Management Inc                                                            | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1681668.00   | 0.08%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| FIGXX FID INST GOVT LEX                                               | FIGXX FID INST GOVT LEX                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6213056 | NS      | $6213056.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36207F7C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       646 | PA      | $648.11       | 0.00%             | 2026-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620C04P0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    221287 | PA      | $215110.47    | 0.01%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS NEW YORK                                                     | BARCLAYS NEW YORK                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   9999980 | PA      | $9999980.00   | 0.50%             | 2023-03-21      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                            | Humana Inc                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    800000 | PA      | $782328.00    | 0.04%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128K2EZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25365 | PA      | $25562.25     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31380HRV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       151 | PA      | $154.69       | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1407375.00   | 0.07%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2836497 | PA      | $2312364.51   | 0.12%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31402H4U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38223 | PA      | $38989.53     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138MAA73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    862964 | PA      | $808245.21    | 0.04%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620AWGC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57869 | PA      | $60414.12     | 0.00%             | 2039-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                      | Duke Energy Corp                                                                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $924850.00    | 0.05%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31283G3G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2114 | PA      | $2187.35      | 0.00%             | 2027-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31376KDF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5858 | PA      | $5815.56      | 0.00%             | 2024-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36176CYZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51761 | PA      | $51538.71     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                  | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1684314.00   | 0.08%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 36296E6D3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103949 | PA      | $109763.09    | 0.01%             | 2038-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $969562.50    | 0.05%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179RLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1137760 | PA      | $1069367.74   | 0.05%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 3138ML5N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    641404 | PA      | $582605.13    | 0.03%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1886038 | PA      | $1536290.83   | 0.08%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                            | Fiserv Inc                                                                      | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1930160.00   | 0.10%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 31298VET0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32210 | PA      | $33435.73     | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                                              | BANK OF MONTREAL CHICAGO                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1001351 | PA      | $1001350.80   | 0.05%             | 2023-11-08      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                 | Indonesia Government International Bond                                         | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1100000 | PA      | $799821.00    | 0.04%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| HSBC US GOVT FUND LEX                                                 | HSBC US GOVT FUND LEX                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1000000 | NS      | $1000000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1977609.38   | 0.10%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179S2N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    434158 | PA      | $393434.83    | 0.02%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                | Boston Scientific Corp                                                          | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1776291.00   | 0.09%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2660156.25   | 0.13%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179QGF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    338287 | PA      | $344679.90    | 0.02%             | 2044-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211523 | PA      | $207726.04    | 0.01%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                            | Fannie Mae Pool                                                                 | CUSIP: 31418DLV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194173 | PA      | $178595.66    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                                                    | Panama Government International Bond                                            | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    900000 | PA      | $851787.00    | 0.04%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CarMax Auto Owner Trust                                               | Carmax Auto Owner Trust 2020-1                                                  | CUSIP: 14315XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    903000 | PA      | $873765.59    | 0.04%             | 2025-06-16      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                  | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2034720.00   | 0.10%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3129317C6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    142394 | PA      | $141294.04    | 0.01%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    602282 | PA      | $575597.44    | 0.03%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $3907109.38   | 0.19%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                | United States Treasury Note/Bond                                                | CUSIP: 9128285U0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5900000 | PA      | $5780156.25   | 0.29%             | 2023-12-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| ASIAN INFRASTRUCTURE INV                                              | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAB2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $909130.00    | 0.05%             | 2025-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae I Pool                                                               | CUSIP: 3620ASEQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59473 | PA      | $59226.71     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1551327 | PA      | $1346212.86   | 0.07%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    557818 | PA      | $521202.12    | 0.03%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                           | Freddie Mac Pool                                                                | CUSIP: 3132D6AB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4073054 | PA      | $3534520.36   | 0.18%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                              | Ginnie Mae II Pool                                                              | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2476943 | PA      | $2401669.77   | 0.12%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Brighthouse Funds Trust II

**Signature:** Alan Otis

**Name of Signer:** Alan Otis

**Title:** Treasurer