# EDGAR Filing Document

**Accession Number:** 0000743773
**File Stem:** 0001752724-23-049164
**Filing Date:** 2023-3
**Character Count:** 127184
**Document Hash:** 86c0de6ca0c2669826469f6bd22dd4bd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049164.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049164

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Calvert Variable Products, Inc.
- **CENTRAL INDEX KEY:** 0000743773
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04000
- **FILM NUMBER:** 23690870

**BUSINESS ADDRESS:**
- **STREET 1:** 1825 CONNECTICUT AVENUE NW
- **STREET 2:** SUITE 400
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20009
- **BUSINESS PHONE:** 8002256265

**MAIL ADDRESS:**
- **STREET 1:** 1825 CONNECTICUT AVENUE NW
- **STREET 2:** SUITE 400
- **CITY:** WASHINGTON
- **STATE:** DC
- **ZIP:** 20009

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SUMMIT MUTUAL FUNDS, INC.
- **DATE OF NAME CHANGE:** 20090122

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SUMMIT MUTUAL FUNDS INC
- **DATE OF NAME CHANGE:** 20000323

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

## Series and Classes Contracts Data

### Calvert VP Investment Grade Bond Index Portfolio (Series ID: S000010997)

| Class ID   | Class Name                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000030374 | Calvert VP Investment Grade Bond Index Portfolio           |  |
| C000164865 | Calvert VP Investment Grade Bond Index Portfolio - Class F |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Calvert Variable Products, Inc.

- **b. Investment Company Act file number:** 811-04000

- **c. CIK number of Registrant:** 0000743773

- **d. LEI of Registrant:** 549300PDAQJMP5ONK782

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

  - **Street Address 1:** 1825 Connecticut Avenue NW,

  - **City:** Washington

  - **State:** DC

  - **Foreign country:** US

  - **Zip / Postal Code:** 20009

  - **Telephone number:** 202-238-2200

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

- **a. Name of Series:** Calvert VP Investment Grade Bond Index Portfolio

- **b. EDGAR series identifier (if any):** S000010997

- **c. LEI of Series:** 549300W47X7F7D6X7X60

**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:** $118679980.18

**Total Liabilities:** $2808355.46

**Net Assets:** $115871624.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -56.17000000 | **1-Year:** -1846.24000000 | **5-Year:** -5354.47000000 | **10-Year:** -10694.12000000 | **30-Year:** -6364.29000000

**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 C000030374 | 3.98%                | 5.57%                | -9.04%               |
| Class ID C000164865 | 3.96%                | 5.55%                | -9.07%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1205.09                | $-1737126.21                               |
| Month 2  | $0.00                    | $3907068.82                                |
| Month 3  | $-34344.23               | $-867580.94                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 312938S20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46697 | PA      | $46328.77     | 0.04%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                   | Zoetis Inc                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90136.46     | 0.08%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $638378.91    | 0.55%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                 | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96097.60     | 0.08%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2400000 | PA      | $2233968.74   | 1.93%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co                                                                | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232203.34    | 0.20%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31418CLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222664 | PA      | $206797.28    | 0.18%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $924453.12    | 0.80%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    171813 | PA      | $164530.64    | 0.14%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3140KEG85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300692 | PA      | $250450.65    | 0.22%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                      | Public Service Electric and Gas Co                                              | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $841443.54    | 0.73%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Colonial Pipeline Co                         | Colonial Pipeline Co                                                            | CUSIP: 195869AJ1<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107681.47    | 0.09%             | 2032-08-28      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3140KUVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    576018 | PA      | $473764.02    | 0.41%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae I Pool                                                               | CUSIP: 3620A2T30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74966 | PA      | $75192.15     | 0.06%             | 2039-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                   | Pfizer Inc                                                                      | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465533.11    | 0.40%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31405WG74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16709 | PA      | $16769.34     | 0.01%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                        | United Parcel Service Inc                                                       | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    250000 | PA      | $277550.95    | 0.24%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                           | Raytheon Technologies Corp                                                      | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90400.16     | 0.08%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VF CORP                                      | VF Corp                                                                         | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    225000 | PA      | $187372.57    | 0.16%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association     | Ginnie Mae II Pool                                                              | CUSIP: 36202D6U0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     27732 | PA      | $28360.39     | 0.02%             | 2034-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                         | Bank of America Corp                                                            | CUSIP: 06051GFB0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297542.42    | 0.26%             | 2024-01-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7XB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191767 | PA      | $194096.93    | 0.17%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31418AWG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    464786 | PA      | $432610.19    | 0.37%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    559946 | PA      | $458445.45    | 0.40%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXS76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55407 | PA      | $55923.00     | 0.05%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                     | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146165.46    | 0.13%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31369H2U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1821 | PA      | $1818.87      | 0.00%             | 2023-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489522.43    | 0.42%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $408316.19    | 0.35%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                | CUSIP: 3132A5J55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39713 | PA      | $36733.93     | 0.03%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                   | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $71545.35     | 0.06%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                 | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $369160.93    | 0.32%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                | CUSIP: 3133G6VV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    342324 | PA      | $316666.98    | 0.27%             | 2034-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                              | DTE Electric Co                                                                 | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252829.11    | 0.22%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                             | HF Sinclair Corp                                                                | CUSIP: 403949AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002058.86   | 0.86%             | 2026-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXFP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27906 | PA      | $28158.45     | 0.02%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                          | LYB International Finance BV                                                    | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $88245.20     | 0.08%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                       | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196055.08    | 0.17%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                | CUSIP: 3132D54Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156010 | PA      | $143731.86    | 0.12%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    824059 | PA      | $675456.03    | 0.58%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                       | BP Capital Markets America Inc                                                  | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184027.41    | 0.16%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31419A4P9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74503 | PA      | $77587.40     | 0.07%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31417EEZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90234 | PA      | $85500.11     | 0.07%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                             | Triton Container International Ltd                                              | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $260863.04    | 0.23%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31417BFX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368708 | PA      | $345443.04    | 0.30%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $753808.59    | 0.65%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31418DZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    625168 | PA      | $546499.02    | 0.47%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                           | Alcon Finance Corp                                                              | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $305555.70    | 0.26%             | 2029-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                 | Comcast Corp                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40335.26     | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31416M4S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16514 | PA      | $16003.83     | 0.01%             | 2039-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                      | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86378.88     | 0.07%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN                         | Kansas City Southern/Old                                                        | CUSIP: 485170BB9<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173288.88    | 0.15%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31410MJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32858 | PA      | $33762.90     | 0.03%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                   | US Bancorp                                                                      | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236434.46    | 0.20%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31410KHS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98606 | PA      | $103088.86    | 0.09%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                     | Prudential Financial Inc                                                        | CUSIP: 74432QBY0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $899708.91    | 0.78%             | 2043-08-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                      | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAN2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99283.79     | 0.09%             | 2023-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                 | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   2685715 | NS      | $2685715.00   | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    750000 | PA      | $630703.13    | 0.54%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                | CUSIP: 3133ASJS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    691310 | PA      | $566645.70    | 0.49%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1054523.44   | 0.91%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust | American Express Credit Account Master Trust                                    | CUSIP: 02582JJR2<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $46424.33     | 0.04%             | 2026-11-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3140FBEK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166060 | PA      | $159151.84    | 0.14%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec                           | Province of Quebec Canada                                                       | CUSIP: 748149AG6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     75000 | PA      | $74839.92     | 0.06%             | 2023-02-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust        | Wells Fargo Commercial Mortgage Trust 2015-C26                                  | CUSIP: 94989CAX9<br>LEI: 549300DT2BKPLXAJ4C66 | Long             | ABS-MBS          | CORP              | US        |   1275000 | PA      | $1212720.59   | 1.05%             | 2048-02-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131832.81    | 0.11%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31402LK35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5246 | PA      | $5423.36      | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                          | Block Financial LLC                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $131586.12    | 0.11%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                          | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174744.50    | 0.15%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    969581 | PA      | $882841.19    | 0.76%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3140K46H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182814 | PA      | $168826.10    | 0.15%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31376KTT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14683 | PA      | $15116.58     | 0.01%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1017468.75   | 0.88%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31404ML30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40459 | PA      | $41435.66     | 0.04%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $581250.00    | 0.50%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                          | Gilead Sciences Inc                                                             | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98361.58     | 0.08%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                             | Duke Energy Corp                                                                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462167.83    | 0.40%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3140KHLY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    703173 | PA      | $602712.60    | 0.52%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31416WWF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149989 | PA      | $148684.18    | 0.13%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                   | VMware Inc                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152251.37    | 0.13%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 3128L5HY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108998 | PA      | $110200.62    | 0.10%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                | CUSIP: 3133KYUJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    734462 | PA      | $624279.06    | 0.54%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                               | Morgan Stanley                                                                  | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149714.12    | 0.13%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                  | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $270980.01    | 0.23%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                     | International Business Machines Corp                                            | CUSIP: 459200HU8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98550.48     | 0.09%             | 2024-02-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $488154.30    | 0.42%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMUF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    422112 | PA      | $396757.93    | 0.34%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                     | Warnermedia Holdings Inc                                                        | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61970.07     | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                         | Parker-Hannifin Corp                                                            | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187096.24    | 0.16%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                      | Shell International Finance BV                                                  | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $90777.84     | 0.08%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 312936Y27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100131 | PA      | $97119.61     | 0.08%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 31292K2G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23882 | PA      | $25087.22     | 0.02%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $254554.69    | 0.22%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                          | Carrier Global Corp                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    375000 | PA      | $269105.96    | 0.23%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $732125.00    | 0.63%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31418DJJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122576 | PA      | $113043.82    | 0.10%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                | CUSIP: 3133AXMB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    752254 | PA      | $615893.90    | 0.53%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                        | Molson Coors Beverage Co                                                        | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89136.14     | 0.08%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31418CJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375682 | PA      | $347619.91    | 0.30%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Excalibur One 77B LLC                        | Excalibur One 77B LLC                                                           | CUSIP: 30066CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4350 | PA      | $4192.22      | 0.00%             | 2025-01-01      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJU99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203256 | PA      | $201458.87    | 0.17%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1789218.76   | 1.54%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 3128PS6W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40161 | PA      | $39308.00     | 0.03%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                   | PacifiCorp                                                                      | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82690.81     | 0.07%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                     | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $490533.96    | 0.42%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                      | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85265.26     | 0.07%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31390REX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14380 | PA      | $15070.07     | 0.01%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae II Pool                                                              | CUSIP: 36179MK82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    165746 | PA      | $159686.87    | 0.14%             | 2042-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31417END9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376489 | PA      | $341906.03    | 0.30%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                         | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    350000 | PA      | $263219.18    | 0.23%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                  | Cummins Inc                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94957.65     | 0.08%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                  | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93932.82     | 0.08%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust          | Citigroup Commercial Mortgage Trust 2013-GC17                                   | CUSIP: 17321RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    422000 | PA      | $416008.70    | 0.36%             | 2046-11-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $787382.81    | 0.68%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 312940N54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44424 | PA      | $44083.22     | 0.04%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae I Pool                                                               | CUSIP: 36296QDA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46227 | PA      | $46353.81     | 0.04%             | 2038-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $864804.69    | 0.75%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                  | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3137EAEV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $970944.55    | 0.84%             | 2023-08-24      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae II Pool                                                              | CUSIP: 36202FY67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22291 | PA      | $21488.12     | 0.02%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 91282CBN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $943670.07    | 0.81%             | 2023-02-28      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                         | Westpac Banking Corp                                                            | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $188484.70    | 0.16%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                     | Flex Ltd                                                                        | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $235420.87    | 0.20%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3140KEN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    587688 | PA      | $483729.46    | 0.42%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust          | Citigroup Commercial Mortgage Trust 2014-GC21                                   | CUSIP: 17322MAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645000 | PA      | $628168.66    | 0.54%             | 2047-05-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $197860.43    | 0.17%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $896800.78    | 0.77%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1427578.13   | 1.23%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1193390.63   | 1.03%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3138X2RR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    763744 | PA      | $693112.47    | 0.60%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                          | NEW YORK NY                                                                     | CUSIP: 64966LYY1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $931790.00    | 0.80%             | 2028-08-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                         | Bank of America Corp                                                            | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213288.13    | 0.18%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31418XSH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47230 | PA      | $46819.22     | 0.04%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2935781.25   | 2.53%             | 2024-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1387500.00   | 1.20%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                       | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901773.54    | 0.78%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1150000 | PA      | $1097014.65   | 0.95%             | 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        |    350000 | PA      | $301570.90    | 0.26%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    650000 | PA      | $457285.15    | 0.39%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31407JDD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13001 | PA      | $13835.77     | 0.01%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3138YNFP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67687 | PA      | $65287.10     | 0.06%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $730250.00    | 0.63%             | 2025-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                 | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     98000 | PA      | $61052.97     | 0.05%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31376KB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15643 | PA      | $16017.49     | 0.01%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae II Pool                                                              | CUSIP: 36202DYJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     54656 | PA      | $53962.48     | 0.05%             | 2033-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                       | NBCUniversal Media LLC                                                          | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    123000 | PA      | $108709.69    | 0.09%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae II Pool                                                              | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    871880 | PA      | $760634.49    | 0.66%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 3132HRPS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350713 | PA      | $318796.24    | 0.28%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae II Pool                                                              | CUSIP: 36202EQA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     36183 | PA      | $38018.54     | 0.03%             | 2037-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                      | Walt Disney Co/The                                                              | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100323.55    | 0.09%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                     | AT&T Inc                                                                        | CUSIP: 00206RJH6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175804.31    | 0.15%             | 2042-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272900.63    | 0.24%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                     | Discovery Communications LLC                                                    | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173705.60    | 0.15%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 3129393C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135808 | PA      | $134698.31    | 0.12%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1190811 | PA      | $973837.99    | 0.84%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                  | PNC Bank NA                                                                     | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $211482.37    | 0.18%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3140H3CU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63292 | PA      | $58683.38     | 0.05%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 31307BBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35248 | PA      | $33483.67     | 0.03%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $167917.09    | 0.14%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $433027.35    | 0.37%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31416WEV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135928 | PA      | $134720.87    | 0.12%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1313484.37   | 1.13%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                       | Federal Home Loan Banks                                                         | CUSIP: 3130AJHU6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $919266.01    | 0.79%             | 2025-04-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1334824.22   | 1.15%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $524093.75    | 0.45%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    603416 | PA      | $514284.72    | 0.44%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                       | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227895.93    | 0.20%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                | CUSIP: 3133AM3D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    910820 | PA      | $777420.23    | 0.67%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912810EQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1008624.09   | 0.87%             | 2023-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                      | Shell International Finance BV                                                  | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1350000 | PA      | $1256600.71   | 1.08%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                          | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83232.25     | 0.07%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                 | Broadcom Inc                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160897.27    | 0.14%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 312934HK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39609 | PA      | $40107.37     | 0.03%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                        | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $271575.89    | 0.23%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                | CUSIP: 3132DN5C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    497316 | PA      | $470045.35    | 0.41%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                   | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271125.41    | 0.23%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493908.11    | 0.43%             | 2024-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                    | Kroger Co/The                                                                   | CUSIP: 501044CS8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99172.19     | 0.09%             | 2023-08-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3140X9DB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    958973 | PA      | $857625.09    | 0.74%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae II Pool                                                              | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    691905 | PA      | $603136.74    | 0.52%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 3128PRA82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27510 | PA      | $27233.82     | 0.02%             | 2025-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                       | Choice Hotels International Inc                                                 | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212538.52    | 0.18%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                | CUSIP: 3133KYUP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1325829 | PA      | $1126930.21   | 0.97%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31403DWF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9551 | PA      | $9849.61      | 0.01%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    731534 | PA      | $646392.69    | 0.56%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                       | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $94688.46     | 0.08%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31371MSG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5857 | PA      | $5944.94      | 0.01%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2010                             | WPP Finance 2010                                                                | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $969028.60    | 0.84%             | 2024-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae II Pool                                                              | CUSIP: 36179WBZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    359697 | PA      | $322759.70    | 0.28%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912828G38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1921328.12   | 1.66%             | 2024-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                              | Tyson Foods Inc                                                                 | CUSIP: 902494AX1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98452.12     | 0.08%             | 2024-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31410LUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    541880 | PA      | $506854.00    | 0.44%             | 2032-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31402DC40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28732 | PA      | $28880.69     | 0.02%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                            | TSMC Arizona Corp                                                               | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290984.98    | 0.25%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae II Pool                                                              | CUSIP: 3620ARSK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    374899 | PA      | $360842.00    | 0.31%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                      | Simon Property Group LP                                                         | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    150000 | PA      | $125098.01    | 0.11%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $818984.38    | 0.71%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                       | Roper Technologies Inc                                                          | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217958.06    | 0.19%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31418DHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88788 | PA      | $79078.71     | 0.07%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae I Pool                                                               | CUSIP: 36296DLA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    112011 | PA      | $117035.73    | 0.10%             | 2038-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $942558.59    | 0.81%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31414F7E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44002 | PA      | $44168.23     | 0.04%             | 2038-09-01      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31419BCT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134858 | PA      | $126563.93    | 0.11%             | 2041-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                            | General Motors Co                                                               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $864251.27    | 0.75%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1408486 | PA      | $1153171.75   | 1.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31419A4N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140113 | PA      | $131516.10    | 0.11%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31418BC20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449459 | PA      | $433942.50    | 0.37%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31418DAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52434 | PA      | $48439.67     | 0.04%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 312940PZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80949 | PA      | $80342.36     | 0.07%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 3132GES27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56744 | PA      | $56321.34     | 0.05%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                     | Morgan Stanley Institutional Liquidity Funds - Government Portfolio             | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   1043631 | NS      | $1043630.88   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae II Pool                                                              | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    920129 | PA      | $801792.62    | 0.69%             | 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        |    281813 | PA      | $270322.54    | 0.23%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3140JPKH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50561 | PA      | $46693.30     | 0.04%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Mexican States                        | Mexico Government International Bond                                            | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $450345.48    | 0.39%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                  | Freddie Mac Pool                                                                | CUSIP: 3133A6ZA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610059 | PA      | $522900.87    | 0.45%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200611 | PA      | $187971.40    | 0.16%             | 2042-07-01      | Fixed         | 3.50%                 | 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        |    250000 | PA      | $245071.49    | 0.21%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                               | Lowe's Cos Inc                                                                  | CUSIP: 548661CZ8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99082.13     | 0.09%             | 2023-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNSF Funding Trust I                         | BNSF Funding Trust I                                                            | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $511002.00    | 0.44%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 3128MVTH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12855 | PA      | $13406.08     | 0.01%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31414U4L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14624 | PA      | $15355.76     | 0.01%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                    | GATX Corp                                                                       | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    400000 | PA      | $371482.79    | 0.32%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1300000 | PA      | $1535115.83   | 1.32%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                   | Federal National Mortgage Association                                           | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1500000 | PA      | $1191541.49   | 1.03%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $310781.25    | 0.27%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                   | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99324.28     | 0.09%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                     | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $903600.26    | 0.78%             | 2044-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 9128284U1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $594272.10    | 0.51%             | 2023-06-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                          | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164904.93    | 0.14%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                     | Flex Ltd                                                                        | CUSIP: 33938EAU1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $245771.14    | 0.21%             | 2025-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 31294MH38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35171 | PA      | $34299.84     | 0.03%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31417YY84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88969 | PA      | $88155.58     | 0.08%             | 2031-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association     | Ginnie Mae I Pool                                                               | CUSIP: 3620A9PM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100744 | PA      | $101048.12    | 0.09%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                | CUSIP: 3132DV7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    655429 | PA      | $539487.60    | 0.47%             | 2050-08-01      | 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        |   1000000 | PA      | $867812.50    | 0.75%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                          | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    400000 | PA      | $332947.56    | 0.29%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                              | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106601.75    | 0.09%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31418CND2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156735 | PA      | $145517.85    | 0.13%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $460979.67    | 0.40%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97809.17     | 0.08%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                    | Kroger Co/The                                                                   | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $192262.22    | 0.17%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1353500.00   | 1.17%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA Inc                                                                | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240642.93    | 0.21%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Pool                                                                | CUSIP: 3132D54K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77293 | PA      | $71282.26     | 0.06%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 91282CAF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1458500.97   | 1.26%             | 2023-08-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                               | Capital One NA                                                                  | CUSIP: 140420NB2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199659.95    | 0.17%             | 2023-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                  | Viatris Inc                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213980.77    | 0.18%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31401YMQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50037 | PA      | $51082.43     | 0.04%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31418CBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398323 | PA      | $358871.43    | 0.31%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3140M2QC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470487 | PA      | $414074.55    | 0.36%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2850000 | PA      | $2626898.44   | 2.27%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3140X8DC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    365069 | PA      | $310302.13    | 0.27%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                  | Oracle Corp                                                                     | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138058.75    | 0.12%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                | Citigroup Inc                                                                   | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80572.91     | 0.07%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $556035.16    | 0.48%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3138MRK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382963 | PA      | $333216.31    | 0.29%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                               | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $190926.76    | 0.16%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3138WQAX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    692153 | PA      | $629439.91    | 0.54%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELIANCE STEEL & ALUM                        | Reliance Steel & Aluminum Co                                                    | CUSIP: 759509AE2<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199966.62    | 0.17%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912828WE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1277913.10   | 1.10%             | 2023-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                    | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433615.07    | 0.37%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3138EKFB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358659 | PA      | $335730.19    | 0.29%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJBV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13428 | PA      | $13534.17     | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $199882.81    | 0.17%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404296 | PA      | $332526.09    | 0.29%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $237480.47    | 0.20%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31415PYX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23045 | PA      | $23820.47     | 0.02%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3140X7HN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    561868 | PA      | $490521.86    | 0.42%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31371MNS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5130 | PA      | $5286.24      | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                        | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $994845.77    | 0.86%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                              | Deere & Co                                                                      | CUSIP: 244199AW5<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $271316.16    | 0.23%             | 2028-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 9128282Y5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2750000 | PA      | $2639462.90   | 2.28%             | 2024-09-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                     | Lennox International Inc                                                        | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257668.24    | 0.22%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                     | AT&T Inc                                                                        | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941687.84    | 0.81%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3138WDJY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    253113 | PA      | $250641.82    | 0.22%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31385XF85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13350 | PA      | $13654.56     | 0.01%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3138W9GM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    657839 | PA      | $598234.94    | 0.52%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                       | United States Treasury Note/Bond                                                | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $725757.82    | 0.63%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3138A8RD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76523 | PA      | $74080.91     | 0.06%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJEU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8560 | PA      | $8954.94      | 0.01%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                       | Verizon Communications Inc                                                      | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    340000 | PA      | $265807.21    | 0.23%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3140JPM93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62154 | PA      | $57399.88     | 0.05%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                            | HSBC Holdings PLC                                                               | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $320101.09    | 0.28%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 31418AHY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194017 | PA      | $186510.60    | 0.16%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                  | Freddie Mac Gold Pool                                                           | CUSIP: 3128M82R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134002 | PA      | $125922.27    | 0.11%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                            | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259354.84    | 0.22%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3140X8AS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    475886 | PA      | $426038.65    | 0.37%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                       | Barrick North America Finance LLC                                               | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101485.54    | 0.09%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                   | Fannie Mae Pool                                                                 | CUSIP: 3138AKT58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252042 | PA      | $249844.57    | 0.22%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                       | CVS Pass-Through Trust                                                          | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52943 | PA      | $52167.46     | 0.05%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                     | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    150000 | PA      | $114426.84    | 0.10%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

**Name of Applicant:** Calvert Variable Products, Inc.

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer